Math Problem Statement

Maximize z = x1-x2 subject to constraint: x1+x2 less than or equal to 4 6x1+2x less than or equal to 9 . Find the integer programming problem.Introduce gomorian method

Solution

To solve the given integer programming problem using the Gomory's cutting plane method, we start with the linear programming relaxation of the problem. The problem is to maximize z=x1x2z = x_1 - x_2 subject to the constraints:

  1. x1+x24x_1 + x_2 \leq 4
  2. 6x1+2x296x_1 + 2x_2 \leq 9
  3. x1,x20x_1, x_2 \geq 0
  4. x1,x2Zx_1, x_2 \in \mathbb{Z}

Step-by-Step Solution:

  1. Linear Programming Relaxation:

First, we solve the linear programming relaxation by ignoring the integer constraints. This means we solve:

\text{Maximize} & \quad z = x_1 - x_2 \\ \text{subject to} & \quad x_1 + x_2 \leq 4 \\ & \quad 6x_1 + 2x_2 \leq 9 \\ & \quad x_1, x_2 \geq 0 \end{aligned}$$ 2. **Solve the Linear Programming Relaxation:** We can use the Simplex method to solve this. Let's set up the Simplex tableau. To convert the inequalities to equations, we introduce slack variables $$s_1$$ and $$s_2$$: $$\begin{aligned} x_1 + x_2 + s_1 &= 4 \\ 6x_1 + 2x_2 + s_2 &= 9 \\ \end{aligned}$$ Our initial tableau is: $$\begin{array}{c|cccccc|c} \text{Basis} & x_1 & x_2 & s_1 & s_2 & \text{RHS} \\ \hline s_1 & 1 & 1 & 1 & 0 & 4 \\ s_2 & 6 & 2 & 0 & 1 & 9 \\ \hline z & -1 & 1 & 0 & 0 & 0 \\ \end{array}$$ **Simplex Iteration:** $$\begin{array}{c|cccc|c} & x_1 & x_2 & s_1 & s_2 & \text{RHS} \\ \hline s_1 & 1 & 1 & 1 & 0 & 4 \\ s_2 & 6 & 2 & 0 & 1 & 9 \\ \hline z & -1 & 1 & 0 & 0 & 0 \\ \end{array}$$ **Choosing the pivot column (entering variable):** $$x_1$$ (most negative coefficient in the $$z$$-row) **Choosing the pivot row (leaving variable):** $$\frac{\text{RHS}}{\text{Pivot Column}} = \min \left( \frac{4}{1}, \frac{9}{6} \right) = \frac{9}{6} = 1.5 \implies \text{row 2 is the pivot row}$$ Pivot element is $$6$$. Performing the row operations to get the new tableau: $$\begin{array}{c|cccc|c} & x_1 & x_2 & s_1 & s_2 & \text{RHS} \\ \hline s_1 & \frac{1}{6} & \frac{2}{6} & 0 & \frac{1}{6} & \frac{3}{2} \\ x_1 & 1 & \frac{1}{3} & 0 & \frac{1}{6} & \frac{3}{2} \\ \hline z & 0 & \frac{4}{6} & 0 & \frac{1}{6} & \frac{3}{2} \\ \end{array}$$ **Next Iteration:** Pivot element is now $$\frac{2}{6}$$ in row 1. After further iterations, you would eventually find the optimal solution of the LP relaxation. 3. **Introduce Gomory's Cutting Plane:** Once the optimal solution of the relaxed problem is found, if it is not integer, we introduce Gomory’s fractional cuts.

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Math Problem Analysis

Mathematical Concepts

Linear Programming
Integer Programming
Gomory's Cutting Plane Method
Simplex Method

Formulas

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Theorems

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Suitable Grade Level

Advanced Undergraduate