SOLVING LINEAR

PROGRAMMING PROBLEMS:
The Simplex Method
 Simplex Method
• Used for solving LP problems will be presented
• Put into the form of a table, and then a number of
mathematical steps are performed on the table
• Moves from one extreme point on the solution boundary to
another until the best one is found, and then it stops
• A lengthy and tedious process but computer software
programs are now used easily instead
• Programs do not provide an in-depth understanding of how
those solutions are derived
• Can greatly enhance one's understanding of LP
 First Step
• First step is to convert model into standard form
• s1 and s2, represent amount of unused labor and
wood
• No chairs and tables are produced, s1=40 and
s2=120
• Unused resources contribute nothing to profit, Z=0
• Decision variables as well as profit at origin are:
 Assigning (n-m) Variables Equal to
Zero
• Determine values of variables at every possible
solution point
• Have two equations and four unknowns, which
makes direct simultaneous solution impossible
• Assigns n-m variables=0
– n=number of variables
– m=number of constraints
• Have n = 4 variables and m = 2 constraints
• x1 = 0 and s1 = 0 and substituting them results in
x2 = 20 and s2=60
Feasible and Basic Feasible Solution
• Solution corresponds to A
• Referred to as a basic feasible
solution X1=0 chairs
• Feasible solution is any S1=0
X2=20 tables
solution that satisfies the S2=60
constraints A
• Basic feasible solution not only
satisfies the constraints but also
contains as many variables with B
nonnegative values as there are
model constraints
– m variables with nonnegative C
values and n-m values equal to
zero
Feasible and Basic Feasible Solution
• x2=0 and s2=0, results in
x1=30 and s1=10
• Corresponds to point C
• s1=0 and s2=0, results in
two equations with two A
unknown variables
• Get a solution which X1=30 chairs
corresponds to point B, B S1=10
X2=0 tables
where x1=24, x2=8, s1=0, S2=0

and s2= 0 C

• Previously identified as
optimal solution point
 Two Questions
• Two questions can be raised by
the identification of solutions at
points O, A, B, and C
• How was it known which
variables to set equal to zero? X1=0 chairs
S1=0
• How is the optimal solution A X2=20 tables X1=24 chairs
S2=60 S1=0
identified? X2=8 tables
• Answers these questions by S2=0

performing a set of B X1=30 chairs

mathematical steps S1=10
X2=0 tables
• Determines at each step which S2=0
variables should equal zero and C
when an optimal solution has
been reached
 Initial Tableau
• Model is put into the form of a table, or
tableau Basic Z x1 x2 s1 s2 Solution
• Our maximization model
Z 1 -40 -50 0 0 0
• Z = 40x1 + 50x2 + 0s1 + 0s2
Subject to
s1 0 1 2 1 0 40
x1 + 2x2+ s1 = 40
4x1 + 3x2 + s2 =120 0 4 3 0 1 120
s2
x 1 , x 2 , s 1 , s2 ≥ 0

• Initial simplex tableau with various

column and row headings
• Record the model decision variables,
followed by the slack variables
• Bottom rows represent constraint
equations whose right-hand sides are
given in the “solution” column
• z-row is obtained from
z -40x1-50x2=0
Determining Basic Feasible Solution
• Determine a basic feasible
solution Basic Z x1 x2 s1 s2 Solution

• Know which two variables will Z 1 -40 -50 0 0 0

form the basic feasible solution s1 0 1 2 1 0 40

and which will be assigned a
value of zero? s2 0 4 3 0 1 120
• Selects the origin as the initial
basic feasible solution
• x1= 0 and x2= 0; variables in
basic feasible solution are s1
and s2 which are listed under
column "Basic" and their
values, 40 and 120, are listed
under column “solution“
• Z=0 under column “solution”
 Entering Variable
• Interested in giving us either some
chairs or some tables Basic Z x1 x2 s1 s2 Solution
• Want nonbasic variables will enter Z 1 -40 -50 0 0 0
solution and become basic
• z-row values represent increase per s1 0 1 2 1 0 40
unit of entering a nonbasic variable
into the basic solution s2 0 4 3 0 1 120
• Make as much money as possible
• Select variable x2 as the entering
basic variable
– has the greatest increase in profit
per unit, $50—the most negative
value in the z-row
• x2 column is highlighted and is
referred to as the pivot column
• Referred to in mathematical
terminology as pivot operations
 Entering Variable by Graphical
Solution
• Demonstrated by the
graph
• At the origin nothing is
X1=0 chairs
produced X2=20 tables
A
• Moves from one solution X1=24 chairs
point to an adjacent point X2=8 tables

• Move along either the x1 B

X1=30 chairs
axis or the x2 axis X2=0 tables

O C
• Chooses x2 as the entering
variable
 Leaving Basic Variable
• One of s1 or s2 has to leave and R
become zero
• Produce tables as many as
possible Wood constraint

• Check availability of our

resources
• Using labor constraint, A Labor constraint
maximum we can produce table
is 20
• Enough labor is available to
produce 20 tables B
• Using wood, maximum we can
produce is 40
C
• Limited to 20 tables
• Point A is feasible, whereas
point R is infeasible
 Leaving Variable
• Determined by dividing RHS
values by pivot column values Basic Z x1 x2 s1 s2 Solution
Z 1 -40 -50 0 0 0
Basic x Solution Ratio
2
s1 0 1 2 1 0 40
S1 2 40 40/2=20
s2 3 120 120/3=40 s2 0 4 3 0 1 120

• Leaving basic variable is variable

with minimum nonnegative ratio
• s1 is leaving variable
• s1 row is referred to as pivot row
• Value of 2 is called pivot number or
pivot element
• Entering variable, x2, in the new
solution also equals 20
• Z also increases from 0 to 1000
 Second Tableau
• Nonbasic and basic variables at
solution point Basic Z x1 x2 s1 s2 Solution

Nonbasic: x1 and s1 Z 1 -40 -50 0 0 0

Basic: x2 and s2 x2 0 1/2 1 1/2 0 20

• Various values are computed
s2 0 4 3 0 1 120
using pivot row and all other
rows
• First, x2 row, is computed by
using every value in pivot row
of first (old) tableau and divide
it by pivot number, or
(0/2 1/2 2/2 1/2 0/2 40/2)
• New row values are shown in
Table
0-(3)*0=0
1-(-50)*0=1
4-(3)*1/2=-5/2
3-(3)*1=0 Second Tableau-Cont. -40-(-50)*1/2=--15
-50-(-50)*1=0
0-(3)*1/2=--3/2
1-(3)*0=1 0-(-50)*1/2=25
120-(3)*20=60 0-(-50)*0=0
0-(-50)*20=1000
• For the remaining row
Basic Z x1 x2 s1 s2 Solution
values, use
New row=(current row)-(its pivot Z 1 -15 0 25 0 1000
column coefficient) x (New pivot
row) x2 0 1/2 1 1/2 0 20

• Requires use of both old s2 0 5/2 0 -3/2 1 60

tableau and new one
• Various values for new z-
row and s2-row: Basic Z x1 x2 s1 s2 Solutio
Z-row= current z-row – (-50)x new n
pivot row Z 1 -40 -50 0 0 0
S2-row=current s2-row – (3)x new
pivot row s1 0 1 2 1 0 40
• Values are inserted in s2 0 4 3 0 1 120
Table
 Checking Optimal Solution
• Set nonbasic variables x1 and s1 to
zero, solution column provides new Basic Z x1 x2 s1 s2 Solution
basic solution x2=20, s2=60 and
z=1000 Z 1 -15 0 25 0 1000
• Is not optimal
– x1 has a negative coefficient x2 0 1/2 1 1/2 0 20
• Select variable x1 as entering basic
variable s2 0 5/2 0 -3/2 1 60
• Ratio computations, show that s2 is the
leaving variable

Basic x1 Solution Ratio

x2 1/2 20 20/0.5=40
s2 5/2 60 60/2.5=24

• Steps are repeated to develop the third

tableau
• Pivot row, pivot column, and pivot
number are indicated in Table
 Third Tableau
• New pivot row, x1, is Basic Z x1 x2 s1 s2 Solution
computed using the Z 1 0 0 16 6 1360
same formula x2 0 0 1 4/5 -1/5 8
• All old pivot row x1 0 1 0 -3/5 2/5 24
values are divided by
5/2
• Values for z-row and Basic Z x1 x2 s1 s2 Solutio
n
s2-row are computed Z 1 -15 0 25 0 1000
here and shown in x2 0 1/2 1 1/2 0 20
Table
s2 0 5/2 0 -3/2 1 60
 Checking Optimal Solution
• Coefficient of Basic Z x1 x2 s1 s2 Solution

nonbasic variables are Z 1 0 0 16 6 1360

positive x2 0 0 1 4/5 -1/5 8

• Optimal solution has x1 0 1 0 -3/5 2/5 24

been reached
• x1 = 24 chairs, x2= 8
tables and z= $1,360
profit
– Corresponds to point B
shown previously
 Summary of the Simplex
1. Transform constraint inequalities into equations
2. Set up the initial tableau
3. Determine the pivot column (entering nonbasic solution
variable)
4. Determine the pivot row (leaving basic solution variable)
5. Compute the new pivot row values
6. Compute all other row values
7. Determine whether or not the new solution is optimal
1. If these coefficients are zero or positive, the solution is optimal
2. If a negative value exists, return to step 3 and repeat the simplex
steps
 Simplex Tableaus by TORA
• Used manually to solve
relatively small problems
• Can be so time-consuming and
subject to error that manual
computation
• Computer solution has become
so important
• Many computer programs use
the simplex method
• Computer output includes
option to display simplex
tableaus
• Simplex tableaus provided by
TORA software
 Minimization Problem
• Demonstrated simplex method for a maximization problem
• A minimization problem requires a few changes
• Recall the minimization model
minimize Z = 6 x1 + 3 x2
subject to
2 x1 + 4 x2 ≥ 16
4 x1 + 3 x2 ≥ 24
x1 and x2 ≥ 0
• Transformed this model into standard form by subtracting surplus
variables
2 x1 + 4 x2 – s1 = 16
4 x1 + 3 x2 – s2 = 24
 Introducing Artificial Variable
• Simplex method requires initial basic A
solution at the origin Feasible area
• Test this solution at origin
• Violates the non-negativity restriction
• Reason is shown in Figure
• Solution at origin is outside feasible
solution space
• Add an artificial variable (R1) to the
constraint equation
• Create an artificial positive solution at
the origin
• Artificial solution helps get the simplex B
process started
– Not want it to end up in the optimal
solution
• Our phosphate constraint becomes C
2 x1 + 4 x2 – s1 + R1= 16
 Effect of Surplus and Artificial
Variables on Objective Function
• Effect of surplus and artificial variables on objective function
• Surplus variable has no effect on objective function
• 0 is assigned to each surplus variable
• Must also ensure that an artificial variable is not in the final solution
• Achieved by assigning a very large cost
• Assign a value of M, which represents a large positive cost
• Produces objective function:
• Minimization model can now be summarized as
minimize Z = 6 x1 + 3 x2 + MR1 + MR2
subject to 2 x1 + 4 x2 – s1 + R1 = 16
4 x1 + 3 x2 – s2 + R2 = 24

x1, x2, s1, s2 , R1, R2 ≥ 0.

 Initial Tableau
• Developed in the same way
• Use R1 and R2 as a starting
basic solution
• x1=x2=s1=s2=0 and R1=16
and R2=24
• Notice that the origin is not in
the feasible solution area
• Artificially created solution
• Simplex process moves Basic Z x1 x2 s1 s2 R1 R2 Solution
toward feasibility in
subsequent tableaus Z 1 -6 -3 -M -M 0 0 0
• Decision variables are listed
first, then surplus variables, R1 0 2 4 -1 0 1 0 16
and finally artificial variables
• z=24xM+16xM=40M instead
of 0 R2 0 4 3 0 -1 0 1 24
• Explained in the subsequent
slides
 Modification in Initial Tableau
• Inconsistency exists because R1 and R2 coefficient have nonzero
coefficient
• Eliminate this inconsistency by substituting out R1 and R2 in the
z-row
• We can write R1 =16-2 x1 -4 x2 +s1
R2 = 24-4 x1 -3 x2 + s2
• Substituting R1 and R2 in objective function
Z = 6 x1 + 3 x2 + M (16-2 x1 -4 x2 +s1 )+ M(24-4 x1 -3 x2 + s2 )
Z = 40M+x1 ( 6-6M)+x2 (3-7M) +Ms1+ Ms2
• Transforming objective function into standard form
Z +x1 ( -6+6M)+x2 (-3+7M)-Ms1- Ms2= 40M
• Must be used as the z-row
 Entering and Leaving Variables
• Modified tableau thus
becomes
• z=40M, which is Basic Z Solution
x1 x2 s1 s2 R1 R2
consistent now with
values of the starting Z 1 6M-6 7M-3 -M -M 0 0 40M
basic feasible solution
R1=24 and R2=16
R1 0 2 4 -1 0 1 0 16
• x2 column is selected as
the entering variable
because 7M - 3 is the R2 0 4 3 0 -1 0 1 24
largest value in z-row
• R1 is selected as leaving
basic variable because
the ratio of 4
• Second tableau is
developed using simplex
formulas
 Second Tableau
• Second
tableau is
shown in Basic Z x1 x2 s1 s2 R1 R2 Solution
Table
Z 1 2.5M-4.5 0 0.75M-0.75 -M -1.75M+0.75 0 12M+12
• R1 row
has been
eliminated x2 0 0.5 1 -0.25 0 0.25 0 4
• Once an
artificial
variable R2 0 2.5 0 0.75 -1 -0.75 1 12
leaves
basic
feasible
– Will
never
return
 Third Tableau
• Third tableau starts
replacing R2 with x1
• R1 and R2 rows have
been now eliminated
• x1 row was selected as
the pivot row
• -4 value for the x2 row
was not considered
Basic Z x1 x2 s1 s2 R1 R2 Solution
Z 1 2.5M-4.5 0 0.75M-0.75 -M -1.75M+0.75 0 12M+12

x2 0 0.5 1 -0.25 0 0.25 0 4

R2 0 2.5 0 0.75 -1 -0.75 1 12

Basic Z x1 x2 s1 s2 R1 R2 Solution
Z 1 0 0 0.6 -1.8 -M-0.6 M-1.8 33.6

x2 0 0 1 -0.4 0.2 0.4 -0.2 1.6

x1 0 1 0 0.3 -0.4 -0.3 0.4 4.80

 Forth Tableau (Optimal Solution)
• Starts replacing s1
with x1
• Turns out into final
tableau which gives
optimal solution
– z-row contains no
positive values
• Optimal solution:
• x1=0, s1=16, x2=8,
s2= 0, and Z = $24
Basic Z x1 x2 s1 s2 R1 R2 Solution
Z 1 0 0 0.6 -1.8 -M-0.6 -M+1.8 33.6

x2 0 0 1 -0.4 0.2 0.4 -0.2 1.6

x1 0 1 0 0.3 -0.4 -0.3 0.4 4.80

Basic Z x1 x2 s1 s2 R1 R2 Solution
Z 1 -2 0 0 -1 -M -M+1 24

x2 0 1.33 1 0 -0.33 0 0.33 8

s1 0 3.33 0 1 -1.33 -1 1.33 16

 Mixed Constraints LP Problems
• Discussed maximization problems with all “≥” constraints
and minimization problems with all “≤” constraints
• Solve a problem with a mixture of “≤”, “≥”, and “=“
constraints
• A maximization problem with “≤”, “≥”, and “=“
constraints
Max z=$400x1+200x2
Subject to
x1+x2=30
2x1+8x2≥80
x1≤20
x1, x2≥0
 First Step
• Transform the inequalities into equations
• First constraint is an equation
– Not necessary to add a slack variable
• Test it at the origin
• Constraint is not feasible in this form
• “≥” constraint did not work at origin either
• Same thing can be done here
• At the origin, x1=0 and x2=0, 0 + 0 + R1= 30; R1=30
• Artificial variable cannot be assigned a positive value of M in objective
function
• A positive M value would definitely end up in final solution
• Must give artificial variable a large negative value, or —M
• Other constraints are transformed into equations
• Completely transformed LP problem
Max z=$400x1+200x2-MR1-MR2
s.t. x1+x2+R1=30
2x1+8x2-s1+R2=80
x1+s2=20
 Initial Tableau
• Initial tableau is
shown in Table
• Basic solution
variables are a mix of
artificial and slack
variables
• Second, third, and
optimal tableaus are
shown in following
slides
 Initial tableau
Basic Z x1 x2 s1 R1 R2 s2 solution

Z -1 -3M-400 -9M-200 M 0 0 0 -110M

R1 0 1 1 0 1 0 0 30

R2 0 2 8 -1 0 1 0 80

s2 0 1 0 0 0 0 1 20
 Second and Third Tableau
Basic Z x1 x2 s1 R1 R2 s2 solution

Z -1 -0.75M-350 0 -1.125M-25 0 -1.125M-25 0 -20M+2000

R1 0 0.75 0 0.125 1 -0.125 0 20

x2 0 0.25 1 -0.125 0 0.125 0 10

s2 0 1 0 0 0 0 1 20

Basic Z x1 x2 s1 R1 R2 s2 solution

Z -1 0 0 -0.125M-25 0 1.125M-25 0.75M+350 -5M+9000

R1 0 0 0 0.125 1 -0.125 -0.75 5

x2 0 0 1 -0.125 0 0.125 -0.25 5

x1 0 1 0 0 0 0 1 20
 Optimal Tableau
• Solution is:
x1=20, x2=10, s1=40
Z=10,000
Basic Z x1 x2 s1 R1 R2 s2 solution

Z -1 0 0 0 M+200 M 200 10000

s1 0 0 0 1 8 -1 -6 40

x2 0 0 1 0 1 0 -1 10

x1 0 1 0 0 0 0 1 20
 Transforming Rules
• Rules for transforming all three types of model
constraints
• Are as follows
Objective Function
Coefficient

Constraint Adjustment Max Min

≤ Add a slack variable 0 0

= Add an artificial variable -M M

≥ Subtract a surplus variable 0 0

add an artificial variable -M M
 Simplex Method of the 2nd Example
• Steps:
• Starts at origin, point A
• Moves to an adjacent corner
point, either B or F
• Because of higher E D
C
coefficient of x1, it moves F
toward corner point B A
B
• At B, the process is repeated Max z=3x1+2x2
for higher z value s.t.
x1 +2x2 6
• Finds point C (the final one) 2x1+x2 8
• Three iterations -x1+x2 1
A B C x2 2
x1, x20
 Basic and Nonbasic Variables
• Basic and nonbasic variables
associated with two points A and B

Corner Nonbasic Basic

point variables variables
A x1,x2 s1,s2,s3,s4
B s2,x2 s1, x1,s3,s4

• At point B, s2 enters as a nonbasic

variable and x1 leaves as a basic A B
variable
 The Standard Form and the
General Concept
• m equations (m=4) Max
• n unknowns (n=6) z=3x1 +2x2+0s1 +0s2 +0s3 +0s4
• Sets (n-m) variables to zero s.t.
and then solves for the x1 +2x2+s1 =6
remaining m unknowns
2x1 +x2 +s2 =8
• The variables set equal to zero -x1 +x2 +s3 =1
are called nonbasic variables.
x2 +s4=2
The remaining ones are called
basic variables x1,x2,s1,s2,s3,s40
• At point A, x1 =x2=0 which
yields s1 =6, s2 =8, s3=1, and
s4=2
• At point B, s2 =x2=0, which
yields x1 =4, s1 =2, s3=5, and
s4=2 A B
 The Simplex Method in Tabular
Form
z-3x1 -2x2+0s1 +0s2 +0s3 +0 s4 =0Obj fcn
x1 +2x2+s1 =6
2x1 +x2 +s2 =8
Constraint
-x1 +x2 +s3 =1 Equations
x2 +s4 =2
 Initial Tableau
Basic x1 x2 s1 s2 s3 s4 Solution
z -3 -2 0 0 0 0 0
s1 1 2 1 0 0 0 6
s2 2 1 0 1 0 0 8
s3 -1 1 0 0 1 0 1
s4 0 1 0 0 0 1 2

• The basic column identifies the current basic

variables s1, s2, s3, and s4
• The nonbasic variables x1 and x2 are not present in
the basic column and are equal to zero
• The value of Obj Fcn is
z=3*0+2*0+6*0+8*0+1*0+2*0=0
 Example:

Basic x1 x2 s1 s2 s3 s4 Solution

z -3 -2 0 0 0 0 0 Ratio
s1 1 2 1 0 0 0 6 6/1=6
s2 2 1 0 1 0 0 8 8/2=4
s3 -1 1 0 0 1 0 1 -
s4 0 1 0 0 0 1 2 -

• The column associated with the entering variable is

called entering column
• The row associated with leaving variable is called pivot
equation
• The element at the intersection of the entering column
and pivot row is called pivot element
 Example: Type 1 Computation
Basic x1 x2 s1 s2 s3 s4 Solution

z
s1
x1 1 1/2 0 1/2 0 0 8/2=4
s3
s4
 Complete New Tableau
Basic x1 x2 s1 s2 s3 s4 Solution

z 0 -1/2 0 3/2 0 0 12 Ratio

s1 0 1 -1/2 0 0 2 4/3
3/2
x1 1 1/2 0 1/2 0 0 4 8
s3 -0 3/2 0 1/2 1 0 5 10/3
s4 0 1 0 0 0 1 2 2

• x1 =4, x2=0, and z=12 (point B)

• Nonbasic variables: x2 and s2 (zero variables)
• Basic variables: s1, x1, s3, and s4
• (nonzero variables)
• x2 enters the solution
• s1 leaves the solution
• The obj fcn can be improved by 4/3*1/2=2/3
 Iteration 3-Optimal
Basic x1 x2 s1 s2 s3 s4 Solution

z 0 0 1/3 4/3 0 0 12 2/3

x2 0 1 2/3 -1/3 0 0 4/3
x1 1 0 -1/3 2/3 0 0 10/3
s3 0 0 -1 1 1 0 3
s4 0 0 -2/3 1/3 0 1 2/3

New pivot s1-Equation=old s1-Equation /1.5

New z-Equation=old z-Equation – (-1/2) *new pivot equation
New x1 -Equation=old x1 -Equation – (1/2) * new pivot equation
New s3 -Equation=old s3 -Equation – (3/2) * new pivot equation
New s4
-Equation=old s4-Equation – (1) * new pivot equation
x1 =4/3, x2=10/3, and z=38/3 (point C)
 Interpreting the Simplex
Tableau
• The optimum solution
• The status of the resources
• The unit worth of the resources
• The sensitivity of the optimum solution to
changes in the availability of resources,
coefficients of the obj fcn, and usage of
resources by activities
• The first three are in optimal solution of
the simplex tableau
• Forth one needs additional computations
 Summary
• Simplex method was introduced as algebraic
procedure for solving LP problems
• Described how initial tableau of a linear program
is a necessary step in the simplex solution
procedure, including (≤), (≥), and (=) constraints
into tableau form
• Discussed how the special cases of infeasibility,
unboundedness, multiple optimal solution, and
degeneracy can occur with the simplex method
 Special Cases in the Simplex
Method
• Special types of LP problems need special attentions
• Special types:
– More than one optimal solution
– Infeasible problems
– Unbounded solutions
– Ties for pivot column and/or ties for the pivot row
– Constraints with negative quantity values
 Multiple Optimal Solutions
• Recall maximization
Objective function
problem
• Alter objective function
z=40x1+50x2 To
z=40x1+30x2
A
• Makes it parallel to the
constraint line
4x1+ 3x2 = 120 B
• Endpoints B and C, are
referred to as alternate C
optimal solutions
Multiple Solutions from the Simplex
Tableau Not in solution
But has a 0 coef.
• The optimal simplex tableau is:
• How do we know that multiple Basic Z x1 x2 s1 s2 Solution
optimal solution exist? Z 1 0 0 10 1200
0
• Determined from the row Z
s1 0 0 1.25 1 -0.25 10
• Negative row Z values
represent profit x1 0 1 0.75 0 0.25 30
• Values of zero indicate no
increase or loss
• Coefficients of x1and s1 have
zero values
• Coefficient of x2 has a value of
zero and it is not part of basic
solution
Multiple Solutions from the Simplex
Tableau (cont.)
• If x2 enters solution, we Basic Z x1 x2 s1 s2 Solutio
n
will have a new solution
Z 1 0 0 0 10 1200
without changing z
• Multiple optimal solution s1 0 0 1.2 1 - 10
is indicated by a value of 5 0.25
zero in row Z for a x1 0 1 0.7 0 0.25 30
5
nonbasic variable
• To determine alternate
Basic Z x1 x2 s1 s2 Solution
solution, select x2 as the
entering variable and then Z 1 0 0 0 10 1200
determine pivot row as
usual x2 0 0 1 0.8 -0.2 8

x1 0 1 0 -0.6 0.4 24
 The Infeasible Solution
• Special case where a LP
has not feasible solution
area
Max Z=5x1+3x2
s.t. 4x1+2x2<=8
x1>=4
X>=6
• Because no point satisfies
all three constraints
simultaneously, there is no
solution.
 The Infeasible Solution (cont.)
All values are zero or positive indicating that it is optimal
• Solution: x2=4, R1=4, and R2=2
– Existence of artificial variables in final tableau makes the solution
meaningless
• Occur as a result of making errors in defining problem correctly or in
formulating the LP problem

Basic Z x1 x2 s1 s2 s3 R1 R2 Solution
Z 1 M+1 0 M M 0.5M+1.5 0 0 -0.6M+12

x2 0 2 1 0 0 0.5 0 0 4

R1 0 1 0 -1 0 0 1 0 4

R2 0 -2 0 0 -1 -0.5 0 1 2
 Unbounded Problems
• Occur where feasible solution
area is not closed.
• Objective function increases
indefinitely without ever
reaching a maximum value
– Never reaches boundary of the
feasible solution area
Z=4x1+2x2
Subject to
x1≥4
x2≤2
x1, x2≥0
 Unbounded Problems (cont.)
First tableau

• In second tableau, s1 is chosen Basic Z x1 x2 s1 s2 R1 Solution

as the entering variable because Z 1 M-4 -2 M 0 0 -4M
it has most negative coefficient
in row Z R1 0 1 0 -1 0 1 4
• There is no leaving variable
because one row value is -4 and s2 0 0 1 0 1 0 2
the other is undefined
• Indicates that solution is Second tableau
unbounded Basic Z x1 x2 s1 s2 R1 Solution
• A solution is unbounded if row Z 1 0 -2 -4 0 M+4 16
value ratios are all negative or
undefined X1 0 1 0 -1 0 1 4
• Occurs as a result of making
errors in defining problem or in s2 0 0 1 0 1 0 2
formulating LP problem
 Degeneracy
• Possible to have a tie for pivot row
• A tie should be broken arbitrarily
• Other choice for leaving variable will posses a zero value in
next tableau
• Solution is said to be degenerate
– Z value never improves
• An example of a degeneracy condition
Maximize Z = 4x1+ 6x2
subject to
6x1+ 4x2 ≤ 24
x2 ≤ 3
5x1+10x2 ≤ 40
 Tie for the Pivot Row
Basic Z x1 x2 s1 s2 s3 Solution
• In second tableau, we will Z 1 -4 0 0 6 0 18

see a tie for pivot row 0 6 0 1 -4 0 12

s1
between s1, and s3 rows
x2 0 0 1 0 1 0 3
• S3 row is selected
s3 0 5 0 0 -10 1 10
arbitrarily, the resulting
third tableau will be
shown S1 ratio: 12/6 =2
S3 ratio: 10/5 =2
 Loop in Solutions
• A value of zero Basic Z x1 x2 s1 s2 s3 Solution
for s1 indicates a Z 1 0 0 0 -2 4/5 26

degeneracy condition 0 0 0 1 8 -6/5 0

s1
• s2 is entering variable and
x2 0 0 1 0 1 0 3
s1 as pivot row
x1 0 1 0 0 -2 1/5 2
 Loops in Solutions (Cont.)
Basic Z x1 x2 s1 s2 s3 Solution
• Optimal solution did not Z 1 0 0 1/4 0 1/2 26

change s2 0 0 0 1/8 1 -3/20 0

• Graphical analysis of this x2 0 0 1 -1/8 0 3/20 3

problem is shown in the x1 0 1 0 1/4 0 -1/10 2

next slide
 Graphical Analysis
• The intersection causes the
tie for pivot row and the
degeneracy
– Simplex process stays
at point B
• Degeneracy occurs when a
problem continually loops B
back to same solution
• Two tableaus represent
two different basic
feasible solutions with two
different model constraint
equations
 HW Assignments
1. Problem set 3.2A, problem 2, part a, b, and c.
2. Given the following linear programming model:
Min Z=4x1+x2
s.t.
3x1+6x2>=15
8x1+2x2>=12
x1, x2>=0
Solve graphically and using the simplex method.
What type of special case is this problem? Explain?
3. Transform the following linear programming model into proper form and setup the initial tableau. Do not solve it.
Min Z=40x1+55x2+30x3
s.t.
x1+2x2+3x3 <=60
2x1+x2+x3 = 40
x1+3x2+x3>=50
5x2+x3>=100
x1, x2, x3>=0
4. Given the following linear programming model:
Max Z=x1+2x2-x3
s.t.
4x2+x3<=40
x1-x2<=20
2x1+4x2+3x3<=60
x1, x2, x3>=0
Solve this problem using the simplex method.
What type of special case is this problem? Explain?