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A Degenerate LP: Definition

This LP problem is degenerate, meaning that in one of the basic feasible solutions, one of the basic variables takes on a zero value. Degeneracy causes the simplex algorithm to run more slowly. Through three iterations, the algorithm arrives at the optimal solution of (x1, x2, x3, s1, s2) = (0, 8, 8, 0, 0) with an objective value of 16. However, degeneracy meant that the objective function value did not increase in one iteration. In a degenerate LP, some basic variables may remain zero even in the optimal solution.

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53 views4 pages

A Degenerate LP: Definition

This LP problem is degenerate, meaning that in one of the basic feasible solutions, one of the basic variables takes on a zero value. Degeneracy causes the simplex algorithm to run more slowly. Through three iterations, the algorithm arrives at the optimal solution of (x1, x2, x3, s1, s2) = (0, 8, 8, 0, 0) with an objective value of 16. However, degeneracy meant that the objective function value did not increase in one iteration. In a degenerate LP, some basic variables may remain zero even in the optimal solution.

Uploaded by

sachin rawat
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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A Degenerate LP

Definition: An LP is degenerate if in a basic feasible solution, one of the


basic variables takes on a zero value. Degeneracy is a problem in practice,
because it makes the simplex algorithm slower.

Original LP

maximize x1 + x2 + x3 (1)
subject to
x1 + x2 ≤ 8 (2)
−x2 + x3 ≤ 0 (3)
x 1 , x2 , ≥ 0. (4)

Standard form.

z = x1 + x2 + x3 (5)
s1 = 8 − x 1 − x 2 (6)
s2 = − x2 + x3 (7)
Iteration 1

z = x1 + x2 + x3 (8)
s1 = 8 − x 1 − x 2 (9)
s2 = − x2 + x3 (10)

Note that one of the basic variables is 0. We choose x1 as the entering


variable and s1 as the leaving variable.

z = 8 + x 3 − s1 (11)
x1 = 8 − x2 − s1 (12)
s2 = x2 − x3 (13)

Note again that one of the basic variables is 0. The previous pivot did
increase the objective function value from 0 to 8 though.
Iteration 2

z = 8 + x 3 − s1 (14)
x1 = 8 − x2 − s1 (15)
s2 = x2 − x3 (16)

We now choose x3 as the entering variable, and s2 as the leaving variable.


These were our only choices.

z = 8 + x 2 − s1 − s2 (17)
x 1 = 8 − x 2 − s1 (18)
x3 = x2 − s2 (19)

Note that the objective function did not increase. This occurs because
of degeneracy.
Iteration 3

z = 8 + x 2 − s1 − s2 (20)
x 1 = 8 − x 2 − s1 (21)
x3 = x2 − s2 (22)

We now choose x2 as the entering variable and x1 as the leaving variable.

z = 16 − x1 − 2s1 − s2 (23)
x 2 = 8 − x 1 − s1 (24)
x 3 = 8 − x 1 − s1 − s2 (25)

Since all coefficients of variables in the objective function are negative, we


now have the optimal solution, (x1, x2, x3, s1, s2) = (0, 8, 8, 0, 0) with objective
value 16. Notice that in the final solution, the basic variables are all non-
zero. In a degenerate LP, it is also possible that even in the final solution,
some of the basic variables will be zero.
One other thing to note is that x1 was an entering variable in one iteration,
and a leaving variable in another. In general, a variable can be an entering
and leave the basic many times in the course of the simplex algorithm.

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