ARTIFICIAL VARIABLE TECHNIQUES

You may recall that while introducing the slack and surplus
variables, we had assigned a zero cost to them in the objective
function. Moreover, the slack variables readily provided the
initial basic feasible solution. There are, however, many linear
programming problems where slack variables cannot provide
such a solution. To solve such linear programming problems,
there are two (closely related) methods, viz.,
 The "big M-method" or the "method of penalties" due to A.
Charnes, and
 "two phase method" due to Dantzig, Orden and Wolfe.

Big M Method Example: LPP

Maximize z = x1 + 5x2

subject to

3x1 + 4x2 ≤ 6
x1 + 3x2 ≥ 2

x1, x2 ≥ 0

Solution.

Converting inequalities to equalities

By introducing surplus variables, slack variables and artificial

variables, the standard form of LPP becomes
Maximize x1 + 5x2 + 0x3 + 0x4 – MA1

subject to

3x1 + 4x2 + x3 = 6
x1 + 3x2 – x4 + A1 = 2

x1 ≥ 0, x2 ≥ 0, x3 ≥ 0, x4 ≥ 0, A1 ≥ 0

Where:
x3 is a slack variable
x4 is a surplus variable.
A1 is an artificial variable.

Initial basic feasible solution

x1 = x2 = x4 = 0
A1 = 2, x3 = 6

The Big M Method: Table 1

Calculating values for index row (zj – cj)

z1 – c1 = 0 X 3 + (–M) X 1 – 1 = –M – 1
z2 – c2 = 0 X 4 + (–M) X 3 – 5 = –3M – 5
z3 – c3 = 0 X 1 + (–M) X 0 – 0 = 0
z4 – c4 = 0 X 0 + (–M) X (–1) – 0 = M
z5 – c5 = 0 X 0 + (–M) X 1 – (–M) = 0

As M is a large positive number, the coefficient of M in the zj–

cj row would decide the incoming basic variable.
As -3M < -M, x2 becomes a basic variable in the next iteration.
Key column = x2 column.
Minimum (6/4, 2/3) = 2/3
Key row = A1 row
Pivot element = 3.
A1 departs and x2 enters.

Note that in the iteration just completed, artificial variable A1 was

eliminated from the basis. The new solution is shown in the
following table.
e.

Table 2

c j 1 5 0 0
c B Basic variables x 1 x x
2 3 x4 Solution values
B b (= X )B

0 x 3 5/3 0 1 4/3 10/3

5 x 2 1/3 1 0 –1/3 2/3
z –c
j j 2/3 0 0 –5/3
Final Optimal Table: The Big M Method

Table 2

cj 1 5 0 0
 cB Basic variables x1 x2 x3 x4 Solution values
B b (= XB)
0 x3 5/3 0 1 4/3 10/3
5 x2 1/3 1 0 –1/3 2/3
zj–cj 2/3 0 0 –5/3
Final Optimal Table: The Big M Method
cj 1 5 0 0
cB Basic variables x1 x2 x3 x4 Solution values
B b (= XB)
0 x4 5/4 0 3/4 1 5/2
5 x2 3/4 1 1/4 0 3/2
zj–cj 11/4 0 5/4 0

The optimal solution is:

x1 = 0, x2 = 3/2
z = 0 + 5 X 3/2 =15/2
Big M Simplex Method Example: LPP

Maximize z = -4x1 - 2x2

subject to

3x1 + x2 ≥ 27
x1 + x2 ≥ 21
x1 + 2x2 ≥ 30

x1, x2 ≥ 0

Solution.

By introducing surplus and artificial variables, the standard form of LPP

becomes
Maximize z = -4x1 - 2x2 + 0x3 + 0x4 + 0x5 – MA1 – MA2 – MA3

3x1 + x2 - x3 + A1 = 27
x1 + x2 - x4 + A2 = 21
x1 + 2x2 - x5 + A3 = 30

x1 ,x2, x3, x4, x5, A1, A2 ≥ 0

Where:
x4 and x5 are surplus variables
A1 and A2 are artificial variables.

Table 1

cj -4 -2 0 0 0 – – –
M M M
cB Basic x1 x2 x3 x4 x5 A1 A2 A3 Solution
variables values
B b (= XB)
–M A1 3 1 -1 0 0 1 0 0 27
-M A2 1 1 0 -1 0 0 1 0 21
–M A3 1 2 0 0 -1 0 0 1 30
 zj– -5M -4M MMM0 0 0
cj +4 +2

As -5M < -4M, x1 becomes a basic variable in the next iteration

Key column = x1 column.
Minimum (27/3, 21/1, 30/1) = 9
Key row = A1 row
Pivot element = 3.
A1 departs and x1 enters.

Table 2

cj - -2 0 0 0 – –
4 M M
cB Basic x1 x2 x3 x4 x5 A2 A3 Solution
variables values
B b (= XB)
–4 x1 1 1/3 -1/3 0 0 0 0 9
-M A2 0 2/3 1/3 -1 0 1 0 12
–M A3 0 5/3 1/3 0 -1 0 1 21
zj– 0 -7M/3 + -2M/3 - M M 0 0
cj 2/3 4/3

Table 3

cj - -2 0 0 0 –
4 M
cB Basic x1 x2 x3 x4 x5 A2 Solution
variables values
B b (= XB)
–4 x1 1 0 -2/5 0 1/5 0 24/5
–M A2 0 0 1/5 -1 2/5 1 18/5
-2 x2 0 1 1/5 0 -3/5 0 63/5
 zj– 0 0 -M/5 + M -2M/5 + 0
cj 6/5 2/5

Final Optimal Table: Big M Simplex Method

cj -4 -2 0 0 0
cB Basic variables x1 x2 x3 x4 x5 Solution values
B b (= XB)
–4 x1 1 0 -1/2 1/2 0 3
0 x5 0 0 1/2 -5/2 1 9
-2 x2 0 1 1/2 -3/2 0 18
zj–cj 0 0 1 1 0

The optimal solution is

x1 = 3, x2 = 18
z = -4 X 3 - 2 X 18 = -48