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Artificial Variables Technique New

linear optimaization pdf

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65 views3 pages

Artificial Variables Technique New

linear optimaization pdf

Uploaded by

Jemil sultan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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3.

6 Finding a starting basic feasible solution


Artificial Variables Technique.
In LP problem some constraints may have the sings " " or " " with all bi ' s positive. In such
problems we introduce surplus variables in the constraints with sign  . In these problems we can
not get the starting basic matrix B  I m . So to avoid this difficulty we add one more variable to
each of such constraint. These variables are called ‘artificial Variables’
Artificial variables have no meaning in a physical sense and are only used as a tool for generating
an initial LP problem solution. Such problems are solved by two methods:
I. Two phase Method
II. Big-M method (Method of penalties)
3.6.1 Two phase Method
In the first phase of this method the sum of the artificial variables is minimized subject to the given
constraints to get a B.F.S of the LP problem.
The second phase minimizes the original objective function starting with the B.F.S obtained at the
end of the first phase. Since the solution of the LP problem is completed in two phases, this is
called the two- phase method.
Steps of the algorithm
Phase I
Step: 1 a) If all the constraints in the given LP problem are   type, then phase II can
be directly used to solve the problem. Other wise, the necessary number of Surplus and artificial
variables are added to convert constraints into equality constraints.
b) If the given LP problem is of minimization convert it to the maximization
type by the usual method.
Step: 2 Assign zero coefficient to each of the decision variables ( x j ) and to the surplus

variables, and assign (-1) coefficient to each of the artificial variables.


This yields the following auxiliary LP problem:
m
Maximize Z *   (1) Ai
i 1

1
n
Subject to the constraints: a
i 1
ij x j  Ai  bi , i  1,2,, m. and x j , Ai  0

Step :3 Apply the simplex algorithm to solve this auxiliary LP problem. The following three
cases may arise at optimality
i) Max Z* =0 and at least one artificial variable is present in the basis with positive level
(  j ). Then no feasible solution exists for the original LP problem.

ii) Max Z*= 0 and no artificial variables is present in the basis. Then the basis consists of only
decision variables ( x j ’s) and hence we may move to phase II to obtain an optimal basic

feasible solution on the original LP problem


iii) Max Z*=0 and at least one artificial variable is present in the basis at zero level. Then a
feasible solution to the above LP problem is also a feasible Solution to the original LP
problem.
Now in order to arrive at the B.F.S we may proceed directly to phase II or else eliminate the
artificial basic variable and then proceed to phase II.
Phase II: Assign actual coefficients to the variables in the objective function and zero to the
artificial variables which appear at zero value in the basis at the end of phase I, i.e. the last
simplex table of phase I can be used as the initial simplex table for phase II.
Example: 1 Solve the following LP problem by using the two phase simplex method
Minimize Z  x1  x2
Subject to the constraints:
2 x1  x2  4
x1  7 x2  7
and x1 , x2  0
3.6.2 The Big –M Method
The Big-M method is another method of removing artificial variables from the basis.
In this method, we assign coefficients to artificial variables undesirable from the objective
point of view.
If objective function Z is to be minimized, then a very large positive price (called penalty) is
assigned to each artificial variable. Similarly, if Z is to be Maximized, then a very large
negative price (also call penalty) is assigned to each of these variables. The penalty will be

2
designated by –M for a maximization problem and +M for a minimization problem,
where M  0 .
The Big-M method for solving a LP problem can be summarized in the following
steps. (Minimization case)
Step:1 Express the Linear programming problem in the standard form by adding
slack variables, surplus variables and artificial variables.
Step: 2 The initial basic feasible solution is obtained by assigning zero value to
original variables.
Step: 3 Calculate the values of C j  Z j in last row of the simplex table and examine

these values.
i) If all C j  Z j  0 , then the current basic feasible is optimal.

ii) If for a column k , Ck  Z k is most negative and all entries in this


column are negative, the problem has unbounded optimal solution.
iii) If one or more C j  Z j  0 (minimization case), then select the variable to

enter into the basis with largest negative C j  Z j value.

Step : 4 Determine the key row and key element in the same manner as discussed in the
simplex algorithm of the maximization case.
Example: 4 Use the penalty (Big-M) method to solve the following LP problem
Minimize Z  5x1  3x2

Subject to the constraints: 2 x1  4 x2  12

2 x1  2 x2  10

5x1  2 x2  10

and x1 , x2  0

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