TWO PHASE METHOD

The Big M method involves manipulation with small and large numbers
and so is not suited to a computer. We now look at the Two-Phase
method. As the name suggests, the method consists of two phases: In
phase I, we minimize the sum of all the artificial variables subject to the
same constraint equations. If the original problem had a feasible
solution this new problem will give a solution with all artificial variables
zero. Taking this as a starting BFS, we solve the original problem. We
illustrate by an example.

Consider the LPP:

Minimize

z 2 x1 x2
Subject to the constraints

3 x1 x2 9
x1 x2 6
x1 , x2 0

Introducing the surplus and artificial variables, R1, R2, the LPP is same
as:

Minimize

z 2 x1 x2

Subject to the constraints

3 x1 x2 s1
x1 x2

R1

s2

R2 6

x1 , x2 , s1 , s2 , R1 , R2 0

Phase I:

Minimize

r R1 R2

Subject to the constraints

3 x1 x2 s1
x1 x2

R1

s2

R2 6

x1 , x2 , s1 , s2 , R1 , R2 0
We now solve it by Simplex method.

Basic
R2
15r

r
x1
Sol.
4
2
1 0 0

R1

0 3

R2

x2
0

1
1

-1
1

R1
0

-1

0
0

1/3

1
-1

-4/3

2/3

1/3

-1

-1/3

-1

-1

1/2

1/2

-1/2

-1/2
1/2

1/3

-1/3
0

s2

-1

2/3

0
0

-1
0 -1
0

0
3
x10
1 1/3
3
R2 0
0
30
r 1
0
0
x1 0
3/2
x2
0

-1

s1

-3/2 -1/2

3/2

Note that Phase I has ended as min r =0.

Phase II
Now we solve the original LPP with

the starting BFS:

3
9
x1 , x2
2
2

Note that the starting Simplex tableau is same as the last tableau
except for the first row which is our z-Row. Since R1, R2 have served their
purpose (of giving a starting BFS), we suppress their columns.

Basic

z
R2

z 1 -2
15/2
x1 0
3/2
x2
0
9/2

0
-1

x1
Sol.
0

0
0

x2
0

s1

-1/2 -1/2
0

-1/2
1/2
1
1/2
-3/2

This is the optimal tableau.

Optimal solution: x1 = 3/2, x2 = 9/2
Optimal value : Min z = 15/2

s2
0

R1

Minimize

z 5 x1 7 x2

Subject to the constraints

2 x1 3 x2 42
3 x1 4 x2 60
x1 x2 18
x1 , x2 0
We shall solve this problem by two phase
method.

Phase I:
Minimize

r R1 R2 R3

Subject to the constraints

2 x1 3 x2 s1
3 x1 4 x2
x1

x2

R1
s2
s3

42
R2

60

R3 18

x1 , x2 , s1 , s2 , s3 , R1 , R2 , R3 0

Here s1,s2,s3 are surplus variables; R1,R2,R3

are artificial variables.

Basic r
r

x1
6
0

x2
8
0

s1
-1
0

s2
-1
0

s3
-1
0

R1
0
-1

R2
0
-1

R3
0
-1

Sol
120
0

R1

-1

42

R2

-1

60

R3

-1

18

2/3

5/3

-1

-1

-8/3

x2

2/3

-1/3

1/3

14

R2

1/3

4/3

-1

-4/3

R3

1/3

1/3

-1

-1/3

Basic r

x1

x2

s1

s2

s3

R1

R2

R3

Sol

2/3

5/3

-1

-1

-8/3

x2

2/3

-1/3

1/3

14

R2

1/3

4/3

-1

-4/3

R3

1/3

1/3

-1

-1/3

1/4

1/4

-1

-1

-5/4

x2

-1/4

1/4

15

s1

1/4

-3/4

-1

3/4

R3

1/4

1/4

-1

-1/4

3/4

Basic r

x1

x2

s1

s2

s3

R1

R2

R3

Sol

1/4

1/4

-1

-1

-5/4

x2

3/4

-1/4

1/4

15

s1

1/4

-3/4

-1

3/4

R3

1/4

1/4

-1

-1/4

-1

-1

-1

x2

-1

-3

s1

-1

-1

-1

x1

-4

-1

12

This is optimal tableau. Thus Phase I has

ended and we now start Phase II with the
starting BFS as the optimal solution of
Phase I.
Phase II:
Minimize z 5 x1 7 x2
subject to the same constraints as given
in the original problem.

Basic z
z

x1
0
-5

x2
0
-7

s1
0
0

s2
-2
0

s3
1
0

R1

R2

R3

Sol
102
0

x2

-1

s1

-1

x1

-4

12

-1

-1

102

x2

-3

s3

-1

x1

-3

12

This is the optimal tableau.

Optimal solution: x1 = 12, x2 = 6
Optimal value : z = 102