Variantes del Simplex

Determinacin de una
solucin inicial

Mtodo de la doble fase

Fase I : Resolver el siguiente
problema de programacin lineal
empezando con la solucin x=0 y
xa=b.
min 1x a
s.a
Ax + x a b
x,x a 0

Mtodo de la doble fase

Si en la optimalidad xa0, entonces
PARE; el problema original NO tiene
soluciones factibles.
FASE II : Resolver el problema de PL
con la solucin inicial igual a la
encontrada en la fase I.

El modelo matemtico
Minimizar z = x1 2x2
Sujeto a:
x1+x2 >= 2
-x1 + x2 >= 1
x2<=3
x1, x2 >= 0

Formato Tabla
Min z - x1 + 2x2

=0

Sujeto a:

x 1 + x 2 - x3
-x1 + x2
- x4
x2
+ x5
x1,x2,x3,x4,x5>=0

= 2+x6
= 1 +x7
= 3

Variables auxiliares

El Algoritmo Simplex : FASE

I

z = x6+x7

Paso 1: Seleccionar una nueva variable que entre a la base. z - x6-x7=0

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
0 0 0 0 0 -1 -1 0

x6 0

x7 0

-1 1

x5 0

-1 0

-1 0

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
0 0 0 0 0 -1 -1 0

x6 0

x7 0

-1 1

x5 0

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
0 2 -1 -1 0 0 0 3

x6 0

x7 0

-1 1

x5 0

-1 0

-1 0

-1 0

-1 0

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
0 2 -1 -1 0 0 0 3

x6 0

x7 0

-1 1

x5 0

-1 0

-1 0

1 0 0 1 0 0
Elemento pivote

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
2 0 -1 1 0 0 -2 1

x6 0

x2 0

-1 1

x5 0

-1 1

-1 1

-1 0

-1 2

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
2 0 -1 1 0 0 -2 1

x6 0

x2 0

-1 1

x5 0

1 0 0 1 1 0
Elemento pivote

-1 1
0

-1 1

-1 0

-1 2

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
0 0 0 0 0 -1 -1 0

x1 0

-1/2

1/2 0

1/2 -1/2

x2 0

-1/2

-1/2

x5 0

1/2 1/2 1

-1/2

1/2

1/2 1/2 3/2

-1/2

3/2

Ejemplo del mtodo de la doble fase

(2,3)

(0,3)
(0,2)
(1/2,3/2)
(0,1)

(0,0)

Regin factible

El Algoritmo Simplex : FASE

II

z = x1-2x2

Paso 1: Seleccionar una nueva variable que entre a la base. z - x1+2x2=0

Var z
Z 1

x1 x2 x3 x4 x5 RHS
-1 2 0 0 0 0

x1 0

-1/2

1/2 0

1/2

x2 0

-1/2

-1/2

x5 0

1/2 1/2 1

3/2

3/2

Var z
Z 1

x1 x2 x3 x4 x5 RHS
-1 2 0 0 0 0

x1 0

-1/2

1/2 0

1/2

x2 0

-1/2

-1/2

x5 0

1/2 1/2 1

Var z
Z 1

x1 x2 x3 x4 x5 RHS
0 0 1/2 3/2 0 -5/2

x1 0

-1/2

1/2 0

1/2

x2 0

-1/2

-1/2

x5 0

1/2 1/2 1

3/2

3/2

3/2

3/2

Var z
Z 1

x1 x2 x3 x4 x5 RHS
0 0 1/2 3/2 0 -5/2

x1 0

-1/2

1/2 0

1/2

x2 0

-1/2

-1/2

x5 0

1/2 1/2 1

3/2

3/2
Elemento pivote

Var z
Z 1

x1 x2 x3 x4 x5 RHS
-3 0 2 0 0 -4

x4 0

-1 1

x2 0

-1 0

x5 0

-1 0

1 0

Var z
Z 1

x1 x2 x3 x4 x5 RHS
-3 0 2 0 0 -4

x4 0

-1 1

x2 0

-1 0

x5 0

-1 0

1 0

Var z
Z 1

x1 x2 x3 x4 x5 RHS
-1 0 0 0 -2 -6

x4 0

x2 0

x5 0

-1 0

1 0

1
Elemento pivote

Ejemplo del mtodo de la doble fase

(0,3)

Solucin ptima
(2,3)

(0,2)

(0,1)

(0,0)

(1/2,3/2)

Regin factible

Mtodo de la Big-M
Minimizar z = cx+Mxa
Sujeto a:
Ax + xa = b
x, xa >= 0

El modelo matemtico
Minimizar z = x1 2x2 +Mx6+Mx7
Sujeto a:
x 1 + x2 - x 3
-x1 + x2
- x4
x2
+ x5
x1,x2,x3,x4,x5>=0

= 2+x6
= 1 +x7
= 3

Variables auxiliares

El Algoritmo Simplex :
Mtodo Big-M
Paso 1: Seleccionar una nueva variable que entre a la base.

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
-1 2 0 0 0 -M -M 0

x6 0

x7 0

-1 1

x5 0

-1 0

-1 0

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
-1 2 0 0 0 -M -M 0

x6 0

x7 0

-1 1

x5 0

-1 0

-1 0

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
-1
2+2M -M -M 0 0 0

x6 0

x7 0

-1 1

x5 0

-1 0

-1 0

3M

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
-1
2+2M -M -M 0 0 0

x6 0

x7 0

-1 1

x5 0

-1 0

-1 0

0 0 1 0 0
Elemento pivote

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
1+2M 0 -M 2+M 0 0

x6 0

x2 0

-1 1

x5 0

-1 1

-1 1

-1 0

-1 2

3M

-2-2M

-2+M

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
1+2M 0 -M 2+M 0 0

x6 0

x2 0

-1 1

x5 0

-1 1

-1 1

-1 0

-2-2M

-2+M

1 1 0 -1 2
Elemento pivote

Var z
Z 1

x1 x2 x3 x4 x5 x6 x7 RHS
0 0 1/2 3/2 0
-1/2-M -3/2-M -5/2

x1 0

-1/2

1/2 0

1/2 -1/2

x2 0

-1/2

-1/2

x5 0

1/2 1

-1/2

1/2

1/2 1/2 3/2

3/2 3/2

Var z
Z 1

x1 x2 x3 x4 x5 RHS
0 0 1/2 3/2 0 -5/2

x1 0

-1/2

1/2 0

1/2

x2 0

-1/2

-1/2

x5 0

1/2 1

3/2

3/2
Elemento pivote

Var z
Z 1

x1 x2 x3 x4 x5 RHS
-3 0 2 0 0 -4

x4 0

-1 1

x2 0

-1 0

x5 0

-1 0

1 0

Var z
Z 1

x1 x2 x3 x4 x5 RHS
-3 0 2 0 0 -4

x4 0

-1 1

x2 0

-1 0

x5 0

-1 0

1 0

Var z
Z 1

x1 x2 x3 x4 x5 RHS
-1 0 0 0 -2 -6

x4 0

x2 0

x5 0

-1 0

1 0

1
Elemento pivote

FIN