Operations Research

Special Cases of Linear Programming

Amjad Ali
References

1. “Introduction to Operations Research” by Frederick S. Hillier

2. “Operations Research: An Introduction“ by Hamdy A. Taha

3. Video Lectures by Prof G. Srinivasan, IIT Madras

Linear Programming

Special Cases of Linear Programming

Degeneracy Alternative Unbounded Infeasible

Optima Solution Solution
Linear Programming

Special Cases of Linear Programming

1. Degeneracy
2. Alternative Optima
3. Unbounded Solution
4. Infeasible Solution
Linear Programming

Special Cases of Linear Programming

1. Degeneracy
2. Alternative Optima
3. Unbounded Solution
4. Infeasible Solution
DEGENERACY - Special Case of Linear Programming
EXAMPLE: Solve the following LP Model

Max Z = 3 x1 + 9 x2
Subject to
x1 + 4 x2 ≤ 8
x1 + 2 x2 ≤ 4

x1, x2 ≥ 0
DEGENERACY - Special Case of Linear Programming
STANDARD FORM
STANDARD FORM

Max Z = 3 x1 + 9 x2 Z - 3 x1 - 9 x2 = 0
Subject to Subject to

x1 + 4 x2 ≤ 8 x1 + 4 x2 + s1 =8
x1 + 2 x2 ≤ 4 x1 + 2 x2 + s2 = 4
x1, x2 ≥ 0 x1, x2, s1, s2 ≥ 0
DEGENERACY - Special Case of Linear Programming
Negative Coefficients

Basic x1 x2 s1 s2 Sol
Z -3 -9 0 0 0
s1 1 4 1 0 8
s2 1 2 0 1 4 Z - 3 x 1 - 9 x2 = 0
x1 + 4 x2 + s1 =8
x1 + 2 x2 + s2 = 4
x1, x2, s2, s2 ≥ 0
DEGENERACY - Special Case of Linear Programming
Pivot Column

Basic x1 x2 s1 s2 Sol Ratio

Z -3 -9 0 0 0 Tie in Ratio
s1 1 4 1 0 8 8/4 = 2
s2 1 2 0 1 4 4/2 = 2
DEGENERACY - Special Case of Linear Programming
Pivot Column

Basic x1 x2 s1 s2 Sol Ratio

Z -3 -9 0 0 0 Tie in Ratio
s1 1 4 1 0 8 8/4 = 2
s2 1 2 0 1 4 4/2 = 2
DEGENERACY - Special Case of Linear Programming
Pivot Column

Basic x1 x2 s1 s2 Sol Ratio

Z -3 -9 0 0 0 Tie in Ratio
s1 1 4 1 0 8 8/4 = 2
s2 1 2 0 1 4 4/2 = 2
DEGENERACY - Special Case of Linear Programming
Pivot Column

Basic x1 x2 s1 s2 Sol Ratio

Z -3 -9 0 0 0 Tie in Ratio
s1 1 4 1 0 8 8/4 = 2
s2 1 2 0 1 4 4/2 = 2

x2 Value
s2 0
DEGENERACY - Special Case of Linear Programming
Pivot Column

Basic x1 x2 s1 s2 Sol Ratio

Z -3 -9 0 0 0 Tie in Ratio
s1 1 4 1 0 8 8/4 = 2
s2 1 2 0 1 4 4/2 = 2

s1 0
x2 Value
DEGENERACY - Special Case of Linear Programming
Pivot Column

Basic x1 x2 s1 s2 Sol Ratio

Z -3 -9 0 0 0 Tie in Ratio
s1 1 4 1 0 8 8/4 = 2
s2 1 2 0 1 4 4/2 = 2
Z -0.75 0 2.25 0 18
x2 0.25 1 0.25 0 2
s2 0.5 0 -0.5 1 0
DEGENERACY - Special Case of Linear Programming

Basic x1 x2 s1 s2 Sol Ratio

Z -3 -9 0 0 0
s1 1 4 1 0 8 8/4 = 2
s2 1 2 0 1 4 4/2 = 2
Z -0.75 0 2.25 0 18
x2 0.25 1 0.25 0 2 2/0.25 = 8
s2 0.5 0 -0.5 1 0 0/0.5 = 0 min ratio
Z 0 0 1.5 1.5 18
x2 0 1 0.5 -0.5 2 Optimal
x1 1 0 -1 2 0 Solution
DEGENERACY - Special Case of Linear Programming
Observation 1
Basic x1 x2 s1 s2 Sol
Z -3 -9 0 0 0 The information (tie in ratio/degeneracy) may lead to
discovering irregularities in the construction of model
s1 1 4 1 0 8 (i.e., one of the constraint is redundant).
s2 1 2 0 1 4 You can visualize this by solving using Graphical Method as:
Z -0.75 0 2.25 0 18
Max Z = 3 x1 + 9 x2
x2 0.25 1 0.25 0 2Subject to
s2 0.5 0 -0.5 1 0 x +4x ≤ 8
1 2

Z 0 0 1.5 1.5 18 x1 + 2 x2 ≤ 4
x2 0 1 0.5 -0.5 2 x 1, x 2 ≥ 0
x1 1 0 -1 2 0 There is no efficient technique to identify redundant
constraint directly from tableau.
DEGENERACY - Special Case of Linear Programming
Observation 2
Basic x1 x2 s1 s2 Sol
Z -3 -9 0 0 0 Algebraic table shows, both iterations (last and 2nd last),

s1 1 4 1 0 8 x1 = 0, x2 = 2 , S1=0, S2=0 and Z = 18 (2nd last constraint)

s2 1 2 0 1 4 x1 = 0, x2 = 2 , S1=0, S1=0 and Z = 18 (last constraint)
Z -0.75 0 2.25 0 18
shows
x2 0.25 1 0.25 0 2 Identical values for all variables and objective value Z
s2 0.5 0 -0.5 1 0 (differing only in basic and non-basic categorization of
the variables)
Z 0 0 1.5 1.5 18
Is it possible to stop the computation at that iteration where
x2 0 1 0.5 -0.5 2 degeneracy first appears even though it is not optimum?
x1 1 0 -1 2 0 The answer is: No - Solution may be temporarily degenerate
DEGENERACY - Special Case of Linear Programming
Observation 3
Basic x1 x2 s1 s2 Sol
Z -3 -9 0 0 0 Cycling or Circling
s1 1 4 1 0 8
s2 4 It is possible for the simplex method to enter a repetitive
1 2 0 1 sequence of iterations,
Z -0.75 0 2.25 0 18
x2 0.25 1 0.25 0 2 • never improving the objective value and
• never satisfying the optimality condition.
s2 0.5 0 -0.5 1 0
Z 0 0 1.5 1.5 18 Although there are methods for eliminating cycling,
these methods lead to drastic slowdown in computations.
x2 0 1 0.5 -0.5 2
For this reason, most LP codes do not include provisions for
x1 1 0 -1 2 0 cycling, relying on the fact that it is a rare occurrence in practice.