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Lecture 4 Big - M Special - Cases

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Lecture 4 Big - M Special - Cases

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Artificial starting solution & Special Dr. Öğr.

Üyesi Ayça Maden


cases in the simplex method
ARTIFICIAL STARTING SOLUTION

All the constraints (≤) with nonnegative right-hand sides offer a convenient starting basic feasible
solution,

The procedure for starting “ill-behaved” LPs with (=) and (≥) constraints is to use artificial variables
that play the role of slacks at the first iteration,

The artificial variables are then disposed of at a later iteration,

Two closely related methods are: the M-method and the two-phase method
M-METHOD
If equation i does not have a slack, an artificial variable, Ri, is added to form a starting solution,

Force artificial variables to zero value,


EXAMPLE 3.4-1
EXAMPLE 3.4-1
EXAMPLE 3.4-1

Let M=100

**Ready for the application of the simplex


optimality and the feasibility conditions
Example 3.4-1

Optimum Solution:
SPECIAL CASES IN THE SIMPLEX METHOD

Four special cases that arise in the use of the simplex method;
DEGENERACY

-When a tie for the minimum ratio may occur,

-At least one basic variable will be zero in the next iteration; the new solution is degenerate

-Possibility of at least one redundant constraint. Redundancy means that an associated constraint can
be removed without changing the solution space.
ALTERNATIVE OPTIMA

An LP problem may have an infinite number of alternative optima when the objective function is parallel to a
nonredundant binding constraint (i.e., a constraint that is satisfied as an equation at the optimal solution).
It can be detected in the optimal tableau by examining the z-equation coefficients of the nonbasic variables
(zero),
UNBOUNDED SOLUTİON
In some LP models, the solution space is unbounded if at least one variable; variables may be increased
indefinitely,

Signal that the model is poorly constructed,

Estimates of the constraint coefficients may not be accurate,


PROBLEM 1 (SET 3.5C):
Solve Example 3.5-3 using TORA’s Iterations option and show that even though the solution
starts with x1 as the entering variable (optimality condition), the simplex algorithm will
eventually reach an unbounded solution
INFEASIBLE SOLUTION
If at least one artificial variable is positive in the optimum iteration, then the LP has no feasible solution,
Possibility that the model is not formulated correctly.
Problem 9 (Set 3-4A):
REFERENCES
Operations Research; an Introduction; Eighth Edition and Tenth
Edition, Global Edition, Hamdy A. Taha,

Operations Research; an Introduction; Eighth Edition Solution


Manual, Global Edition, Hamdy A. Taha,

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