Cutting Plane Demonstration 

Iterations 
The first solution display shows the linear programming relaxation without any restrictions. The solution objective value gives an upper bound on the optimum integer objective value. The second display shows the Gomory Cuts and the single Dantzig Cut that are implied by this LP solution. They are expressed in terms of the nonbasic variables for the LP solution. The third display shows the cuts expressed in terms of the original variables. We must select one of these cuts to add the the LP model. Throughout this demonstration we add the Gomory Cut with the greatest constant value when expressed in terms of the nonbasic variables. At this iteration we see that the constant value for C2 (0.7059) is the greatest. We add C2 to the LP model. The revised LP and it's solution is on the next page. 

LP



Gomory Cut 


Gomory Cut in Original Variables 