ADVANCED POWER

SYSTEM OPTIMIZATION
(ELL776)

-DR YASHASVI BANSAL

ASSISTANT PROFESSOR
DEPARTMENT OF ELECTRICAL ENGINEERING
IIT DELHI-110016

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 UNIT 2:
LINEAR PROGRAMMING

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SIMPLEX METHOD

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SPECIAL CASES

1. Degeneracy
2. Alternative optima
3. Unbounded solutions
4. Nonexisting (or infeasible) solutions

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DEGENERACY
• Application of the feasibility condition of the simplex method, a tie for the
minimum ratio may occur and can be broken arbitrarily. When this happens,
at least one basic variable will be zero in the next iteration, and the new
solution is said to be degenerate.
• Degeneracy can cause the simplex iterations to cycle indefinitely, thus never
terminating the algorithm.
• The condition also reveals the possibility of at least one redundant constraint.
 EXAMPLE: DEGENERATE OPTIMAL SOLUTION 6

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• Two- dimensional problem, the point is overdetermined, and one of the constraints is redundant.

• Degeneracy can lead to cycling. It is thus possible for the simplex method to enter a repetitive sequence of iterations,
never improving the objective value and never satisfying the optimality condition.

• Computer roundoff error may actually create degeneracy-like conditions during the course of solving a real-life LP.

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ALTERNATE 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.

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 EXAMPLE: ALTERNATIVE OPTIMA 9

The simplex method deals with corner point optima only.

Mathematically, we can determine all the points (x1, x2) on the

line segment BC as a nonnegative weighted average of points
B and C.

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UNBOUNDED SOLUTION

• In some LP models, the solution space is unbounded in at least one

variable—meaning that variables may be increased indefinitely without
violating any of the constraints.
• The associated objective value may also be unbounded in this case.
• An unbounded solution space may signal that the model is poorly
constructed.
• The most likely irregularity in such models is that
o some key constraints have not been accounted for.
o estimates of the constraint coefficients may not be accurate.

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 EXAMPLE: UNBOUNDED OBJECTIVE VALUE 11

Basic x1 x2 x3 x4 Solution
z
x3
x4

All the constraint coefficients under x 2 are ≤ 0—meaning that x2 can be

increased indefinitely without violating any of the constraints

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INFEASIBLE SOLUTION

• LP models with inconsistent constraints have no feasible solution.

• This situation does not occur if all the constraints are of the type ≤ with
nonnegative right-hand sides because the slacks provide an obvious feasible
solution.
• For other types of constraints, penalized artificial variables are used to start
the solution. If at least one artificial variable is positive in the optimum
iteration, then the LP has no feasible solution.
• An infeasible space points to the possibility that the model is not formulated
correctly.

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 EXAMPLE: INFEASIBLE SOLUTION SPACE 13

pseudo-optimal solution
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SENSITIVITY
In LP, the parameters (input data) of the model can change within certain limits without causing changes in
the optimum. This is referred to as sensitivity analysis.

• Graphical Sensitivity Analysis

• Algebraic Sensitivity Analysis

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DUAL PRICE
Unit worth of a resource means rate of change of the objective function per unit change of a resource. Also
called as dual (or shadow) price .

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EXAMPLE: ALGEBRAIC SENSITIVITY ANALYSIS

Letting x1, x2, and x3 represent the daily number of units assembled of trains, trucks, and cars,
respectively, the associated LP model is given as:

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Optimal Tableau

D1, D2, and D3 are the (positive or negative) changes made in the allotted daily manufacturing time of operations 1, 2,
and 3, respectively.

Simplex tableau of the

modified problem

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Optimal Tableau of
modified problem

Dual prices

This means that the dual prices equal the coefficients of the slack variables in the optimal z-
row.
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 Feasibility range: The current solution remains feasible if all the basic variables remain
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nonnegative.

Suppose that the manufacturing time available for operations 1, 2, and 3 are 480, 440,
and 400 mins, respectively

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Individual Feasibility range:
(changing the resources one at a time)

Check for D1 = 30, D2 = --2, and D3 = 100

Check for D1 = -30, D2 = --12, and D3 = 10

It is important to notice that the dual prices will remain applicable for any simultaneous changes that keep the
solution feasible, even if the changes violate the individual ranges.
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The above algebraic sensitivity analysis is for change in right-hand

side. Kindly study algebraic sensitivity analysis for objective function.

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An LP code is deemed robust if it satisfies two fundamental

requirements:

1. Speed
2. Accuracy

Different LP algorithms (simplex, dual simplex, revised simplex,

and interior point)

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