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5 LP - Special Case in LP Solution

1. There are several special cases that can occur in LP solutions: ties between entering/leaving variables can be resolved arbitrarily, degenerate solutions are possible when basic variables have value of zero, infeasible problems have artificial variables with positive values in optimal solutions, and unbounded problems have entering variables that can increase without limit. 2. Degeneracy does not stop the simplex method and temporarily degenerate solutions are still valid. Having multiple optimal solutions is possible if a non-basic variable has zero coefficient in the objective function row.

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71 views8 pages

5 LP - Special Case in LP Solution

1. There are several special cases that can occur in LP solutions: ties between entering/leaving variables can be resolved arbitrarily, degenerate solutions are possible when basic variables have value of zero, infeasible problems have artificial variables with positive values in optimal solutions, and unbounded problems have entering variables that can increase without limit. 2. Degeneracy does not stop the simplex method and temporarily degenerate solutions are still valid. Having multiple optimal solutions is possible if a non-basic variable has zero coefficient in the objective function row.

Uploaded by

Chakra nayotama amirudin
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Special case in LP solution

Special cases of LP solution


1. If there is a tie
1. For entering non-basic variables: Choose any one of them.
2. For leaving basic variables: Choose any one of them.
2. What if when you solve for basic variables, one of them has a value of zero?
It does not matter, it is only theoretical important. The name given to this kind of solution is
degenerate.
3. How can you tell if the LP problem has no solution (that is, the model is inconsistent)?
This can be detected if some artificial variables have positive values when the LP solution is optimal.
4. How can you tell if the LP solution is unbounded?
This can be detected if an entering variable can be increased without limit. That is, the pivot column
has no positive coefficients.
5. How can you tell if there is more than one optimal solution?
This can be detected if there exists a non-basic variable which has a coefficient of zero in the final
objective function row. Note that if P1and P2 are two optimal corner points then λP1+(1- λ )P2 are
equally good solution, for any 0 ≤ λ ≤ 1.
Degeneracy Basic
s1
x1
1
x2
4
s1
1
s2
0
RHS
8
max z = 3x1+ 9x2 s2 1 2 0 1 4
subject to Z -3 -9 0 0 0
x1+ 4x2 ≤ 8
Basic x1 x2 s1 s2 RHS
x1+ 2x2 ≤ 4
x2 1/4 1 1/4 0 2
x1 , x2 ≥ 0 s2 1/2 0 -1/2 1 0
Z -3 0 0 0 18

Basic x1 x2 s1 s2 RHS
x2 0 1 1/2 0 2
x1 1 0 -1 2 0
Z 0 0 0 0 18
Degeneracy
From the theoretical standpoint, degeneracy has two implications:
1. The phenomenon of cycling or circling. It is possible for simplex method to enter a
repetitive sequence of iterations, never improving the objective value and never
satisfying the optimality condition → slowdown computations
2. Although the basic variables are different for each iteration, the have identical values
for all the variables and objective values.

When degeneracy occurs, the iteration should not be stopped, since the solution may be
temporarily degenerate.
No solution
max z = 3x1+ 2x2
Basic x1 x2 s1 s2 r1 RHS
subject to
s1 2 1 1 0 0 2
2x1+ x2 ≤ 2
r1 3 4 0 -1 1 12
3x1+ 4x2 ≥ 12
Z -3 -4 0 1 0 -12
x1 , x2 ≥ 0
Basic x1 x2 s1 s2 r1 RHS

x2 2 1 1 0 0 2
r1 -5 0 -4 -1 1 4
Z 5 0 4 1 0 -4
Unbounded solution
Basic x1 x2 s1 s2 RHS
max z = 2x1+ x2
s1 1 -1 1 0 10
subject to s2 2 0 0 1 40
x1- x2 ≤ 10 Z -2 -1 0 0 0
2x1 ≤ 40
Basic x1 x2 s1 s2 RHS
x1 , x2 ≥ 0
x1 1 -1 1 0 10
s2 0 -2 -2 1 20
Z 0 -1 2 0 20
Infinite number of Basic x1 x2 s1 s2 RHS
solution s1 1 2 1 0 5
max z = 2x1+ 4x2 s2 1 1 0 1 4
subject to Z -2 -4 0 0 0
x1+ 2x2 ≤ 5
x1+ x2 ≤ 4 Basic x1 x2 s1 s2 RHS
x1 , x2 ≥ 0 x2 1/2 1 1/2 0 5/2
s2 1/2 0 -1/2 1 3/2
Z 0 0 2 0 10

Basic x1 x2 s1 s2 RHS
x2 0 1 1 -1 1
x1 1 0 -1 2 3
Z 0 0 2 0 10
Thank you

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