Simplex Method

Some Special Cases

2. Unbounded Solution

If in course of simplex computation zj - cj < 0, but minimum positive value is £ 0 then the problem has an unbounded solution.

Example

Maximize 5x1 + 4x2

subject to

x1 £ 7
x1 - x2 £ 8

x1, x2 ³ 0.

Solution.

Converting inequalities to equalities

x1 + x3 = 7
x1 - x2 + x4 = 8
x1, x2, x3, x4 ³ 0.

Where x3 and x4 are slack variables.

Table 1

  cj 5 4 0 0  
cB Basic variables
B
x1 x2 x3 x4 Solution values
b (=XB)
0 x3 1 0 1 0 7
0 x4 1 -1 0 1 8
zj-cj   -5 -4 0 0  

Table 2

  cj 5 4 0 0  
cB Basic variables
B
x1 x2 x3 x4 Solution values
b (=XB)
5 x1 1 0 1 0 7
0 x4 0 -1 -1 1 1
zj-cj   0 -4 5 0  

Since minimum positive value is infinity, it is not possible to proceed with the simplex computation any further. This is the criterion for unbounded solution.

3. No Feasible Solution

If in course of simplex computation, one or more artificial variables remain in the basis at positive level at the end of phase 1 computation, the problem has no feasible solution. For example, let us consider the following problem.

Example

Maximise -200x1 - 300x2

subject to

2x1 + 3x2 ³ 1200
x1 + x2 £ 400
2x1 + 3/2x2 ³ 900

x1, x2 ³ 0

Solution.

After introducing slack, surplus and artificial variables the problem can be presented as

Maximise -200x1 - 300x2

subject to

2x1 + 3x2 – x3 + A1 = 1200
x1 + x2 + x4 = 400
2x1 + 3/2x2 – x5 + A2 = 900

Where:
A1 and A2 are artificial variables.
x4 is a slack variable.
x3 and x5 are surplus variables.

The problem is solved by two phase method.

Phase 1

Maximise – A1 – A2

subject to

2x1 + 3x2 – x3 + A1 = 1200
x1 + x2 + x4 = 400
2x1 + 3/2x2 – x5 + A2 = 900

x1, x2, x3, x4, x5, A1, A2 ³ 0

Table 1

  cj 0 0 0 0 0 -1 -1  
cB Basic variables
B
x1 x2 x3 x4 x5 A1 A2 Solution values
b (=XB)
-1 A1 2 3 -1 0 0 1 0 1200
0 x4 1 1 0 1 0 0 0 400
-1 A2 2 3/2 0 0 -1 0 1 900
zj-cj   -4 -9/2 1 0 1 0 0  

Table 2

  cj 0 0 0 0 0 -1  
cB Basic variables
B
x1 x2 x3 x4 x5 A2 Solution values
b (=XB)
0 x2 2/3 1 -1/3 0 0 0 400
0 x4 1/3 0 1/3 1 0 0 0
-1 A2 1 0 1/2 0 -1 1 300
zj-cj   -1 0 -1/2 0 1 0  

Table 3

  cj 0 0 0 0 0 -1  
cB Basic variables
B
x1 x2 x3 x4 x5 x6 Solution values
b (=XB)
0 x2 0 1 -1 -2 0 0 400
0 x1 1 0 1 3 0 0 0
-1 A2 0 0 -1/2 -3 -1 1 300
zj-cj   0 0 1/2 3 1 0  

In the above table, the optimum solution still contains the artificial variable A2 in the basis at positive level, this indicates that the problem has no feasible solution.

 


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