9.

The Simplex Method The Simplex Algorithm is an iterative procedure for finding the optimal solution to a LPP in a systematic manner. The Simplex method always starts with the initial basic feasible solution, i.e. origin, which is one of the corner points of the feasible region. Condition for Applying Simplex Method a) The right hand side of each of the constraint, i.e., bi should be non negative. f not then multiply both side by !"#) and change the ine$uality b) %ach of the decision variables of the problem should be non"negative c) &b'ective function should be of maximi(ation type The Simplex Algorithm Step #) *hec+ whether the ob'ective function of the given LPP is of maximi(ation form. f it of minimi(ation form, convert it to maximi(ation type by multiplying it by !"#)) i.e. min ( , max !"() Step -) *hec+ whether all bi !i, #, -,..., m) are non"negative. f any one of b i is negative, then multiply the corresponding in e$uation of the constants by !"#) so as to get all b i non" negative. Step .) /rite the LPP in augmented form. Step 0) Initialization) Select the decision variables to be the initial non"basic variable and slac+s to be basic variables. Step 1) *ompute 2 , *3 b !#) j =cj zj and !-) = c j cB a j ' , #, -, . 4.n !.) Step 5) Optimality Test) The optimality test is based on the Solution *oncept 5. The current basic feasible solution is optimal if and only if j 0 . f solution is optimal, then stop, else go to step 6. Step 6) Determining the direction of movemen t) n this step the %ntering 3asic 7ariable is determined !based on Solution *oncept 0). To determine %ntering 3asic 7ariable !%37), select the non8basic variable having the largest j value. %37 , max 9 j : !0) This column is called a pivot column. Put a box around it. Step ;) Determining where to stop) This steps determines how much to increase the basic variable. /hen the value of non"basic variable is increased from <, it is converted to basic variable. To determine the leaving basic variable, compute

x = min Bi , ir > 0, ir

i,#, -, 4, m

!1)

and choose the minimum of them. Let the minimum of these ratios be

x Bik

Step =)

vector a k will leave the basis X B . The common element kr , which is in the +th row and rth column is +nown as pivot number and the +th row is called pivot row. Solve for new 3asic feasible solution !3>S)) ncreasing one of the non"basic variables gives new basic feasible solution. Solve this new 3>S using elementary operations to get new solution. *onvert the pivot no. to unity by dividing its row by the leading element itself and all other elements in its column to (ero by ma+ing use of e$uation) kj ij = ij .ir , i = 1,2 ,......m + 1, i k , j = 1,2.......n !5) kr #6

kr

. Then the

and Step #<) Examples ?o to step -.

kj =

kj kr

!6)

Problem 13: max ( , .x# @ 1xs.t., x# 0 x- #.x# @ -x- #; Sol tion Step #) Step -) Step .)

!;) !=) x#, x- <

Ao change in ob'ective as the problem is already of max type Ao change in right as all bi are positive /rite the above LPP in augment form max ( , .x# @ 1xs.t., x# @ x. , 0 x@ x0 , #.x# @ -x-

!#<)

!##) @ x1 , #; x#,4, x1 < Bere x# and x- are the decision variable and x., x0 and x1 are slac+ variables nitiali(ation) f a LP model has n variables and m constraints, then m variables would be basic variables and n"m variables would be non basic. The basic variables form the basis. n the example, there are n , 1 variable and m , . constraints, therefore m variables !slac+s) are basic variables and n ! 1 8 . ) , - are the non"basic variables. Thus the decision variables x# and x- are the non basic variable and the slac+s x., x0, x1 are the basic variable. *onstruct the initial simplex tableau. c' . 1 < < *3 C3 b a# aa. a0 < x. 0 # < # < < x0 #< < # < x1 #; . < < Table -) nitial Table Step - 5 < a1 < < #

Step ) 0

*ompute 2 , *3C3 i.e. 2 , !< D 0 @ < D #- @ < D #;) , < *ompute the net evaluation ' using e$uations !-) and !.). The value is inserted in the base row !i.e., the last row). To calculate this value the formula is # , c# 8 *3a# , . 8 !< # @ < < @ < .) , . - , c - 8 *3a- , 1 8 !< < @ < - @ < -) , 1 . , c . 8 *3a. , < 8 !< # @ < < @ < <) , < 0 , c 0 8 *3a0 , < 8 !< #<@ < # @ < <) , < 1 , c 1 8 *3a1 , < 8 !< < @ < < @ < #) , < This row determines whether or not the current solution is optimal. *oefficients in this row represent the net profit !or net marginal) improvement in the value of the ob'ective function 2 for each unit of the respective column variable introduced into the solution. ' elements under slac+ variables !x., x0, x1 in this case) are also +nown as shadow price. #;

Step 5)

&ptimality Test) A positive ' value indicates the amount by which the profit will be increased if a unit of the corresponding variable is introduced into the selection, a negative coefficient indicates the amount by which the profit will be decreased if a unit of the corresponding variable is introduced into the solution. Since in the current solution we have two positive, this means that the solution can be improved further, i.e. the solution is not optimal and go to next step.

Step !:

Eetermining the entering basic variable) %ach of the value in the ' row signifies the amount of increase in the ob'ective function that would occur if one unit of the variable were introduced in the solution. Therefore select the variable that has the largest ' value. n the example, since - has the largest value, choose x- to be the entering variable and mar+ column a- as the pivot column. f more than one variable has the same maximum value of ', any one of these variable may be selected arbitrarily as entering variable.

Step ":

Eetermining the Leaving 3asic 7ariable) To determine the leaving basic variable divide elements under b column by the corresponding elements of the pivot column !all the a' should be positive only). Aow the row having the minimum value of is selected. The column is also called replacement ratio column. These ratios indicate the number of units of a variable !product) that can be produced by trading all of the current level of basic variables. n example values will be calculated as # value for # row will not be calculated as a# is < - , #-F- , 5 . , #;F- , = Leaving value , min 9", 5, =: , 5 7ariable x0 is the leaving basic variable. Therefore replace x 0 by x- in the next table. Gar+ the x0 row as the pivot row. The element which lies at the intersection of the pivot row and pivot column is termed as pivot element. Aote that the next solution, which is to be obtained now, will be feasible only if row containing minimum !non"negative) ratio is selected as pivot row. n case a row containing higher !non"negative) ratio is selected, the next solution will become infeasible i.e., there will be some negative value in the b column. *3
Pivot row

C3 x. x0 x1 2,

c' b

. a#

1 a-

< a.

< a0

< a1

0 # < # < < #< < < #; . < < # < . 1 < < < ' Table .) nitial simplex tableau with all the computed values
Pivot column Pivot element

< < <

" 5 =

#=

Step 9:

mproving the Solution and construct the new tableau) n the new tableau the variable x5 will be replaced by x-. To get the new basic feasible solution, a. Eivide each element of the pivot row !including bi) by the pivot element to get the corresponding values in the new table. The row of values so derived is called the replacement row. n the example the replacement row will be) #-F< -F< #F< &r 5 < # < #F< b. To ma+e all the elements of the pivot column (ero, perform the following operation) Aew row element , old row element 8 value of the H corresponding pivot element replacement row values >or example to ma+e the .rd element of the pivot column (ero, preform the following operation) I. !new table) , I. !old table) 8 - D I- !new table)
Element of the pivot column

This gives

#; . " #< 5 . There will be no change in column is already (ero.

< < < < st # Iow of the

< # I. !old table) # < -DI- !new table) "# # I. !new table) old table as the element of the pivot

Therefore the new tableau becomes c' . 1 < *3 C3 b a# aa. < 1 < x. xx1 2,

< a0

< a1 < < # <

0 # < # < 5 < # < #F5 . < < "# .< . < < "1F' Table 0) Ievised simplex tableau

0 " -

Step 1#:

*ompute all ' and go to step -. The next simplex tableau is) c' . *3 C3 b a# < x. < 1 x5 < 1 a< # < a. # < < a0 #F. J < a1 "#F. < -<

# < < "#F. #F. .5 < < < ".F"# ' Table 1) &ptimal Solution simplex tableau

x# 2,

As all ' K <, the solution is optimal. x# , -, x- , 5 and 2 , .5 Problem 1$: min ( , x# .x- @ .x. s.t. .x# x- @ -x. 6 -x# @ 0x- @ .x. # 0x# @ .x- @ .x. #< x#, x-, x. < Sol tion Step #) *onvert the min type to max type max !" () , x# @ .x- .x. Step -) *hange the -nd constraint e$uation to ma+e the right hand side positive -x# 0x- .x. #Step .) /rite the above LPP in augment form max !" () , x# @ .x- .x. s.t. .x# x- @ -x. @ x0 , 6 -x# 0x- .x. @ x1 , # 0x# @ .x- @ .x. @ x5 , #< x#,4, x5 < Step ) 0 nitiali(ation) The slac+s x0, x1, x5 are the basic variable. *onstruct the initial table Step - 5 *ompute 2 , *3C and the net evaluation ' using e$uations !-) and !.). Step %: Since in the current solution has a positive value of ', the solution is not optimal. ?o to next step. Step !: Select the variable that has the largest ' value. As ' is maximum x- is the entering basic variable. Gar+ a- as the pivot column. Step ": *alculate !all a' L <) and choose the row having the minimum value of . Thus x5 is the leaving basic variable. Gar+ the x5 row as the pivot row. The element which lies at the intersection of the pivot row and pivot column is termed as pivot element. *3 < < < C3 x0 x1 x5 2, 3 6 ##< < c' "# a# . ""0 . a"# "0 . ". a. < ; < a0 # < < < a1 < # < < a5 < < # < " " #<F.

. ". < < ' "# Table #5) nitial simplex tableau Step 9:

mproving the Solution and construct the new tableau) To get the new basic feasible solution, a. Eivide Iow . of the old table by . to ma+e the pivot element #. #<F. "0F. # < < #F. b. To ma+e all the elements of the pivot column (ero, perform the following operation) I# !new table) , I# !old table) 8 # D I. !new table) This gives 6 . "# # < < @ #<F. "0F. # ;F. < < #F. -#

.#F. and This gives

1F.

<

#0F.

<

#F. < 0F. 0F. < a5 #F. 0F. #F. "# .#F1 " "

I- !new table) , I- !old table) @ 0 D I. !new table) #- ""0 < < # @ 0<F. "#5F. 0 .-F. < < 65F. "--F. < .-F. < # < a0 # < < < < a1 < # < <

Therefore the new tableau becomes c' "# . ". *3 C3 3 a# aa. < x0 .#F. 1F. < #0F . < x1 65F. "--F. < .-F . . x#<F. "0F. # ;F. 2, "#< < "## ' . Step 1#: *ompute all ' and go to step -.

The next simplex tableau is) c' "# . *3 C3 3 a# a< x# .#F1 # < < x1 .01F1 < < . x2, 1;F1 < # <

". a. #0F1 #15F 1 .-F1 "=6F1

< a0 .F1 --F 1 0F1 "=F1

< a1 < # < <

< a5 #F1 #0F1 .F1 ";F1

" " #<F.

"#0.F1 ' <

As all ' K <, the solution is optimal. x# , .#F1, x- , 1;F1 and 2max , "#0.F1 Thus 2min , #0.F1 1#. Artifi&ial 'ariable Te&hni( es n the earlier problem, the constraints were of type with non"negative IBS. There are, however, LPPs where the constraints are of or , type. n such case surplus is subtracted to convert it into e$uality, as it represents the excess of what is generated !given by LBS of the value) over the re$uirement !shown by the IBS of the ine$uality). Since the surplus is subtracted therefore the initial solution does not exist as it violates the non"negativity constraint. Thus artificial variables are added to get the initial solution. The artificial variable are introduced for obtaining an initial solution and are re$uired for the constraints of or , type. Since artificial variables do not represent any $uantity relating to the decision problem, they must be driven out of the system and must not show in the final solution. To solve such types of LPPs Phase method is used)

--

T)o Phase Method Phase method is used. This method separates the solution procedure into two phases. n Phase all the artificial variables are eliminated from the basis. f a feasible solution is obtained in this phase, which has no artificial variable in basis in the final table, then proceed to Phase . n this phase, use the solution from the Phase as the initial basic feasible solution and use the Simplex Gethod to determine the optimal solution. The Algorithm Phase * n this phase an initial 3asic feasible solution is found for the artificial LP. To do this an artificial ob'ective function is created which is the sum of all the artificial variables. This problem is solved using the Simplex Algorithm. Phase ** The basic feasible solution found at the end of the Phase is now used as a starting solution for the original problem. n other words, the final table of Phase becomes the starting table of Phase in which the artificial ob'ective function is replaced by the original ob'ective function and the artificial variable column!s) are deleted from the simplex tableau. Aow find the solution for this problem using simplex algorithm. Problem 1%: min ( , s.t. 0<x# @ -0x-<x# @ 1<x- 0;<< ;<x# @ 1<x- 6-<<

x#, x- <

Step #) Step -) Step .)

*onvert the ob'ective function to max type All the bi are positive hence no change /rite the LPP in augmented form max !"() , 0<x# -0x- 8 x0 8 x5 s.t. -<x# @ 1<x- x. @ x0 , 0;<< ;<x# @ 1<x x1 @ x5 , 6-<< x#, 4., x5 < Godify the augmented form by assigning (ero coefficients to each decision variables !x# and x-) and to the surplus variables !x. and x1) and assign a unit coefficient to each of the artificial variables !since it is a max problem, the coefficient of each of the artificial variable shall be "#). Thus the ob'ective function for the Phase becomes Gax !"() , 8 x0 8 x5 Solve this artificial problem by applying the usual Simplex Gethod. *3 "# "# c' C3 3 x0 0;<< x5 6-<< 2, "#-<<< ' c' C3 3 x0 .<<< x# =< 2, ".<<< < a# < # < a# -< ;< #<< < a1< 1< #<< < a. "# < < a. "# < # "# a0 # < "# a0 # < # < a1 < "# < < a1 #F0 "#F;< "# a5 < # < "# a5 "#F0 #F;< ;< #00 -0< =<

Phase * Step 0)

Step 1)

*3 "# <

< a61F1F;

-.

' < *3 < < C3 xx# 2, b ;< 0< < c' < a# < # < a# <

61F- < < a. "-F61 #F5<

< "# a0 -F61 "#F5<

#F0 < a1 #F#1< "#F5<

"1F0 "# a5 "#F#1< "#F5< -0< =<

< < "# < "# ' < This is the optimal solution table for the Phase . Aow proceed to Phase . Phase ** Step 5) Step 6) Ieproduce the Simplex Table after replacing c' row by the respective coefficients from the ob'ective functions of the original problem, and deleting the columns a0 and a5 Solve this problem !tableau) using the usual Simplex Procedure and obtain the optimal Solution.

*3 "-0 "0<

C3 xx# 2,

c' 3 ;< 0< ".1-< '

"0< a# < # <

"-0 a# < < "-0 a# < <

< a. "-F61 #F5< -F61 < a. < # <

< a1 #F#1< "#F5< ".;F61 < a1 "#F#1< "# "#-F-1

" -0<<

c' "0< *3 C3 3 a# "-0 x#00 ;F1 < x. -0<< 5< 2, ".015 ' ";F1 The optimal solution for the problem is) x# , <, x- , #00 with 2min , Is. .,015

Problems )ith mixed &onstraints Problem 1! max ( , -x# @ 0xs.t. -x# @ x- K #; .x# @ -x- .< x# @ -x- , -5 Augmented >orm max ( , -x# @ 0x- 8 x0 8 x5 s.t. -x# @ x- @ x. .x# @ -x8 x0 @ x1 x# @ -x@ x5 Phase * Gax !"() , 8 x0 8 x5 s.t. -x# @ x- @ x. , #; .x# @ -x8 x0 @ x1 , .< x# @ -x@ x5 , -5 c' < < < <

x#, x- < , #; , .< , -5

x#, 4, x6 <

x#, 4, x6 < "# "# -0

*3 < "# "#

C3

a# . # 0

a# 0

a. # < < <

a0 < "# < #

a1 < # < <

a5 < < # <

x. #; x1 .< x5 -5 2, "15 '

#; #1 #.

*3 < "# <

C3 x. x1 x2,

c' b 1 0 #. "0 '

< a# .F#F-

< a< < # <

< a. # < < <

< a0 < "# < "#

"# a1 < # < < "# a1 ".F0 #F"#F0 "#

"# a5 "#F"# #F""# a5 #F0 "#F.F0 "#

#<F. -5

c' < < < < b a# aa. a0 < < # .F0 # < < "#F#- < # < #F0 < < < < ' < This is the optimal solution table for the Phase LPP. *3 < < < C3 x. x# x2, Phase + ** c' b #1' The optimal solution for the problem is) x# , -, x- , #- with 2 , 1*3 < 0 C3 x. x# x2, a# < # < < 0 a< < # < < a. # < < <

< a0 .F0 "#F#F0 <

Spe&ial Cases 1. M ltiple ,ptimal Sol tions: As seen in the graphical method an LPP may or may not be uni$ue. This happens when the ob'ective function !cost"profit line) is parallel to one of the constraint. n Simplex Gethod, notice that for all the basic variables, ' , <, but for the non"basic variables, ' <. An optimal solution with ' , < for basic variables and ' < for the non"basic variables indicates the solution is optimal in the sense that no other solution to the given problem exists, which yields an identical value of the ob'ective function. /hen a non"basic variable in an optimal solution has a (ero value for ', then the solution is not uni$ue, and multiple solutions exist. This will be explained by the following example) Problem 1!: max ( , ;x# @ #5x-1

s.t

x# @ x- K -<< x- K #-1 .x# @ 5x- K =<<

x#, x- M <

Sol tion:

max ( , ;x# @ #5xs.t x# @ x- K -<< x- K #-1 .x# @ 5x- K =<< c' ; C3 b a# x. -<< # x0 #-1 < x1 =<< . 2, < ' ; C3 x. xx1 2, c' b 61 #-1 #1< -<< < ' c' 3 -1 #-1 1< -0< < ' ; a# # < . #5 a# # 5 #5 #5 a< # < < a. # < < < < a. # < < < a0 < # < < < a0 "# # "5 < a1 < < # < < a1 < < #

x#, x- M < -<< #-1 #1<

*3 < < <

*3 < #5 <

61 " 1<

; ; a# < < # <

< #5 a< # < <

< < a. # < < <

"#5 < a0 # # "<

< < a1 "#F. < #F. ";F.

*3 < #5 ;

C3 x. xx# 2,

All the ' K <, this indicates that the solution is optimal solution with x# , 1<, x- , #-1 and 2 , -0<<. Aotice that in the above tableau, one of the non"basic variable x 0 has ' , <. This variable has a net (ero contribution and therefore it can be included in the basis without changing the value of the ob'ective function. Aow ta+e x0 to be the pivot column and perform the calculation *3 < #5 ; c' ; C3 3 a# x. -1 < x#-1 < x# 1< # 2, -0< < ' < #5 a< # < < a. # < < < a0 # # "< a1 "#F. < #F. -1

<

<

<

";F.

-5

*3 < #5 ;

c' ; C3 b a# x0 -1 < x#<< < x# #<< # 2, -0<< ' <

#5 a< # < <

< a. # "#< <

< a0 # < < <

< a1 "#F. #F. "#F. ";F.

Aow the solution is optimal with x #, #<<, x-,#<< and 2 , -0<<. Again the non"basic variable x. ,< indicates that the problem has multiple optimal solutions. Problem1": max ( , 5x# @ 0xs.t. -x# @ .x- K .< .x# @ -x- K -0 x # @ x- .

x#, x- M <

Sol tion: Augmented >orm) max ( , 5x# @ 0x- 8 x5 s.t. -x# @ .x- @ x. .x# @ -x@ x0 x# @ x 8 x1 @x5 Phase - * max ( , 8 x5 s.t. -x# @ .x- @ x. .x# @ -x@ x0 x# @ x 8 x1 @x5 *3 < < "# C3 x. x0 x5 2, b .< -0 . c' < a# . # ". ' # c' < a# < < # < ' < < a. # # < a# "# # < < a. # < < < < a. # < < < , .< , -0 , . < a0 < # < < < a0 < # < < < a1 < < "# "# < a1 . "# <

, .< , -0 , .

x#, 4, x5 M <

x#, 4, x5 M < "# a5 < < # < "# a5 "". # "# #1 ; .

*3 < < <

C3 x. x0 x# 2,

b -0 #1 .

&ptimal solution for phase . Proceed to Phase Phase -6

*3 < < 5

C3 x. x0 x# 2,

b -0 #1 . #;

c' 5 a# < < # ' <

0 a# "# # < 0 a# "#F. -F. <

< a. # < < < < a. # < < <

< a0 < # < < < a0 "-F. #F. #F. "-

< a1 . "# 5 < a1 < < # <

#1 "

*3 < < 5

c' 5 C3 b a# x. #0 < x1 1 < x# ; # 2, 0; ' <

Therefore, the solution is optimal with 2 , 0;, x# , ; and x- , < As i' of x- is (ero, hence this indicates multiple optimal solutions. .. Tie for entering basi& /ariables: The non"basic variable having the largest ' value is chosen as an entering basic variable. n case two or more non"basic variable have largest ', selection of entering basic variable may be arbitrary, !though a wrong choice may increase the number of iterations to reach the optimal solution.) *onsider Problem -.., the initial tableau shows that - variables x# and x- have the same largest value !,#<<) of '. *hoose any of these to be the entering basic variable. 3. 0egenera&y: Eegeneracy occurs in LPP when one or more of the basic variable assumes a value of (ero. This means that in the table there will be a tie between leaving basic variable, i.e., two leaving basic variables have same minimum ratio. 3rea+ the tie arbitrary. Problem ..! max ( , -;x# @ .<xs.t. 5x# @ .x- K #; .x# @ x- K ; 0x# @ 1x- K .< x#, x- < Augmented >orm max ( , -;x# @ .<xs.t. 5x# @ .x- @ x. , #; .x# @ x@ x0 , ; 0x# @ 1x@ x1 , .< x#, 4, x1 < c' -; C3 3 a# x. #; 5 x0 ; . x1 .< 0 2, < ' -; .< a. # 1 .< < a. # < < < < a0 < # < < < a1 < < # < 5 ; 5

*3 < < <

This is a degenerate solution as there are two leaving variables having minimum ratio. c' -; .< < < < *3 C3 3 a# aa. a0 a1 -;

.< < <

xx0 x1 2,

5 < #;< '

# "5 ".-

# < < <

#F. "#F. "1F. "#<

< # < <

< < # <

This is the optimal solution with 2, #;<, x# , < and x- , #;. A problem may temporarily be degenerate i.e., initially we may get a degenerate solution, but later on degeneracy disappears. $. 1o lea/ing /ariables 23nbo nded Sol tion): An LPP is said to have unbounded solution if its ob'ective function value can be increased !in case of a maximi(ation problem) or can be decreased !in case of a minimi(ation problem) without limits. n simplex tableau, there may be a situation where all the values are not non"negative, i.e., it is not possible to find the leaving basic variable as every coefficient in the pivot column is either negative or (ero.. This indicates that the entering basic variable could be increased indefinitely !Nnbounded (). Such problem has an unbounded solution. Problem 19: Gax ( , #<x# @ -<xs. t. -x# @ 0x- M #5 x# @ 1x- M #1 #<x# @ -<x- 8 x0 " x5 -x# @ 0x- " x. @ x0 , #5 x# @ 1x" x1 @ x5 , #1 8 x0 " x 5 -x# @ 0x- " x. @ x0 , #5 x# @ 1x" x1 @ x5 , #1

x # , x- M <

Augmented >orm max ( , s.t. Phase * max ( , s.t.

x#, 4, x5 <

x#, 4, x5 <

*3 "# "#

c' C3 b x0 #5 x5 #1 2, ".# ' c' C3 3 x0 0 x. 2, "0 ' C3

< a# # . < a# 5F1 #F1 5F1

< a0 1 = < a< # < < a-

< a. "# < "# < a. "# < "# < a.

"# a0 # < < "# a0 # < 0F1 "# a0

< a1 < "# "# < a1 0F1 "#F1 < < a1

"# a5 < # < "# a5 "0F1 #F1 "=F1 "# a5

0 .

O *3 "# < #<F. #1

*3

c' < 3 a#

-=

< <

x#

#<F # . x6F. < 2, < ' <

< # <

"1F5 #F5 <

1F5 "#F5 "#

-F. "#F. <

"-F. #F. "#

0 .

This is the optimal solution for the Phase . Thus proceed to Phase . Phase ** c' #< -< < < *3 C3 3 a# aa. a1 #< x# #<F. # < "1F5 -F. " -< x6F. < # #F5 "#F. #0 2, -0<F. < 1 < ' < c' < < < < C3 3 a# aa. a1 x# #1 # 1 < "# x. #0 < 5 # "2, #0< ".< < #< ' < t is observed form the table that the solution is not optimal and the entering basic variable is x1. 3ut the replacement ratio cannot be calculated since all the elements of the pivot column are negative. This implies that x. can be increased indefinitely without driving one of basic variable is (ero, or in other words, the leaving basic variable cannot be determined and hence the solution is unbounded. *3 #< < 4. *nfeasibility: n case there is no feasible region, the problem is infeasible. n terms of Simplex table, when in the final solution, an artificial variable is in the basis but the solution is optimal then there is infeasible solution. Problem .#: max ( , -<x# @ .<xs.t. -x# @ x- K 0< 0x# x- K -< x# .< max ( , s.t.

x#, x- M <

Augmented >orm -<x# @ .<x- 8 x5 -x# @ x- @ x. , 0< 0x# x@ x0 , -< x# x1 @ x5 , .<

x#, 4, x5 <

Phase max ( , s.t. 8 x5 -x# @ x- @ x. , 0< 0x# x@ x0 , -< x# x1 @ x5 , .< c' b 0< -< .< < a# 0 # < a# "# < < a. # < < < a0 < # < < a1 < < "# "# a5 < < #

x#, 4, x5 < -< 1 .< .<

*3 < < "#

C3 x. x0 x5

2,

".< ' #

< < a.F"#F0 #F0 #F0

< < a. # < < <

< < a0 "#F#F0 "#F0 "#F0

"# < a1 < < "# "#

< "# a5 < < # < -< " #<<

*3 < < "#

c' < C3 b a# x. .< < x# 1 # x5 -1 < 2, "-1 ' <

c' < < < < < "# *3 C3 b a# aa. a0 a1 a5 < x-< < # -F. "#F. < < < x# #< # < #F5 #F5 < < "# x5 -< < < "#F5 "#F5 "# # 2, "-< < "#F5 "#F5 "# < ' < Bere in the Phase table 2 , "-< and all ' K <, but the artificial variable is still in the basis. Therefore the problem has infeasible solution and we stop here. %. 3nrestri&ted /ariables: There may be a situation where a variable may be unrestricted in sign !i.e. it may have a positive, (ero, or negative value). Problem .1: max ( , ;x# 0xs.t. 0x# @ 1x- K -< x# @ .x- -. x# M <, x- unrestricted in sign

Ga+e the right hand side of the constraint positive by multiplying it by !"#) Since the use of Simplex Gethod re$uires that all the decision variables must have non" negative values at each iteration. To solve such a problem the unrestricted variable is expressed as a difference of two non"negative variables. So here x x2 = x 2 , x2 0 2 x2

is larger, e$ual or smaller 7alue of x- will be positive, (ero or negative depending upon x2

than x2 Thus the LPP becomes) @ 0 x2 max ( , ;x# 0 x2

s.t.

1 x 0x# @ 1 x2 2 K -< @ . x2 K -. x# . x2

, x2 M < x#, x2

Augmented >orm

@ 0 x2 max ( , ;x# 0 x2
s.t.

1 x 0x# @ 1 x2 2 @ x. @ . x2 x # . x2
b c' ; a# "0

K -< @ x0 K -.

, x2 , x., x0 M < x#, x2

*3

C3

a 2

a 2

< a.

< a0

.#

< <

x. -< 0 x0 -. # 2, < ' ; C3 x# x0 3 c' ; a# # <

1 ". "0 "0

"1 . 0 0

# < < < a. #F0 "#F0

< # < < a0 < #

1 -.

*3 ; <

a 2

a 2

" 6-F# 6

1 #;

1F0 "#6F0

"1F0 #6F 0 #0 0 < #

2, 0< ' < *3 ; 0 C3 x# 3 c' ; a# # <

"#0 "0 < "#

"< a. .F#6 "#F#6

< < a0 1F#6 0F#6

a 2

a 2

6-F#6 x2

#61F#6

2, #5;;F# 6 ' <

<

<

"#F#6

"15F#6

The solution is optimal with , <, x2 , 6-F#6 and 2 , #5;;F#6 x# , #61F#6, x2

x2 = x 2 x2 , < 8 6-F#6 , "6-F#6 i.e. x- , "6-F#6

.-