Lecture 6

Simplex Method:
Artifical Starting Solution
and Some Special Cases

September 4, 2009
 Lecture 6

Outline:

• Initial table vs initial simplex table

• Artificial start: Two-phase method

• Special cases:
• Degeneracy
• Multiple optimal solutions
• Infinite optimal value
• Infeasibility of the problem

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Simplex method: started at a feasible basic solution

Illustrated on the Reddy Mikks problem

Original LP formulation Standard LP form

maximize z = 5x1 + 4x2 maximize z = 5x1 + 4x2

subject to 6x1 + 4x2 ≤ 24 subject to 6x1 + 4x2 + x3 = 24
x1 + 2x2 ≤ 6 x1 + 2x2 + x4 = 6
x1 , x 2 ≥ 0 x1 , x 2 , x 3 , x 4 ≥ 0

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Initial table vs Initial simplex table

Basis x1 x2 x3 x4 RHS Values

z −5 −4 0 0 = 0
?? 6 4 1 0 = 24
?? 1 2 0 1 = 6

Basis: x3 and x4

Basis x1 x2 x3 x4 RHS Values

z −5 −4 0 0 = 0
x3 6 4 1 0 = 24
x4 1 2 0 1 = 6

Initial table can be used as initial simplex table

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Basis: x1 and x4
Basis x1 x2 x3 x4 RHS Values
z −5 −4 0 0 0
x1 6 4 1 0 24
x4 1 2 0 1 6
This table cannot be used as the initial simplex table! We have to transform
the table (Gauss-Jordan elimination using x1-column elements)

Basis x1 x2 x3 x4 RHS Values

z 0 − 23 5
6
0 20

2 1
x1 1 3 6
0 4

4
x4 0 3
− 61 1 2

This table is an initial simplex table, i.e., the simplex method can start.

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Artificial Start: Two-phase method

• Sometimes, it is not easy to find an initial feasible solution (i.e., to

choose initial bases yielding a feasible point)

• Two-phase method is used in such situations

• In first phase, a feasibility problem associated with the LP is solved
by a simplex method
• In the second phase, the solution from the first phase is used to start
running the simplex method

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Two-phase Method: Example

Original LP formulation Standard LP form
minimize z = 4x1 + x2 minimize z = 4x1 + x2
subject to 3x1 + x2 = 3 subject to 3x1 + x2 =3
4x1 + 3x2 ≥ 6 4x1 + 3x2 − x3 =6
x1 + 2x2 ≤ 4 x1 + 2x2 + x4 = 4
x1 , x 2 ≥ 0 x1 , x 2 , x 3 , x 4 ≥ 0
It is not easy to find a basis yielding a basic feasible solution!
Phase I: we first solve a feasibility problem associated with the LP:
introduce new variables R1 and R2

minimize r = R1 + R2
subject to 3x1 + x2 + R1 =3
4x1 + 3x2 − x3 + R2 = 6
x1 + 2x2 + x4 =4
x1 , x 2 , x 3 , x 4 , R 1 , R 2 ≥ 0

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Phase I: Initial table

Basis x1 x2 x3 x4 R1 R2 RHS Values

r 0 0 0 0 −1 −1 0
R1 3 1 0 0 1 0 3
R2 4 3 −1 0 0 1 6
x4 1 2 0 1 0 0 4

Initial simplex table

Basis x1 x2 x3 x4 R1 R2 RHS Values

r 7 4 −1 0 0 0 9
R1 3 1 0 0 1 0 3
R2 4 3 −1 0 0 1 6
x4 1 2 0 1 0 0 4

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Applying the simplex method, we will obtain an optimal solution

Basis x1 x2 x3 x4 R1 R2 RHS Values
r 0 0 0 0 −1 −1 0
1 3
x1 1 0 5
0 5
− 15 3
5
x2 0 1 − 53 0 4
−5 3
5
6
5
x4 0 0 1 1 1 −1 1
Q: How do we know this is optimal solution to the feasibility problem?
What is the solution? What is the optimal value for r?
Use the solution of Phase I to start Phase II (solving the original LP)
Basis x1 x2 x3 x4 RHS Values
z −4 −1 0 0 0
1 3
x1 1 0 5
0 5
3 6
x2 0 1 −5 0 5
x4 0 0 1 1 1

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The initial table of Phase II

Basis x1 x2 x3 x4 RHS Values

1 18
z 0 0 5
0 5
1 3
x1 1 0 5
0 5
3 6
x2 0 1 −5 0 5
x4 0 0 1 1 1
We continue with simplex iterations until we find an optimal solution.

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Special Case: Degeneracy

Degeneracy is a term used for a basic feasible solution having one or

more basic variables at value 0

Original LP formulation Standard LP form

maximize z = 3x1 + 9x2 maximize z = 3x1 + 9x2
subject to x1 + 4x2 ≤ 8 subject to x1 + 4x2 + x3 =8
x1 + 2x2 ≤ 4 x1 + 2x2 + x4 = 4
x1 , x 2 ≥ 0 x1 , x 2 , x 3 , x 4 ≥ 0
At the end of the simplex method, (started with basis x3 and x4), we have
Basis x1 x2 x3 x4 RHS Values
3 3
z 0 0 2 2
18
1 1
x2 0 1 2
−2 2
x1 1 0 −1 2 0
There is another basis corresponding to the same solution!
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Special Case: Multiple Solutions

Original LP formulation Standard LP form

maximize z = 2x1 + 4x2 maximize z = 2x1 + 4x2
subject to x1 + 2x2 ≤ 5 subject to x1 + 2x2 + x3 =5
x1 + 2x2 ≤ 4 x1 + x2 + x4 = 4
x1 , x 2 ≥ 0 x1 , x 2 , x 3 , x 4 ≥ 0
At the end of the simplex method, (started with basis x3 and x4), we have
Basis x1 x2 x3 x4 RHS Values
z 0 0 2 0 10
1 1 5
x2 2
1 2
0 2
1
x4 2
0 − 12 1 3
2
There is a nonbasic variable with 0 coefficient in the optimal table.
This means we can bring that variable in the basis without changing the
z -value.

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Choosing x1 to enter the basis, we perform another simplex iteration and

find an alternative optimal solution

Basis x1 x2 x3 x4 RHS Values

z 0 0 2 0 10
x2 0 1 1 −1 1
x4 1 0 −1 2 3

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Special Case: Unbounded Optimal Value

Original LP formulation Standard LP form
maximize z = 2x1 + x2 maximize z = 2x1 + x2
subject to x1 − x2 ≤ 10 subject to x1 − x2 + x3 = 10
2x1 ≤ 40 2x1 + x4 = 40
x1 , x 2 ≥ 0 x1 , x 2 , x 3 , x 4 ≥ 0
At some iteration of the simplex method, (in this example, it happened
to be the initial iteration) a nonbasic variable with negative coefficient
can enter the basis without a bound on its value (maximization)
Basis x1 x2 x3 x4 RHS Values
z −2 −1 0 0 0
x3 1 −1 1 0 10
x4 2 0 0 1 40
This means we can bring that variable in the basis and increase the z -value
to +∞ (since the variable can be increased to +∞).

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Special Case: Infeasibility

Original LP formulation Standard LP form

maximize z = 3x1 + 2x2 maximize z = 3x1 + 2x2
subject to 2x1 + x2 ≤ 2 subject to 2x1 + x2 + x3 =2
3x1 + 4x2 ≥ 12 3x1 + 4x2 − x4 = 12
x1 , x 2 ≥ 0 x1 , x 2 , x 3 , x 4 ≥ 0
None of the basic solutions is feasible!
Here, it is not as easy to read off a feasible basis -apply Two phase method
Phase I Solve the feasibility problem

minimize r = R
subject to 2x1 + x2 + x3 =2
3x1 + 4x2 − x4 + R = 12
x1 , x 2 , x 3 , x 4 , R ≥ 0

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Initial table for feasibility problem

Basis x1 x2 x3 x4 R RHS Values

r 0 0 0 0 −1 0
x3 2 1 1 0 0 2
R 3 4 0 −1 1 12
Initial simplex table for feasibility problem

Basis x1 x2 x3 x4 R RHS Values

r 3 4 0 −1 0 12
x3 2 1 1 0 0 2
R 3 4 0 −1 1 12

The table is not optimal.

Choose a nonbasic variable with positive r-coefficient (minimization), say
choose x2

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In the next simplex iteration, we have

Basis x1 x2 x3 x4 R RHS Values

r −5 0 −4 −1 0 4
x2 2 1 1 0 0 2
R 3 4 0 −1 1 12

This table is optimal (the feasibility problem involves minimization)

Indication of infeasibility:

In the optimal (phase I) table,

• The optimal value is positive

• The basis solution contains an artificial variable with a positive value

The material is in Sections 3.4.2 and 3.5

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