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0 -1 -2
1 0 -1
2 1 0
w2 = min(max{aij }) = min{2,1, 0} = 0
j i
x* = {0, 0,1}
There exist a saddle point. The optimal strategy is .
y* = {0, 0,1}
(b) If a21 is changed from 1 to -2 and a31 from 2 to -3, solve the game graphically.
0 -1 -2 0 -1 -2
1 0 -1 -2 0 -1
2 1 0 -3 1 0
0 -1 -2 0 -2
-2 0 -1 -2 -1 The second column is dominated by the third column.
-3 1 0 -3 0
Let y = ( y1 ,1 − y1 )t
Let x = ( x1 , 0,1 − x1 )t
0 -1 -2 0 -2 4 2
-2 0 -1 -2 -1 Let λ = 4 2 3
-3 1 0 -3 0 1 4
Y1 Y2 s1 s2 s3 b
-1 -1 0 0 0 0
s1 4* 2 1 0 0 1 1/4
s2 2 3 0 1 0 1 1/2
s3 1 4 0 0 1 1 1
Y1 Y2 s1 s2 s3 b
0 -1/2 1/4 0 0 1/4
Y1 1 1/2 1/4 0 0 1/4 1/2
s2 0 2 -1/2 1 0 1/2 1/4
s3 0 7/2* -1/4 0 1 3/4 3/14
Y1 Y2 s1 s2 s3 b
0 0 3/14 0 1/7 5/14
Y1 1 0 2/7 0 -1/7 1/7
s2 0 0 -5/14 1 -4/7 1/14
Y2 0 1 -1/14 0 2/7 2/14
1 3 5 1 14
Y* = , Y0* = v= * =
7 14 14 Y 5
t t
14 1 3 2 3
y* = , = ,
5 7 14 5 5
t t
14 3 1 3 2
x* = , 0, = , 0,
5 14 7 5 5
14 6
value : v − λ = − 4 = -
5 5
1 2 1 -1 1 0 5
A= b=
-3 1 -1 0 0 1 4
c = [3 -2 5 0 M
t
0]
xB = ( R1 , x5 )t B −1 = I 2
cBt B −1 = ( M 0) B −1 = ( M 0)
cBt B −1 N − cNt = ( M 0) [ a1 a2 a3 a4 ] − ( 3 -2 5 0 )
= (M 2M M -M ) − ( 3 -2 5 0 )
= ( M − 3 2M + 2 M − 5 -M )
x2 be the entering variable.
B −1b = (5, 4)t B −1a2 = (2,1)t
t
5
The ratio is ,4
2
R1 be the leaving variable.
1 0 1 0
E= Bˆ −1 = EB −1 =
-1/ 2 1 -1/ 2 1
xB = ( x2 , x5 ) B −1 = Bˆ −1
3. For the following maximization problem, the initial and optimal tableaux are given
below.
x1 x2 x3 x4 x5 b
-9 -8 -5 0 0 0
x4 2 3 1 1 0 4
x5 5 4 3 0 1 11
x1 x2 x3 x4 x5 b
0 2 0 2 1 19
x1 1 5 0 3 -1 1
x3 0 -7 1 -5 2 2
It is not satisfy.
x1 x2 x3 x4 x5 x6 b
0 2 0 2 1 0 19
x1 1 5 0 3 -1 0 1
x3 0 -7 1 -5 2 0 2
x6 0 -9 1 0 0 1 1
x1 x2 x3 x4 x5 x6 b
0 1 0 9/2 0 1/2 37/2
x1 1 6 0 1/2 0 -1/2 3/2
x3 0 -9 1 0 0 1 1
x5 0 1 0 -5/2 1 -1/2 1/2
t
x* = ( 3 / 2, 0,1, 0,1/ 2, 0 )
x0* = 37 / 2
y1* = 2, y2* = 0
y0* = 4
ui + v j − cij ≤ 0
Find the most positive pivot
Let vn = 0
si dj 3 3 2 2 ui vj 0 4 3 0
5 3 2 3 0 0 0 -1
2 1- δ 1+ δ 0 -2 0 0 -2
3 δ 1- δ 2 5 1 6 0 0
δ =1
si dj 3 3 2 2 ui vj -6 -2 -3 0
5 3 2+ δ δ 9 0 0 0 5
2 0 2 6 -2 0 0 4
3 1- δ 2+ δ 5 -5 0 -6 0
δ =1
si dj 3 3 2 2 ui vj -1 3 2 0
5 3 3 1 4 0 0 0 0
2 0 2 1 -2 0 0 -1
3 3 5 0 -1 -1 0
- End -
Good Luck!