Cycling in Simplex

Method

Aryaman Banga
Karan Kukreja
Let’s start
with an
example: Note: We have added
Min slack variables s1, s2, and s3
• z = -10x1+ 57x2 + 9x3 + 24x4 to convert (1), (2) and (3)
subject to: inequalities to equality
equations.
1) 1/2x1 – 11/2x2 – 5/2x3 + 9x4 0
2) 1/2x1 – 3/2x2 – 1/2x3 + x4 0 Initial basic feasible solution
is given by z = 0 where s1= 0,
3) x1 + x2 + x3 + x4 1
s2 = 0 and s3 = 1
4) x1, x2, x3, x4 0 Iteration 1 = T1
z x1 x2 x3 x4 s1 s2 s3 b
z 1 10 -57 -9 -24 0 0 0 0 -In T1, 1/2 is our
s1 0 1/2 -11/2 -5/2 9 1 0 0 0 key element, so
x1 will enter and
s2 0 1/2 -3/2 -1/2 1 0 1 0 0 s1 will leave
s3 0 1 1 1 1 0 0 1 1
Iteration 2 = T2
z x1 x2 x3 x4 s1 s2 s3 b
z 1 0 53 41 -204 -20 0 0 0 Key element here
x1 0 1 -11 -5 18 2 0 0 0 is 4. So x2 will
enter and s2 will
s2 0 0 4 2 -8 -1 1 0 0
leave.
s3 0 0 12 6 -17 -2 0 1 1

Iteration 3 = T3
z x1 x2 x3 x4 s1 s2 s3 b
z 1 0 0 29/2 -98 -27/4 -53/4 0 0
Key element here
x1 0 1 0 1/2 -4 -3/4 11/4 0 0 is 1/2. So x3 will
enter and x1 will
x2 0 0 1 1/2 -2 -1/4 1/4 0 0
leave
s3 0 0 0 0 7 1 -3 1 1
Iteration 4 = T4
z x1 x2 x3 x4 s1 s2 s3 b
Key element
z 1 -29 0 0 18 15 -93 0 0 here is 2. So
x3 0 2 0 1 -8 -3/2 11/2 0 0 x4 will enter
and x2 will
x2 0 -1 1 0 2 1/2 -5/2 0 0 leave.
s3 0 0 0 0 7 1 -3 1 1

Iteration 5 = T5
z x1 x2 x3 x4 s1 s2 s3 b
Key element
z 1 -20 -9 0 0 21/2 -141/2 0 0 here is 1/2.
x3 0 -2 4 1 0 1/2 -9/2 0 0 So s1 will
enter and x3
x4 0 -1/2 1/2 0 1 1/4 -5/4 0 0
will leave.
s3 0 7/2 -7/2 0 0 -3/4 23/4 1 1
Iteration 6 = T6
z x1 x2 x3 x4 s1 s2 s3 b
z 1 22 -93 -21 0 0 24 0 0 Key element
here is 1. So s2
s1 0 -4 8 2 0 1 -9 0 0
will enter and
x4 0 1/2 -3/2 -1/2 1 0 1 0 0 x4 will leave.
s3 0 1/2 5/2 3/2 0 0 -1 1 1

Iteration 7 = T7 = T1
z x1 x2 x3 x4 s1 s2 s3 b
z 1 10 -57 -9 -24 0 0 0 0 After 7 iterations, we reach
s1 0 1/2 -11/2 -5/2 9 1 0 0 0 back to the original table
with the same basic feasible
s2 0 1/2 -3/2 -1/2 1 0 1 0 0 solution.
s3 0 1 1 1 1 0 0 1 1
 Understanding the concept

T7 T1

T6 Cycling T2 Optimality

T5 T3
T4
Basic definition of
Cycling:
• If a sequence of pivots starting from some basic feasible
solution ends up at the exact same basic feasible solution,
then we refer to this as “cycling.”
• If the simplex method cycles, it can cycle forever.

But then does this mean

Simplex Method can be infinite?
How to avoid cycling??
Bland’s Rule:
1. The entering variable should be the lowest index variable with positive
coefficient.
2. The leaving variable (in case of a tie in the min ratio test) should be the
lowest index row. (It is the row closest to the top, regardless of the leaving
variable.)
For example:
z x1 x2 x3 x4 x5 x6 b 1. Variables x1, x2, and x7 are all eligible to
enter the table. We choose the lowest
1 1 2 0 7 0 0 -20 index one, which is x1
0 3 3 0 2 1 0 6
2. We can pivot on the 4 in the column for x1.
0 4 2 0 -1 0 1 0 Or we can pivot on the 1. We pivot on the
4 because it is the row that is closest to
0 1 3 1 1 0 0 0
the top.
Let’s now apply Bland’s rule to our previous
example:
Iteration 7 = T7
z x1 x2 x3 x4 s1 s2 s3 b Now instead of
z 1 22 -93 -21 0 0 24 0 0 entering s2, we
s1 0 -4 8 2 0 1 -9 0 0 enter x1 into the
table. And we
x4 0 1/2 -3/2 -1/2 1 0 1 0 0
pivot on 1/2 so
s3 0 1/2 5/2 3/2 0 0 -1 1 1 that x4 leaves.

Iteration 8’ = T8’
z x1 x2 x3 x4 s1 s2 s3 b
z 1 0 -27 1 -44 0 -20 0 0 Using the normal
pivoting rules, we
s1 0 -4 -2 8 1 -1 0 0 0 pivot on 2. x3 enters
x1 0 1 -3 -1 2 0 2 0 0 the table and s3
leaves.
s3 0 0 4 2 -1 0 -2 1 1
Iteration 9 = T9
z x1 x2 x3 x4 s1 s2 s3 b
z 1 0 -29 0 -87/2 0 -19 -1/2 -1/2
s1 0 0 0 0 7 1 -3 1 1
x1 0 1 -1 0 3/2 0 1 1/2 1/2
x3 0 0 2 1 -1/2 0 -1 1/2 1/2

Our last iteration gives an optimal solution

where z = -1/2 for s1 = 1, x1 = 1/2 and x3 = ½

This example clearly shows that Bland’s rule can be used to get out of a
simplex cycle and reach an optimal solution.
THANK YOU