Chapter 3: Simplex Method

¨ Introduction
¨ Standard Form
¨ Simplex Method
¨ Big M Method
¨ Two-Phase Method
¨ Special Cases
¨ Subject’s website:
sites.google.com/hcmiu.edu.vn/or1
¨ TA: ptuananh@hcmiu.edu.vn
 1. Introduction
¨ The graphical method for solving LP problems:
Only works for two-dimensional problems, i.e. problems that
have two variables
It requires solving a system of equations for every corner point.

¨ Real-life optimization problems:

Thousands of variables and thousands of constraints
Astronomical numbers of corner points
Making the above technique impossible ... even on super-
computers
 Introduction (cont.)
George Dantzig
¨ The Simplex Method: Born: 8 Nov 1914 in
Provides an efficient procedure Portland,
for solving such large problems Oregon, USA
It uses methods from linear
algebra
¨ The study of systems of linear
equations
¨ Using matrices
 One of the top 10 algorithms of the twentieth
century1

1
The journal Computing in Science and Engineering
2. Standard Form
 Preview of The Simplex Algorithm
The geometric of the simplex method
x2
Maximize Z = 3x1 + 5x2
Subject to
9 3 x1  2 x2  18
x1 ≤4
8
2x2 ≤ 12 (2,6) x  4
7 1
3x1 + 2x2 ≤ 18 Z= 36 2 x2  12
x1 ≥0 (0,6) 6

x2 ≥ 0. Z= 30 5
 Start at any feasible extreme 4
point. 3
Feasible
region
(4,3)
 Move to an adjacent extreme 2 Z= 27
point with better objective value. 1

0 1 2 3 4 5 6 7 x1
 Continue until no adjacent
extreme point has a better
(0,0) (4,0)
Z=0 Z= 12
The Algebra of The Simplex Method
LP Standard form:
• All variables are non-negativity.
• All remaining constraints are expressed as equality constraints.
• The right hand side vector, b, is non-negative.
Slack variables:
• Added since the constraints are in terms of inequalities (≤).

Surplus variable:
• Added since the constraints are in terms of inequalities ().

Convert : Max. Z = - Min (- Z)

Example: Max Z = 5x1 + 3x2 has the same solution with
Min (-Z) = - 5x1 - 3x2
The Algebra of The Simplex Method (cont.)
• Converting Inequalities into Equalities

Before After
x1 + 2x2 + x3 - x4  5 x1 + 2x2 + x3 - x4 +s1 = 5
s1  0
s1 : slack variable
• Converting “” constraints
-2x1 - 4x2 + x3 + x4  -1;
Step 1. Eliminate the negative RHS
2x1 + 4x2 - x3 - x4  1
Step 2. Convert to an equality
2x1 + 4x2 - x3 - x4 – s2 = 1
s2  0
s2 : surplus variable
The Algebra of The Simplex Method (cont.)
Original form After converting

Maximize Z = 3x1 + 5x2 Maximize Z = 3x1 + 5x2

Subject to Subject to
x1 ≤ 4 x1 + s1 = 4
2x2 ≤ 12 2x2 + s2 = 12
3x1 + 2x2 ≤ 18 3x1 +2x2+ s3 = 18
x1 ≥ 0 x1≥ 0, x2 ≥ 0,
x2 ≥ 0 s1 ≥0, s2 ≥0, s3 ≥0.
m: number of constraints
n: number of variables
n – m: number of nonbasic variables
m = 3; n = 5  Number of nonbasic = 2, basic = 3.
The Algebra of The Simplex Method (cont.)
x1 x2 s1 s2 s3 Basic Corner NBV BV Basic
solution? point? feasible
solution?
0 0 4 12 18 yes yes x1, x2 s1,s2,s3 yes

0 6 4 0 6 yes yes x1, s2 S1,x2,s3 yes

2 6 2 0 0 yes  yes s2 , s3 X1,x2,s1 yes

Slack variables: nonnegative

Nonbasic variables (NBV): the variables are set to 0 to find basic solution
Basic variables (BV) : The variables are solved
Basic feasible solutions (BFS): The basic variables satisfy the nonnegativity
constraints
3. Simplex Method
 The Simplex Algorithm
Start

Convert to LP
standard form

Find the initial

solution

Optimal
End
solution Yes
No

Pivot row, column, Selecting entering variable

number

Selecting leaving variable

 Terminology
1. The entering variable : the most negative (the most positive)
objective function coefficient for maximize Z( for minimize Z). The
column identified is called pivot column.

2. The leaving variable: by dividing amount in RHS by the

corresponding number in the selected column, select smallest ratio,
take only positive number. This row is called pivot row, the
intersection called pivot number.

3. All numbers in the Z-eq. are non-negative for MAXIMIZE PROBLEM

and non-positive for MINIMIZE PROBLEM, reach optimal.
 The Simplex Method in Tabular Form
Step 1: Convert LP problem to standard form
Original form After converting
Maximize Z = 3x1 + 5x2 Maximize Z = 3x1 + 5x2
Subject to Subject to
x1 ≤4 x1 + s1 =4
2x2 ≤ 12 2x2 + s2 = 12
3x1 + 2x2 ≤ 18 3x1 + 2x2 + s3 = 18
x1 ≥0 x1≥ 0
x2 ≥ 0. x2 ≥ 0.
Maximize Z
m = 3; n = 5  Subject to
Number of nonbasic = 2, basic = 3. Z - 3x1 - 5x2 =0
x1 + s1 =4
2x2 + s2 = 12
3x1 + 2x2 + s3 = 18
x ≥ 0; x ≥ 0.
The Simplex Method in Tabular Form (cont.)
Step 2: Find the initial solution
¨ The solution at the initial tableau is associated to the origin point at which all the decision
variables.
¨ The simplex tableau:
Basic X1 X2 S1 S2 S3 RHS
variable
Z -3 -5 0 0 0 0
S1 1 0 1 0 0 4
S2 0 2 0 1 0 12
S3 3 2 0 0 1 18

¨ The initial solution:

Is the current BFS Optimal?
x1 = x2 = 0 : nonbasic variables
s1 = 4; s2 = 12; s3 = 18 : basic variables
Z=0
¨ Step 3: Determine entering variable, leaving variable, pivot number
Entering
variable
Iteration Basic X1 X2 S1 S2 S3 RHS Ratio
variable

Z -3 -5 0 0 0 0

S1 1 0 1 0 0 4
0
S2 0 2 0 1 0 12 12/2
S3 3 2 0 0 1 18 18/2

Leaving Pivot column Pivot row The

variable Pivot
smallest
number
ratio
 Step 4: Test the new BFS Is the current BFS Optimal?
1. (New pivot row) = (old pivot row ) (pivot number)
2. (New aij) = (old aij) - (aik*akj)  (pivot number akk); new bj = old bj – (ajk*bk) akk
Iteration Eq. Basic X1 X2 S1 S2 S3 RHS Ratio
variable
(0) Z -3 -5 0 0 0 0
(1) S1 1 0 1 0 0 4
0
(2) S2 0 2 0 1 0 12 12/2
(3) S3 3 2 0 0 1 18 18/2
(0) Z -3 0 0 5/2 0 30
1 (1) S1 1 0 1 0 0 4
(2) X2 0 1 0 1/2 0 6
(3) S3 3 0 0 -1 1 6

X2 becomes in the The rest of number in the The pivot number

basic variables list pivot column must be must be equal to
instead of S2 equal to 0 in the next 1 in the next
iteration iteration
 Is the current BFS Optimal?
Step 5: Repeat step 3, 4
Iteration Eq. Basic X1 X2 S1 S2 S3 RHS Ratio
variable
(0) Z -3 -5 0 0 0 0
(1) S1 1 0 1 0 0 4
0
(2) S2 0 2 0 1 0 12 12/2
(3) S3 3 2 0 0 1 18 18/2
(0) Z -3 0 0 5/2 0 30
1 (1) S1 1 0 1 0 0 4 4/1
(2) X2 0 1 0 1/2 0 6
(3) S3 3 0 0 -1 1 6 6/3
(0) Z 0 0 0 3/2 1 36
2 (1) S1 0 0 1 1/3 -1/3 2
(2) X2 0 1 0 1/2 0 6
(3) X1 1 0 0 -1/3 1/3 2
All numbers in the Z-equation are non-negative, reach optimal solution:
x1=2, x2=6,s1=2, Z=36
 Summary
1. Convert LP problem to standard form
2. Test optimality:
¨ Find initial basis feasible solution(BFS)
¨ Check the initial BFS, if initial BFS is an optimal solution, stop.
Otherwise:
¨ Determine the entering variable ( the most positive coefficient value or
the most negative coefficient in Z-eq for maximize problem or minimize
problem, respectively).
¨ Determine the leaving variable (minimum ratio test).
¨ The pivot number must be equal to 1 in the next iteration.
¨ The rest of number in the pivot column must be equal to 0 in the next
iteration.
When all coefficient values in the Z-equation are non-negative for MAXIMIZE
PROBLEM and non-positive for MINIMIZE PROBLEM, reach optimal.
 4. The Big M Method
¨ LP Standard form :
Maximize (Minimize) Z
Subject to:
functional constraints in form (≤),(≥) bi
nonnegativity constraints on all variables
bi ≥ 0 for all i = 1, 2, . . . , m.
¨ How can we solve “=” forms of the linear programming
model?
 Artificial Variables

 When constraints are equalities, artificial

variables are used to set up an initial solution in
the first tableau.
Step 1: Obtaining an Initial BF Solution

Maximize Z = 3x1 +5x2 Maximize Z = 3x1 +5x2 +0 s1 +0 s2

subject to subject to
x1 ≤ 4 x1 + s1 = 4
2x2 ≤ 12 2x2 + s2 =12
3x1 +2x2 = 18 3x1 +2x2 = 18
x1 ≥ 0, x2 ≥ 0 x1 ≥ 0, x2 ≥ 0, s1 ≥ 0, s2 ≥ 0,

x1 = 0
x2 = 9
No initial feasible solution
s1 = 4
s2 = -6 (violate)
x1 ≥ 0, x2 ≥ 0, s1 ≥ 0, s2 ≥ 0,
Maximize Z = 3x1+ 5x2 +(0)s1 +(0)s2 – (M)A1
subject to Initial feasible solution
x 1 + s1 = 4 Nonbasic variables:
2x2 + s2 =12 x1 = 0, x2 = 0
3x1 +2x2 + A1= 18 Basic variables:
x1 ≥ 0, x2 ≥ 0, s1 ≥ 0, s2 ≥ 0, A1 ≥0 s1 = 4, s2=12, A1 = 18.

The coefficient of slack or surplus variable is zero

The coefficient of artificial variable is M M: a huge positive number

Note: for minimize problem: +MA1 should be added

¨ Step 2: Converting Equation (0) to standard form
Maximize Z -3x1- 5x2 + MA1 =0
subject to
x1 + s 1 = 4
2x2 + s2 =12
3x1 + 2x2+ A1= 18
x1 ≥ 0, x2 ≥ 0, s1 ≥ 0, s2 ≥ 0, A1 ≥0

A basic variable A1 has a nonzero coefficient in Eq. (0), thus A1 must be

eliminated
Z -3x1 -5x2 MA1 0
+
-M x (3x1 +2x2 + A1 18)

Z (-3M-3) x1 (-2M-5) x2 -18M

 ¨ Step 3: Application of the Simplex Method

The simplex tableau

Iteration Basic Eq. x1 x2 s1 s2 A1 RHS
varibles
Z (0) -3M - 3 -2M -5 0 0 0 -18M

s1 (1) 1 0 1 0 0 4
0
s2 (2) 0 2 0 1 0 12
A1 (3) 3 2 0 0 1 18

Iteration Basic Eq. x1 x2 s1 s2 A1 RHS

varibles
Z (0) 0 -2M-5 3M+3 0 0 -6M+12
X1 (1) 1 0 1 0 0 4
1
s2 (2) 0 2 0 1 0 12
A1 (3) 0 2 -3 0 1 6
 Step 3: Application of the Simplex Method (cont.)

Iteration Basic Eq. x1 x2 s1 s2 A1 RHS

varibles
Z (0) 0 0 -9/2 0 M+5/2 27
X1 (1) 1 0 1 0 0 4
2
s2 (2) 0 0 3 1 -1 6
X2 (3) 0 1 -3/2 0 1/2 3
Iteration Basic Eq. x1 x2 s1 s2 A1 RHS
varibles
Z (0) 0 0 0 3/2 M+1 36
x1 (1) 1 0 0 -1/3 1/3 2
3
s1 (2) 0 0 1 1/3 -1/3 2
x2 (3) 0 1 0 1/2 0 6

The optimal solution is x1=2, s2=2, x2=6, Z=36

 Summary
¨ Artificial variables are added to “=” constraint forms.
¨ The coefficient of artificial variable is M.
¨ The coefficient of slack (surplus )variable is 0.
¨ LP problem: convert to standard form before using
the simplex method.
 5. Two-Phase Method
¨ For a “greater than or equal to” constraints, the slack variable in
the equality form has a negative coefficient (the surplus
variable) or equality constraints do not have slack variables.
¨ If either type of constraints is part of the model, there is no
convenient initial basic solution. In this case we use a two
phase method for the simplex procedure. Phase 1 has the goal
of finding a starting basic feasible solution, and phase 2 has
goal of finding the optimum solution.
¨ In the M-method, the use of the penalty, M, can result in
computer roundoff error. The two-phase method eliminates the
use of the constant M altogether.
Example
¨ Min Z= 0.4x1 +0.5 x2 Big M :
¨ st: Min Z= 0.4x1 +0.5x2 +MA1 +MA2
¨ 0.3x1 + 0.1x2 ≤ 2.7 st:
¨ 0.5x1 + 0.5x2 = 6
0.3x1 + 0.1x2 + s1 = 2.7
¨ 0.6x1+ 0.4x2 ≥ 6
0.5x1 + 0.5x2 + A1 = 6
¨ x1,x2 ≥ 0
0.6x1 + 0.4x2 - s2 +A2 = 6
x1,x2,s1,s2,A1,A2≥0
Two-phase method:
Phase 1: Phase 2:
Continue with
min Z = A1+A2 min Z= 0.4x1 + 0.5x2
the basic
st: st:
feasible
0.3x1 + 0.1x2 + s1=2.7 0.3x1 + 0.1x2 + s1 = 2.7
solution of
0.5x1 + 0.5x2 + A1= 6 0.5x1 + 0.5x2 = 6
phase 1.
0.6x1+ 0.4x2 - s2+A2 = 6 0.6x1 + 0.4x2 - s2 = 6
x1, x2, s1, s2, A1, A2≥0 x1, x2, s1, s2 ≥0
Phase 1

Min Z = A1+A2  Max –Z = - A1 –A2 -Z+A1+A2

Iter Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS
0.0 Z -1 0 0 0 1 0 1 0
S1 0 0.3 0.1 1 0 0 0 2.7
A1 0 0.5 0.5 0 1 0 0 6
A2 0 0.6 0.4 0 0 -1 1 6

Iter Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS

0.1 Z -1 -0.5 -0.5 0 0 0 1 -6
S1 0 0.3 0.1 1 0 0 0 2.7
A1 0 0.5 0.5 0 1 0 0 6
A2 0 0.6 0.4 0 0 -1 1 6

Iter Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS

0.2 Z -1 -1.1 -0.9 0 0 1 0 -12
S1 0 0.3 0.1 1 0 0 0 2.7
A1 0 0.5 0.5 0 1 0 0 6
A2 0 0.6 0.4 0 0 -1 1 6
Phase 1
Iter Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS
0 Z -1 -1.1 -0.9 0 0 1 0 -12
S1 0 0.3 0.1 1 0 0 0 2.7
A1 0 0.5 0.5 0 1 0 0 6
A2 0 0.6 0.4 0 0 -1 1 6
Iter Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS
1 Z -1 0 -16/30 11/3 0 1 0 -2.1
X1 0 1 1/3 10/3 0 0 0 9
A1 0 0 1/3 -5/3 1 0 0 1.5
A2 0 0 0.2 -2 0 -1 1 0.6
Iter Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS
2 Z -1 0 0 -5/3 0 -5/3 8/3 -0.5
X1 0 1 0 20/3 0 5/3 -5/3 8
A1 0 0 0 5/3 1 5/3 -5/3 0.5
X2 0 0 1 -10 0 -5 5 3

Iter Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS

3 Z -1 0 0 0 1 0 1 0
X1 0 1 0 0 -4 -5 5 6
S1 0 0 0 1 3/5 1 -1 0.3
X2 0 0 1 0 6 5 -5 6
Phase 2 Preparation
Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS
Z -1 0 0 0 1 0 1 0
Final Phase 1 X1 0 1 0 0 -4 -5 5 6
S1 0 0 0 1 3/5 1 -1 0.3
X2 0 0 1 0 6 5 -5 6
Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS
-0.4
Z -1 0 0 0 0 0
Drop A1, A2 X1 0 1 0 0 -5 6
S1 0 0 0 1 1 0.3
X2 0 0 1 0 5 6

Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS

Z -1 0.4 0.5 0 0 0
Phase 2 X1 0 1 0 0 -5 6
Obj. fct. S1 0 0 0 1 1 0.3
X2 0 0 1 0 5 6

Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS

Iter. 1 Z -1 0 0 0 -0.5 -5.4 -0.5
Gaussian X1 0 1 0 0 -5 6
Elimination S1 0 0 0 1 1 0.3
X2 0 0 1 0 5 6
Phase 2 Final
Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS
Iter. 0 Z -1 0 0 0 -0.5 -5.4
X1 0 1 0 0 -5 6
S1 0 0 0 1 1 0.3
X2 0 0 1 0 5 6

Basic Vars. Z X1 X2 S1 A1 S2 A2 RHS

Iter. 1 Z -1 0 0 0.5 0 -5.25
X1 0 1 0 5 0 7.5
S2 0 0 0 1 1 0.3
X2 0 0 1 -5 0 4.5

The optimal solution has been reached:

X1 = 7.5; X2 = 4.5; Z = 5.25
S1 = 0; S2 = 0.3
The Sequence of Coner Point Feasible Solutions for Phase 1 and Phase 2

This graph shows the sequence of Coner Point Feasible solutions for
phase 1 (0, 1, 2, 3) and then for phase 2 ([0] ,[1])
6. Four Special Cases in Simplex Method

1. Degeneracy
2. Alternative Optimal
3. Unbounded Solution
4. Infeasible Solution
 6.1. Degeneracy
( no improvement in objective)

• Degeneracy: It is situation when the solution of the

problem degenerates.
• Degenerate Solution: A Solution of the problem is said
to be degenerate solution if value or values of basic
variable(s) become zero
• It occurs due to redundant constraints.
 Degeneracy – Special cases (cont.)

This is in itself not a problem, but making simplex iterations

form a degenerate solution, give rise to cycling, meaning that
after a certain number of iterations without improvement in
objective value the method may turn back to the point where
it started.
Degeneracy – Special cases (cont.)
Example:
Max Z = 3x1 + 9x2
Subject to:
x1 + 4x2 ≤ 8
x1 + 2x2 ≤ 4
x1 , x 2 ≥ 0
 Degeneracy – Special cases (cont.)
The solution:
Step 1: Write inequalities in equation form
Let s and s be the slack variables
1 2

x1 + 4x2 + s1= 8
x1 + 2x2 + s2= 4
x1, x2 ,s1,s2≥ 0
Let x1=0, x2=0
Z=0, s1=8, s2=4
 Degeneracy – Special cases (cont.)
X2 will enter the basis because of having minimum
objective function coefficient.
¨ Initial Tableau
Entering Variable
Leaving Variable
Basis X1 X2 S1 S2 RHS Ratio

Z -3 -9 0 0 0

S1 1 4 1 0 8 8/4=2

S2 1 2 0 1 4 4/2=2

S1 and S2 tie for leaving variable( with same minimum ratio 2)

so we can take any one of them arbitrary.
 Degeneracy – Special cases (cont.)
¨ Tableau 1

Basis X1 X2 S1 S2 RHS Ratio

Z -3/4 0 9/4 0 18

X2 1/4 1 1/4 0 2 8

S2 ½ 0 -1/2 1 0 0 min

Here basic variable S2 is 0 resulting in a degenerate basic solution.

 Degeneracy – Special cases (cont.)
Same Objective
Tableau 2
Basis X1 X2 S1 S2 RHS
Z 0 0 3/2 3/2 18
X2 0 1 1/2 -1/2 2
X1 1 0 -1 2 0
Same objective function no change and
improvement ( cycle)
Degeneracy – Special cases (cont.)

This is redundant constraint

because its presence or absence
does not affect, neither on
optimal point nor on feasible
region.

Feasible Region
 6.2. Alternative Optimal
• If the Z-row value for one or more non basic
variables is 0 in the optimal tableau, alternate
optimal solution exists.
• When the objective function is parallel to a binding
constraint, objective function will assume same
optimal value. So this is a situation when the value
of optimal objective function remains the same.
Alternative optimal – Special cases (cont.)

Example:
Max Z= 2x1+ 4 x2
Subject to
x1 + 2x2 ≤ 5
x 1 + x2 ≤ 4
x1, x2 ≥0
Alternative optimal – Special cases (cont.)
The solution
Max Z=2x1+ 4x2
Let S1and S2 be the slack variables
x1 + 2x2 + s1= 5
x1 + x 2 + s 2 = 4
x1, x2, s1, s2 ≥0
Initial solution
Let x1 = 0, x2 = 0,
Z=0, s1= 5, s2 = 4
45
 Alternative optimal – Special cases (cont.)

¨ Initial Tableau
Entering Variable

Basis X1 X2 S1 S2 RHS Ratio

Z -2 -4 0 0 0
S1 1 2 1 0 5 5/2=2.5
S2 1 1 0 1 4 4/1=4

Leaving
Variable
Alternative optimal – Special cases (cont.)
¨ Optimal solution is 10 when x2=5/2, x1=0.
Basi X1 X2 S1 S2 RHS Rati
s o
Z 0 0 2 0 10
X2 1/2 1 1/2 0 5/2 5
S2 1/2 0 -1/2 1 3/2 3
min

¨ How do we know that alternative optimal exist ?

 Alternative optimal – Special cases (cont.)
¨ By looking at Z-row coefficient of the nonbasic variable.

Basis X1 X2 S1 S2 RH Ratio
S
Z 0 0 2 0 10
X2 1/2 1 1/2 0 5/2 5
S2 1/2 0 -1/2 1 3/2 3
The coefficient of x1 =0 that x1 can enter the basic solution without
changing the value of Z. Optimal solution is Z=10, x1=0, x2=5/2.
 Alternative optimal – Special cases (cont.)
¨ The second alternative optimal is:
Basis X1 X2 S1 S2 RHS
X2 0 1 1 -1 1
X1 1 0 -1 2 3
f 0 0 2 0 10

The new optimal solution is 10 when x1=3, x2=1

49
Alternative optimal – Special cases (cont.)

Any point on BC represents an alternate

optimum with Z=10

Objective Function
 6.3. Unbounded Solution

• When determining the leaving variable of any

tableau, if there is no positive ratio (all the entries
in the pivot column are negative and undefined),
then the solution is unbounded.
Unbounded Solution – Special cases (cont.)
Example
Max Z= 2x1+ x2
Subject to
x1 – x2 ≤10
2x1 ≤ 40
x1, x2≥0
 Unbounded Solution – Special cases (cont.)
Solution:
Max 2x1+ x2
Let S1 and S2 be the slack variables
x1 – x2 +s1 =10
2x1+0x2 + s2 =40
x1, x2,s1,s2 ≥0
Initial Solution: x1 = 0, x2=0, Z=0, s1 =10, s2 =40
 Unbounded Solution – Special cases (cont.)

Basis X1 X2 S1 S2 RH Ratio
S
Z -2 -1 0 0 0
S1 1 -1 1 0 10 10 min
S2 2 0 0 1 40 20
Unbounded Solution – Special cases (cont.)

Basis X1 X2 S1 S2 RHS Rati

o
Z 0 -3 2 0 20
X1 1 -1 1 0 10 -
S2 0 2 -2 1 20 10
Unbounded Solution – Special cases (cont.)

Basis X1 X2 S1 S2 RHS Rati

o
Z 0 0 -3 3/2 50
X1 1 0 0 ½ 20 -
X2 0 1 -1 1/2 10 -
 All the ratios are negative and undefined.
 So, solution space is unbounded
Graphical Solution

Objective
function
Unbounded
Solution

0
≤1
Space

2
2x1 ≤ 40 –x
x1

Optimal
Point
 6.4. Infeasible Solution

¨ A problem is said to have infeasible solution if there is

no feasible optimal solution is available.
¨ It occurs when constraints are conflicting.
¨ Indication of infeasibility: An artificial variable still
remains in the final tableau
 Infeasible Solution -Special cases (cont.)

Example
MAX Z= 2x1 + 6x2
Subject to
4x1 + 3x2 < 12
2x1 + x2 > 8
x1, x2 > 0
 Infeasible Solution -Special cases (cont.)

  x1 x2   s1 s2 A1 RHS
Z -2-2M 6-M 0 M 0 -8M
S1 4 3 1 0 0 12
A1 2 1 0 -1 1 8

  x1 x2   s1 s2 A1 RHS
Z 0 15/2+ 1/2M 1/2+1/2M M 0 6-2M
S1 1 3/4 1/4 0 0 3
A1 0 1/2 -1/2 -1 1 2
An artificial variable( A1=2) is still positive, so the problem is infeasible
Graphical Solution

x2

4x1 + 3x2 < 12

2x1 + x2 > 8

2x1 + 6x2 =Z

x1