Linear Programming

Two Phase Method

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 Two Phase Method
For greater than or equal to constraint, the
slack variable has a negative co efficient
Equality constraints do not have slack
variables
If either of constraint is part of the model,
there is no convenient IBFS and hence two
phase method is used

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Phase I
1. In this phase, we find an IBFS to the original
problem, for this all artificial variable are to be
driven to zero. To do this an artificial objective
function (Z*) is created which is the sum of all
artificial variables. The new objective function is
then subjected to the constraints of the given
original problem using the simplex method. At the
end of Phase I, three cases arises
A. If the minimum value of Z*=0, and no artificial
variable appears in the basis at a positive level then
the given problem has no feasible solution and
procedure terminates.

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B. If the minimum value of Z*=0, and no artificial
variable appears in the basis, then a basic feasible
solution to the given problem is obtained.
C. If the minimum value of the Z*=0 and one or
more artificial variable appears in the basis at
zero level, then a feasible solution to the original
problem is obtained. However, we must take care
of this artificial variable and see that it never
become positive during Phase II computations.

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Phase II
 When Phase I results in (B) or (C), we go on for Phase
II to find optimum solution to the given LP problem.
The basic feasible solution found at the end of Phase I
now used as a starting solution for the original LP
problem. Mean that find table of Phase I becomes
initial table for Phase II in which artificial (auxiliary)
objective function is replaced by the original objective
function. Simplex method is then applied to arrive at
optimum solution.

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Example 1
Solve given LPP by Two-Phase Method

Max Z  5x1  4x2  3x3

Subject to 2x1  x2  6x3  20
6x1  5x2 10x3  76
8x1  3x2  6x3  50

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 Add artificial variable to the first constraint and
slack variable to second and third constraints.
 Phase I
 Assigning a cost 1 to artificial variable and cost o
to other variables, the objective function of the
auxiliary
LPP
Min
is Max 
Z*  0x1  0x2  0x3 - A1
Min Z * 0x1  0x2  0x3  A1 
0 Subject to 2x1  x2  6x3  A1 
20 6x1  5x2 10x 3  S1 
76
8x1  3x2  6x3  S2  50
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 CJ 0 0 0 0 0 -1
Basis CB XB X1 X2 X3 S1 S2 A1
Varia
ble
A1 -1 20 2 1 -6 0 0 1
S1 0 76 6 5 10 1 0 0
S2 0 50 8 -3 6 0 1 0

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 CJ 0 0 0 0 0 -1
Basis CB XB X1 X2 X3 S1 S2 A1 θ
Variabl
e
A1 -1 20 2 1 -6 0 0 1 10
S1 0 76 6 5 10 1 0 0 76/6
S2 0 50 8 -3 6 0 1 0 50/8
ZJ -2 -1 6 0 0 -1
CJ- ZJ 2 1 -6 0 0 0

X1 is entering variable and S2 is leaving

variable
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 Row Calculations
 New R3=Old R3/8
 New R1=New R3*2-Old R1
 New R2=NewR3*6-Old
R2 CJ 0 0 0 0 0 -1
Basis CB XB X1 X2 X3 S1 S2 A1 θ
Variable
A1 -1 7.5 0 1.75 -7.5 0 -1/4 1 4.28
S1 0 77/2 0 29/4 11/2 1 -0.75 0 5.31
X1 is ente
X2 0 ing
50/8 iab
1 e -3/8
and 16/8 0 g 1/8 bl0
is avi ---
r varZJ l 0 A-1.75 le7.5 n0 varia
1/4 e-1
CJ- ZJ 0 1.75 -7.5 0 -1/4 0

X2 is entering variable and A1 is leaving

variable 10
 Row Calculations
 New R1=Old R1/1.75
 New R2=New R1*29/4-Old R2
 New R3=NewR1*(3/8)+Old
R3
Basis CB XB X1 X2 X3 S1 S2
Variabl
e
X2 0 4.28 0 1 -4.28 0 -0.14
S1 0 7.47 0 0 36.53 0 0.765
X1 0 7.85 1 0 -0.86 0 0.073
ZJ 0 0 0 0 0
CJ-ZJ 0 0 0 0 0

As there is no artificial variable in the basis go to Phase

II
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Phase II
Consider the final Simplex table of Phase I, consider
the actual cost associated with the original variables.
Delete the artificial variable A1 column from the
table as it is eliminated in Phase II.

Max Z  5x 1  4 x  3 x 3  0 S 1  0 S 2
M a x Z  5x 1  4 x  3 x 3  0 S 1  0 S 2 
0

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 CJ 5 -4 3 0 0
Basis CB XB X1 X2 X3 S1 S2
Variabl
e
X2 -4 4.28 0 1 -4.28 0 -0.14
S1 0 7.47 0 0 36.53 0 0.765
X1 5 7.85 1 0 -0.86 0 0.073
ZJ 5 -4 12.82 0 0.925
CJ-ZJ 0 0 -9.82 0 -0.925

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 As the given problem is of maximization and all the
values in CJ-ZJ row are either zero or negative, an
optimal solution is reached and is given by
 X1=7.855
X2=4.28 and
Z=5X1-4X2+3X3
 Z=5(7.855)-4(4.28)+3(0)
= 22.15

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Example 2
Solve by Two-Phase Simplex Method

Max Z  4x1  3x2  9x3

Subject to 2x1  4x2  6x3  15
6x1  x2  6x3  12
x1 , x 2 , x 3  0

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 Add artificial variable to the first constraint and
slack variable to second and third constraints.
 Phase I
 Assigning a cost 1 to artificial variable and cost o to
other variables, the objective function of the auxiliary
LPP is
A new auxiliary linear programming problem

- A1 - A2
Min Z*  0x1  0x2  0x3 
Max
Min Z *  A1  A2 
0 1  4x2  6x3  S1  A1 15
2x
6x1  x2  6x3  S2  A2  12
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Phase I
CJ 0 0 0 0 0 -1 -1
Basis CB XB X1 X2 X3 S1 S2 A1 A2
Variabl
e
A1 -1 15 2 4 6 -1 0 1 0
A2 -1 12 6 1 6 0 -1 0 1

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 Row Calculations
 New Z*=R3+R1+R2
CJ 0 0 0 0 0 -1 -1
Basis CB XB X1 X2 X3 S1 S2 A1 A2 θ
Variab
l e
A1 -1 15 2 4 6 -1 0 1 O 15/6
A2 -1 12 6 1 6 0 -1 0 1 12/6
ZJ -8 -5 -12 1 0 -1 -1
CJ-ZJ 8 5 12 -1 -1 0 0

X3 is entering variable and A2 is leaving

variable
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  Row Calculations
 New R2=Old R2/6
 New R1= New R2*6-Old
R1 CJ 0 0 0 0 0 -1
Basis CB XB X1 X2 X3 S1 S2 A1 θ
Variable
A1 -1 3 -4 3 0 -1 1 1 1
X3 0 2 1 1/6 1 0 -1/6 0 12
ZJ 4 -3 0 1 -1 -1
CJ-ZJ -4 3 0 -1 1 0

X2 is entering variable and A1 is leaving

variable
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 Row Calculations
 New R1=Old R1/3
 New R2= New R1*(1/6)-Old R2

CJ 0 0 0 0 0
Basis CB XB X1 X2 X3 S1 S2
Variabl
e
X2 0 1 -4/3 1 0 -1/3 1/3
X3 0 11/6 11/9 0 1 1/18 -2/9
ZJ 0 0 0 0 0
CJ-ZJ 0 0 0 0 0
Optimality condition is satisfied as Z* is having
zero value
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Phase II
 Original objective function is given as
 Consider the final Simplex table of Phase I, consider
the actual cost associated with the original variables.
Delete the artificial variable A1 column from the
table as it is eliminated in Phase II.

Max Z  4x1  3x2  9x3  0S1  0S2

Max Z  4x1  3x2  9x3  0S1  0S2
Subject to 2x1  4x2  6x3  0S1  15
6x1  x2  6x3  0S2  12
x 1, x 2 , x 3  0
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Initial Basic Feasible Solution
CJ -4 -3 -9 0 0
Basis CB XB X1 X2 X3 S1 S2 θ
Variabl
e
X2 -3 1 -4/3 1 0 -1/3 1/3 9/4
X3 -9 11/6 11/9 0 1 1/18 -2/9 1.5
ZJ -7 -3 -9 -1/2 -1
CJ-ZJ 3 0 0 1/2 1

X1 is entering variable and X3 is leaving variable

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 Row Calculations
New R2=Old R2/(11/9)
 New R1=New R2+Old
R1 CJ -4 -3 -9 0 0
Basis CB XB X1 X2 X3 S1 S2
Variabl
e
X2 -3 3 0 1 12/11 -3/11 13/33
X1 -4 3/2 1 0 9/11 1/22 -2/11
ZJ -4 -3 72/11 7/11 3/11
CJ-ZJ 0 0 -27/11 -7/11 -3/11
 As all the values in Z row are zero or negative,
the condition of optimality is reached.

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 X1=3/2
 X3=3
Hence Z= -4X1 -3X2 -9X3
Z= -4(1.5)-3(3)-9(0)
Z= -15

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Thank
You
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