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Gomory Fractional Cut

The document provides two examples of finding integer optimal solutions of linear programming problems by introducing Gomory fractional cuts. For the first problem, two Gomory cuts are generated by taking the variables with largest fractional parts as the source rows, resulting in an all integer optimal solution. For the second problem, the process of generating Gomory cuts is not shown.

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Deepali Koirala
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51 views4 pages

Gomory Fractional Cut

The document provides two examples of finding integer optimal solutions of linear programming problems by introducing Gomory fractional cuts. For the first problem, two Gomory cuts are generated by taking the variables with largest fractional parts as the source rows, resulting in an all integer optimal solution. For the second problem, the process of generating Gomory cuts is not shown.

Uploaded by

Deepali Koirala
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Question 1:

The non – integer optimal solution of an LPP is given below. Find all
integer optimal solution by introducing gomory fractional cut.

Cj 4 6 2 0 0 0
Basi
CB s X1 X2 X3 S1 S2 S3 b
4 X1 1 0 0 3/10 1/5 0 5/2
6 X2 0 1 0 1/20 1/5 0 5/4
1 ¼ 25/
2 X3 0 0 0 1 4

Solution:

In the continuous variable optimal solution,

X1 = 2 + ½ , X2 = 1 + ¼ , and X3 = 6 + ¼ .

The variable X1 has the largest fractional part and hence now X1 row
is taken as the source row.

Therefore, X1 + 3/10 S1 + 1/5 S2 = 5/2.

Or X1 + (0 + 3/10) S1 + (0 + 1/5) S2 = 2 +1/2.

Therefore 3/10 S1 + 1/5 S2 >= ½

Or 3/10 S1 + 1/5 S2 – G1 = ½

Or -3/10 S1 – 1/5 S2 + G1 = -1/2.

After adding second constraint to the given table, the resulting


problem is solved by the dual simplex method.
Cj 4 6 2 0 0 0 0
Basi G1
CB s X1 X2 X3 S1 S2 S3 b
4 X1 1 0 0 3/10 1/5 0 0 5/2
6 X2 0 1 0 1/20 1/5 0 0 5/4
1 ¼ 0 25/
2 X3 0 0 0 1 4
0 G1 0 0 0 (-3/10) -1/5 0 1 -1/2
Zj 4 6 2 2 2 2 0
Cj – Zj 0 0 0 -2 -2 -2 0
Ratio - - - 20/3 10 - -

Cj 4 6 2 0 0 0 0
Basi G1
CB s X1 X2 X3 S1 S2 S3 b
4 X1 1 0 0 0 0 0 1 2
6 X2 0 1 0 0 1/6 0 1/6 7/6
1 0 5/6 35/
2 X3 0 0 -1/6 1 6
0 S1 0 0 0 1 2/3 0 -10/3 5/3
Zj 4 6 2 0 2/3 2 20/3
Cj – Zj 0 0 0 0 -2/3 -2 -20/3
Ratio - - - 0 10 - -
In these optimal solution variables X2 and X3 are continuous.

X2 = 1 + 1/6, X3 = 5 + 5/6.

The variable X3 has largest fractional part and hence X3 row is taken
as source row.

Therefore, X3 -1/6S2 + S3 + 5/6 G1 = 5+5/6.

Or X3 + (-1 + 5/6) S2 + 1S3 + (0+ 5/6) G1 =5+ 5/6.


The corresponding secondary constraint is

G2 – 5/6 S2 -5/6 G1 = -5/6.

After adding this constraint to the above table , the resulting table is
solved by the dual simplex method.

Cj 4 6 2 0 0 0 0 0
Basi G1
CB s X1 X2 X3 S1 S2 S3 G2 b
4 X1 1 0 0 0 0 0 1 0 2
6 X2 0 1 0 0 1/6 0 1/6 0 7/6
1 0 5/6 35/
2 X3 0 0 -1/6 1 0 6
0 S1 0 0 0 1 2/3 0 -10/3 0 5/3
0 0 (- -5/6
0 G2 0 0 5/6) 0 1 -5/6
Zj 4 6 2 0 2/3 2 20/3 0
Cj – Zj 0 0 0 0 -2/3 -2 -20/3 0
Ratio - - - - 4/5 - 8

Cj 4 6 2 0 0 0 0 0
Basi G1
CB s X1 X2 X3 S1 S2 S3 G2 b
4 X1 1 0 0 0 0 0 1 0 2
6 X2 0 1 0 0 0 0 0 1/5 1
2 X3 0 0 1 0 0 1 1 -1/5 6
0 S1 0 0 0 1 0 0 -4 4/5 1
0 S2 0 0 0 0 1 0 1 -6/5 1
Zj 4 6 2 0 0 2 6 4/5
Cj – Zj 0 0 0 0 0 -2 -6 -4/5
The all integer solution is X1 = 2, X2 =1 , X3 = 6, which gives Zmax = 26.

Question 2:

The non – integer optimal solution of an LPP is given below. Find all
integer optimal solution by introducing gomory fractional cut.

Cj 3 1 3 0 0 0
CB Basis X1 X2 X3 S1 S2 S3 b
1 4/9 10/
3 X3 0 0 1/9 4/9 3
1 X2 0 1 0 1/3 1/3 1/3 3
0 1/9 16/
3 X1 1 0 7/9 10/9 3
Zj 3 1 3 2 3 5
Cj – Zj 0 0 0 -2 -3 -5

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