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Special Cases in Simplex Method

Here are the key points about multiple optimal solutions: - An LPP problem has multiple optimal solutions if there are non-basic variables with a Cj-Zj value of 0 in the optimal simplex table. - A Cj-Zj value of 0 for a non-basic variable means including that variable in the basis will neither increase nor decrease the objective function value. - To find an alternate optimal solution, select a non-basic variable with Cj-Zj = 0 as the entering variable and pivot as usual. This will produce a new basic feasible solution with the same optimal objective value. - For the example problem shown, both the original basic solution and the one with X2 in the

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154 views18 pages

Special Cases in Simplex Method

Here are the key points about multiple optimal solutions: - An LPP problem has multiple optimal solutions if there are non-basic variables with a Cj-Zj value of 0 in the optimal simplex table. - A Cj-Zj value of 0 for a non-basic variable means including that variable in the basis will neither increase nor decrease the objective function value. - To find an alternate optimal solution, select a non-basic variable with Cj-Zj = 0 as the entering variable and pivot as usual. This will produce a new basic feasible solution with the same optimal objective value. - For the example problem shown, both the original basic solution and the one with X2 in the

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Special Cases in Simplex Method

Special Cases in Simplex Method

1. Tie for the Entering Basic Variable


 Step 1 of each iteration chooses the non-basic variable having
the positive coefficient with the largest value in the current Cj-

Zj row) as the entering basic variable.

 Now suppose that two or more non-basic variables are tied for
having the largest positive coefficient.
 For example, this would occur in the first iteration for the
following problem if its objective function were changed to
Z= 3x1 +32, so that the initial in the Cj-Zj row became x1=3,
Max Z=3x1+5x2
Subject to
X1≤4
2x2≤12
3x1+2x2≤18
X1,X2≥0
Cont…
 The answer is that the selection between these contenders may be
made arbitrarily.
 The optimal solution will be reached eventually, regardless of the
tied variable chosen, and there is no convenient method for
predicting in advance which choice will lead there sooner.
 In this example, the simplex method happens to reach the optimal
solution (2, 6) in three iterations with x1 is chosen as the initial

entering basic variable, versus two iterations if x2 is chosen.

EXERCISE : You need to check it by considering z= 3x1+3x2 with


the unchanged constraints
2. Degeneracy in Simplex Method

 In some cases, there may be a tie in selecting the variable


that should be introduced into the basis, i.e., there is a tie
between the replacement ratio (Minimum ratio) of two
variables.
 To resolve degeneracy in simplex method, we select one
of them arbitrarily.
 Let us consider the following linear program problem
(LPP).
Example - Degeneracy in Simplex Method
Maximize 3x1 + 9x2
subject to x1 + 4x2 ≤ 8
x1 + 2x2 ≤ 4
x1, x2 ≥ 0
Solution.
After introducing slack variables, the corresponding
equations are: x1 + 4x2 + x3 = 8
x1 + 2x2 + x4 = 4
x1, x2, x3, x4 ≥ 0
Where x3 and x4 are slack variables.
Simplex Table 1

Minimum positive value (8/4, 4/2) = (2, 2) There is a tie


between the two values. So you are at liberty to break
the tie arbitrarily.
Solution : x1 = 0, x2 = 2, z = 18: x1 = 0, x2 = 2, z = 18
3. Unbounded Solution
No Leaving Basic Variable—Unbounded Z
 In step 2 of an iteration, there is one other possible
outcome that we have not yet discussed, namely, that no
variable qualifies to be the leaving basic variable.
 This outcome would occur if the entering basic variable
could be increased indefinitely without giving negative
values to any of the current basic variables.
Cont…

 Under the simplex method, an unbounded solution is


indicated when there are no positive values of minimum
ratio i.e., minimum ratio values are either infinite or
negative.
 In this case there is no outgoing variable.
 The reason may go with that the model probably has been
miss-formulated-
Either by omitting relevant constraints or by stating
them incorrectly.
 Alternatively, a computational mistake may have
occurred.
4. Multiple Optimal Solutions

 An alternate optimal solution is determined by selecting the


non-basic variable with Cj-Zj = 0 as the entering variable.
 The optimal solution may not be unique, if the non basic
variables have a zero coefficient in the index row (Cj-Zj).
 This implies that bringing the non basic variable into the
basis will neither increase nor decrease the value of the
objective function.
 Thus, the linear program problem (LPP) has multiple
optimal solutions (Alternative optimal solutions).
 For example, let us consider the following example of
simplex method.
Multiple Optimal Solutions Example : LPP
 The fact that this problem contains multiple optimal
solutions can be determined from the Cj-Zj row.
 Recall that the Cj-Zj row values are the net increases in
profit per unit for the variable in each column.
 Thus, Cj-Zj values of zero indicate no net increase in profit
and no net loss in profit.
 We would expect the basic variables, S1and X1,to have
zero Cj-Zj values because they are part of the basic feasible
solution; they are already in the solution so they cannot be
entered again. However, the X2 column has a Cj-Zj value
of zero and it is not part of the solution.
Cont…
• To determine the alternate endpoint solution, let X2 be
the entering variable (pivot column) and select the pivot
row as usual. This selection results in the S2 row being
the pivot row. The alternate solution shown below.
• In either of the cases, the total profit the same. i.e, 1,200.
The alternate optimal tableau
Cont…

Exercise
• Solve the following linear program using the simplex
method.

Max 4x1 +x2 -x3


Subject to

x1 +3x3 ≤6
3x1 +x2 +3x3 ≤9
x 1, x 2, x 3 ≥ 0
Cont…

• Maximize 2000x1 + 3000x2


subject to
6x1 + 9x2 ≤ 100
2x1 + x2 ≤ 20
x1, x2 ≥ 0
Cont….

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