In the standard simplex table

The coefficients of the basic variables in the z-row

should be zero.
The respective coefficients in the constraint matrix
must be identity coefficients.
In case it is not we have to use elementary row
operations to keep it in the standard simplex form
before we apply the simplex method

Contents

Artificial Variables Techniques

Big M Method
Two Phase Method

If in a starting simplex tableau, we dont have an

identity sub matrix (i.e. an obvious starting BFS), then
we introduce artificial variables to have a starting BFS.
This is known as artificial variable technique.
There are two methods to find the starting BFS and
solve the problem
(1) Big M Method
(2) Two-Phase Method.

Big M Method


Suppose that ith constraint equation doesn't have a

slack variable. i.e.

ith constraint in the original LPP is either or = type .

Then an artificial variable Ri is added, to form the ith

unit vector column.

Since the artificial variables are not part of the

original LPP, they are assigned a very high penalty in

the objective function and thus forcing them to equal
zero in the optimum solution.

Artificial variable objective coefficient

= - M (Sum of artificial variables) in a maximization
problem,
= M (sum of the artificial variables ) in a minimization
problem
where M is a very large positive number.
Mathematically M

Example 1

Min z = 4x1 + 3x2

Subject to
2x1 + x2
10
x1 + x2
6
-3x1 + 2x2
6
x10, x20

Writing z as equation and adding

slack and surplus variables to the
constraints
z 4x1 3x2
=0

= 10
2x1 +x2 S1
x1 + x2 - S2
=6
+ S3 = 6
-3x1 + 2x2
7

Addition of artificial variables to obtain a starting BFS

2x1 + x2 S1 +R1
= 10
x1 + x2 S2
+R2 = 6
+ S3 = 6
- 3x1 + 2x2

Artificial
variables
R1 and R2 added to
the constraints

These artificial variables are penalized in the objective

function by assigning some very large value (say M) to
them in the objective function

z = 4x1 + 3x2 + MR1 + MR2

2x1 + x2 s1 +R1
x1 + x2 s2
+R2
- 3x1 + 2x2
+ s3

Objective function

= 10
=6
=6

constraints

Where M is a very large penalty assigned on

artificial variables R1 and R2

Tabular form
Basic

x1

x2

S1

-4

-3

R1

R2

S3

-3

S2

R1

R2

S3

solution

-M

-M

-1

10

-1

10

Since the z column does not change in the iterations, it may be

deleted
Basic

x1

x2

S1

-4

-3

R1

R2

S3

-3

S2

R1

R2

S3

solution

-M

-M

-1

10

-1

The initial BFS as obtained from the table is

R1 = 10; R2 = 6 and z = 0

Is this table
correct ?
11

But if R1 = 10; R2 = 6 then the value of

objective function should be z = 16 M, since
we have defined the objective function as:
z = 4x1 + 3x2 + MR1 + MR2
Why does this inconsistency appears?

This is because of the fact that the elements

of the basic variable have a non zero
coefficient in the z-row.
The starting table now becomes
12

Basic

x1

x2

S1

-4 + 3M

-3+2M

-M

R1

R2

S3

-3

S2

R1

R2

S3

solution

-M

16M

-1

10

-1

Apply the usual simplex method for solving

minimization problem

13

Selecting pivot row and pivot column for a minimization problem

Basic

x1

x2

S1

-4 + 3M

-3+2M

-M

R1

-1

R2

S3

-3

S2

R1

R2

S3

solution

-M

16M

10

Min.
ratio

10/2
0

-1

6
6/1

---

Select the most positive element of the z row

14

Second iteration
Bas
ic

x1

x2

S1

-2+M
2

-4-M
2

x1

1/2

R2

S3

R1

R2

S3

-M

4 3M
2

20 +M

-1/2

1/2

1/2

-1

7/2

-3/2

21

1/2

S2

solution Min.
ratio

5/1/2
1/1/2
21/7/2

15

Final iteration
Basic

x1

x2

S1

S2

R1

R2

S3

solution

-1

-2

1M

(2-M)/2

22

x1

-1

x2

-1

S3

-13/2

14

Solution x1 = 4; x2 = 2; z = 22

16

Consider the following LPP:

Maximize
Subject to

z = 2 x1 + 3 x 2 5 x3

x1 + x 2 + x3 = 7
2 x1 5 x 2 + x3 10
x1 , x 2 , x3 0

17

Introducing surplus and artificial variables, s2, R1 and R2 , the

LPP is modified as follows:
Maximize
Subject to

z = 2 x1 + 3 x 2 5 x3 MR1 MR 2
x1 +

x2 + x3

2 x1 5 x 2 + x 3 s 2

+ R1

= 7
+ R2 = 10

x1 , x 2 , x 3 , s 2 , R 1 , R 2 0
Now we solve the above LPP by the Simplex method.

18

Basic z

x1

x2

x3

s2

-2-3M -3+4M 5-2M M

-2
-3
5
0

R1

R2

Sol.

0
M

0
M

-17M
0

R1

R2
z

0
1

0
0

0
1

1
6M/2
1/2
1/2

-1
-1 M/2
1/2
-1/2

0
0

R1
x1

-5
-8 7M/2
7/2
-5/2

50/7

102/7

x2

1/7

1/7 16/7 + -1/7

M
+M
1/7 2/7 -1/7

x1

6/7

-1/7

45/7

1
0

5/7

1
10
1+
10 3M/2 2M
-1/2
2
1/2
5

1/7

4/7

The optimum (Maximum) value of

z = 102/7
and it occurs at
x1 = 45/7, x2 = 4/7, x3 = 0

20


If in any iteration, there is a tie for leaving variable

between an artificial variable and other variable

(decision, surplus or slack), we must prefer the
artificial variable to leave the basis.

An artificial variable is never considered for re-entry

into the basis.

If in the final optimal tableau, an artificial variable is

present in the basis at a non-zero level, this means our

original problem has no feasible solution.
21

Tutorial - 3

22

(1). Solve the following LPPs using Simplex method:

(i) Max.
subject to

z = 1 2 x1 1 5 x 2
4 x1 + 3 x 2

12

2 x1 + 5 x 2 1 0
x1 , x 2 0

z = 2 x1 3 x 2
(ii) Max.
subject to x 1 + x 2 2
2 x1 x 2 2
x1 x 2 2
x1 0 , x 2 u n re s tric e d
23

(iii) Max.
subject to

z = 3 x1 + 2 x 2 + 5 x 3
x1 + 2 x 2 + x 3 4 3 0
3 x1 2 x 3 4 6 0
x1 + 4 x 2 4 2 0
x1 , x 2 , x 3 0

(iv) Min.
subject to

z = 6 x1 2 x 2 6 x 3
2 x1 3 x 2 + x 3 1 4
4 x1 + 4 x 2 + 1 0 x 3 4 6
2 x1 + 2 x 2 4 x 3 3 7
x1 2 , x 2 1, x 3 3
24

(2). Solve the following LPPs using Big-M method:

(i) Max.
subject to

z = x1 + 3 x 2
x1 + 2 x 2

3 x1 + x 2 3
x1 4
x1 , x 2 0

z = 9 x1 + x 2 + 2 x 3
(ii) Min.
subject to 4 x 1 + 2 x 2 + x 3 5
x1 + 2 x 2 + 3 x 3 4
x1 , x 2 , x 3 0
25

TWO PHASE METHOD

26

Why use two phase method when Big M - method

is already there ?
One major disadvantage of Big M - method is that it
is computationally inefficient.
Mathematically it is said that M should be a very
large number, but sometimes very large values of M
may lead to a wrong result.

27

Phase - I
We construct an auxiliary LPP (always a minimization
problem).
The objective function is sum of artificial variables,
with the original constraints
The optimal solution of the auxiliary problem will give
a starting BFS for the original problem.

28

Phase - II

We use the basic feasible solution available from the

Phase-I to find the optimal solution of the original
problem.

29

Example
Min

z = 4x1 + 6x2 + 5x3

Subject to
2x1 + 4x2 + 3x3 32
x1 + 2x2 + 4x3 28
x1, x2, x3 0

30

s1, s2 surplus variable

R1 , R2 artificial variables

Min z = 4x1 + 6x2 + 5x3

Subject to
2x1 + 4x2 + 3x3 s1 + R1
= 32
x1 + 2x2 + 4x3
s2
+ R2 = 28
x1, x2, x3 0
Artificial variables are added to get an identity sub matrix

31

Phase I: (construct an auxiliary LPP)

construct a new objective function in which the
coefficients of artificial variables are 1 and the
coefficients of all other variables are zero
Min r = R1 + R2

New objective function

2x1 + 4x2 + 3x3 s1

+ R1
= 32
x1 + 2x2 + 4x3
s2
+ R2 = 28
x1, x2, x3 0
Constraints

32

Basic

x1

x2

x3

s1

R1

R2

s2

R1

R2

solution

-1

-1

-1

32

-1

28

form a new r row (similar to the manner in which new z- row is

formed in Big M method)

Thus
New r-row = r-row + R1 row + R2 row
33

Standard simplex table

Basic

x1

x2

x3

s1

-1

R1

R2

s2

R1

R2

solution

-1

60

-1

32

-1

28

34

Applying the usual simplex method for solving a

minimization problem
Basic

x1

x2

x3

s1

-1

R1

R2

s2

R1

R2

solution

-1

60

-1

32

32/3

-1

28

28/4

Min.
ratio

35

Basic

x1

x2

x3

s1

3/4

5/2

-1

R1

5/4

5/2
5/2

x3

1/4

1/2

s2

R1

R2

solution

7/4

-7/4

11

-1

3/4

-3/4

11

-1/4

1/4

36

Basic

x1

x2

x3

s1

x2

1/2

x3

s2

R1

R2

solution

-1

-1

-2/5

3/10

2/5

-3/10

22/5

1/5

-2/5

-1/5

2/5

24/5

At this point both the artificial variables have completed their

purpose and hence their columns can be removed from the
table.
37

Phase II
We will use the BFS obtained in Phase-I as a starting
BFS of the given problem, and use simplex method to
find the optimal solution.

38

Form a simplex table

Basic

x1

x2

x3

s1

s2

solution

-4

-6

-5

x2

1/2

-2/5

3/10

22/5

x3

1/5

-2/5

24/5

Is this standard simplex table?

39

z row = z row + 6*(x2 row) + 5*(x3 row)

Basic

x1

x2

x3

s1

s2

solution

-1

-12/5

-2

252/5

x2

1/2

-2/5

3/10

22/5

x3

1/5

-2/5

24/5

Since all the conditions for optimality (for a minimization problem) are
being satisfied. Phase two ends at this point.

40

Solve the following LPP using Two-Phase method:

Minimize
Subject to

z = 2 x1 + 5 x2 + 3 x3
x1 2 x 2 + x 3 2 0
2 x1 + 4 x 2 + x 3 = 5 0
x1 , x 2 , x 3 0
41

Phase I:
Minimize
Subject to

r = R1 + R2
x1 2 x2 + x3 s1 + R1
2 x1 + 4 x2 + x3

= 20
+ R2 = 50

x1 , x2 , x3 , s1 , R1 , R2 0

42

x1

x2

x3

s1

R1

3
0

2
0

2
0

-1
0

0
-1

0
-1

70
0

R1

-2

-1

20

R2

50

-1

-3

10

x1

-2

-1

20

R2

-1

-2

10

Basic

R2

Sol

43

Basic r

x1

x2

x3

s1

R1

-1

-3

x1

-2

R2

x1

x2

R2

Sol

10

-1

20

-1

-2

10

-1

-1

3/4

-1/2

1/2

1/4

45/2

-1/8

1/4 -1/4

1/8

5/4

44

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 = 2 x1 + 5 x2 + 3x3

subject to the same constraints as given in the original

problem.

45

Basic z

x1

x2

0
-2

0
-5

-17/8
-3

1/4
0

205/4
0

x1

3/4

-1/2

45/2

x2

-1/8

1/4

5/4

-1

-2

50

x1

1/2

25

s1

x3

-1/2

s1

R1

R2

Sol

Thus the optimal solution is : x1 = 25, x2 = 0, x3 = 0 and the

optimal z = Min z = 50.
46


In Phase I we always minimize the sum of the

artificial variables.

If in the optimal table of phase I an artificial variables
remains at non-zero level in the basis, then the problem
has no feasible solution.

47

Tutorial - 4

48

Solve the following LPPs using Two-Phase Method

(i) Maximize
Subject to

z = 2 x1 + 3 x 2 5 x3

x1 + x 2 + x3 = 7
2 x1 5 x 2 + x3 10
x1 , x 2 , x3 0

49

(ii) Maximize

z = 2 x1 + 2 x2 + 4 x3

Subject to

2 x1 + x2 + x3 2
3 x1 + 4 x2 + 2 x3 8
x1 , x2 , x3 0

50

(iii) Max.
subject to

z = x1 + 3 x 2
x1 + 2 x 2

3 x1 + x 2 3
x1 4
x1 , x 2 0

(iv) Min.
z = 9 x1 + x 2 + 2 x 3
subject to

4 x1 + 2 x 2 + x 3 5
x1 + 2 x 2 + 3 x 3 4
x1 , x 2 , x 3 0
51