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Special Cases:: - Unbounded Solution: - Multiple Optimal

The document discusses multiple types of special cases that can occur when solving linear programming problems using the simplex method: - Unbounded solution: When all elements in the key column are non-positive. - Multiple optimal: When a non-basic variable has a Cj-Zj value of zero. - Infeasible solution: When the optimum value of the auxiliary objective function is non-zero in two phase method, or the optimal table basis contains an artificial variable in big M method. - Degeneracy: When the ratio column has two minimum equal values. It can be permanent or temporary degeneracy. The document then provides an example problem and its step-by-step

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Affu Shaik
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0% found this document useful (0 votes)
97 views38 pages

Special Cases:: - Unbounded Solution: - Multiple Optimal

The document discusses multiple types of special cases that can occur when solving linear programming problems using the simplex method: - Unbounded solution: When all elements in the key column are non-positive. - Multiple optimal: When a non-basic variable has a Cj-Zj value of zero. - Infeasible solution: When the optimum value of the auxiliary objective function is non-zero in two phase method, or the optimal table basis contains an artificial variable in big M method. - Degeneracy: When the ratio column has two minimum equal values. It can be permanent or temporary degeneracy. The document then provides an example problem and its step-by-step

Uploaded by

Affu Shaik
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 PPTX, PDF, TXT or read online on Scribd
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Special cases:

• Unbounded solution: In the key column all elements –ve or


zero it is said to be unbounded.

• Multiple optimal : If any basic variable is not in basis and Cj- Zj


value zero for that column then the solution having multiple
optimal, next alternative solution can be determined by taking
that column as key column and continue the procedure.

• Infeasible solution: In two phase method the optimum value of


auxiliary objective function is non zero, then it is having
infeasible solution. In big M method in the optimal table basis
contains artificial variable, it is having infeasible solution.
• Degeneracy solution: In the ratio column two
values are minimum and equal, then it is said
to be degeneracy. If it is in optimal table it is
said to be permanent degeneracy. If it is in
middle table it is said to be temporary
degeneracy.
Problem. (Multiple optimal solution)

Solve the following LPP by using simplex method.


Max Z= 4x1+10x2
Subjected to constraints
2x1 + x2 ≤ 50
2x1+ 5x2 ≤ 100
2x1+ 3x2 ≤ 90
x1 ≥ 0 , x 2 ≥ 0
• RHS values of all constraints are positive

• Convert inequality constraints in to equations


by adding suitable variables.

Max Z= 4x1+10x2
2x1 + x2 + s1 = 50
2x1+ 5x2 + s2 = 100
2x1+ 3x2 + s3 = 90
x1 ≥ 0 , x2 ≥ 0 , s1, ≥ 0, s2 ≥ 0 , s3 ≥ 0
• Write the problem in the standard form.

Max Z= 4x1+10x2 +0s1 + 0s2 +0s3

2x1 + x2 + s1 + 0s2 + 0s3 = 50

2x1 + 5x2 + 0s1 + s2 + 0s3 = 100

2x1 + 3x2 + 0s1 + 0s2 + s3 = 90

x1 ≥ 0 , x2 ≥ 0 , s1, ≥ 0, s2 ≥ 0 , s3 ≥ 0
• Now find the IBFS by putting (n-m) number of
variables zero.

• 5-3 = 2 variables x1 , x2 putting zero in the


constraints s1 = 50, s2 = 100, s3 = 90

• Now draw the simplex table


Cj 10 0 0 0
4

  Basic
xB
Ratio
C B or
  Variables Solution x1 x2 s1 s2 s3

0 s1 50 2 1 1 0 0
50/1=50
 
100 2 0 100/5=20
 0 s2 5 0 1

0 s3 90 2 3 0 0 1 90/3=30

0
Zj 0 0 0 0

Cj - Zj 0
4 10 0 0
Cj 10 0 0 0
4

  Basic
xB
Ratio
C B or
  Variables Solution x1 x2 s1 s2 s3

0 s1 30 8/5 0 1 -1/5 0
 
20 2/5 0
  10 x2 1 0 1/5

0 s3 30 4/5 0 0 -3/5 1

2
Zj 4 10 0 0

Cj - Zj -2
0 0 0 0
• In maximization case all Cj –Zj values are negative or
zero. Hence the problem has optimal solution.

• Optimum values of x = 20 , x = 0 ,
2 1

• Z= 4x0 + 10x20 = 200

• But in the above optimal table Cj –Zj value of x 1


column is zero. Hence the problem has multiple
optimal solution. In next table x 1 column taken as key
column and continue the procedure to get alternative
solution.
Cj 10 0 0 0
4

  Basic
xB
Ratio
C B or
  Variables Solution x1 x2 s1 s2 s3

0 -1/5 0 30/8/5
s1 30 8/5 0 1
= 75/4
 
20 2/5 0 20/2/5=50
  10 x2 1 0 1/5
30/4/5=
0 s3 30 4/5 0 0 -3/5 1 75/2

2
Zj 4 10 0 0

Cj - Zj -2
0 0 0 0
Cj 10 0 0 0
4

  Basic
xB
Ratio
C B or
  Variables Solution x1 x2 s1 s2 s3

4 x1 75/4 1 0 5/8 -1/8 0


 
25/2 0 0
  10 x2 1 -1/4 1/4

0 s3 15 0 0 -1 -1/2 1

2
Zj 4 10 0 0

Cj - Zj -2
0 0 0 0
• In maximization case all Cj –Zj values are
negative or zero. Hence the problem has
optimal solution.

• Alternative solution

• Optimum values of x = 25/2 , x = 75/4 ,


2 1

• Z= 4x75/4 + 10x25/2 = 200


Problem.
Solve the following LPP by using simplex method.
Min Z= x1 - x2
Subjected to constraints
x1 + x2 ≤ 1
2x1+ x2 ≥ 6
x1 ≥ 0 , x 2 ≥ 0
• RHS values of all constraints are positive

• Convert inequality constraints in to equations


by adding suitable variables.

Min Z= x1 - x2
x1 + x2 + s1 = 1
2x1+ x2 - s2 +A1= 6
x1 ≥ 0 , x2 ≥ 0 , s1, ≥ 0, s2 ≥ 0 , A1 ≥ 0
• Write the problem in the standard form.

Min Z= x1 - x2 +0s1 + 0s2 +MA1

x1 + x2 + s1 + 0s2 + 0A1 = 1

2x1 + x2 + 0s1 - s2 + A1 = 6

x1 ≥ 0 , x2 ≥ 0 , s1, ≥ 0, s2 ≥ 0 , A1 ≥ 0
• Now find the IBFS by putting (n-m) number of
variables zero.

• 5-2 = 3 variables x1 , x2 and s2putting zero in


the constraints s1 = 1 A1 = 6

• Now draw the simplex table


Cj -1 0 0 M
1

  Basic
xB
Ratio
C B or
  Variables Solution x1 x2 s1 s2 A1

0 s1 1 1 1 1 0 0
1/1=1
 
M 2 1 6/2=3
  A1 6 1 0 -1

2M M 0 -M M
Zj
1-2M M
Cj - Zj -1-M 0 M
Cj -1 0 0 M
1

  Basic
xB
Ratio
C B or
  Variables Solution x1 x2 s1 s2 A1

1 x1 1 1 1 1 0 0
 
M 0 1
  A1 4 -1 -2 -1

1 1-M 1-2M -M M
Zj
0 M
Cj - Zj -2+M 2M-1 0
• In minimization case all Cj –Zj values are
positive or zero. Hence the problem has
optimal solution.

• But in optimal table basis column contains


artificial variable .

• Hence the problem has infeasible


solution.
Problem.
Solve the following LPP by using simplex method.
Max Z= 2x1+2x2
Subjected to constraints
x1 - x2 ≥ -1
-0.5x1+ x2 ≤ 2
x1 ≥ 0 , x 2 ≥ 0
• Ans : Unbounded solution.
• RHS value of first constraint is negative. First
convert in to positive by multiplying by minus
on both sides, then inequality sign will change
to opposite.

Max Z= 2x1+2x2
Subjected to constraints
- x 1 + x2 ≤ 1
-0.5x1+ x2 ≤ 2
x1 ≥ 0 , x 2 ≥ 0
• Convert inequality constraints in to equations
by adding suitable variables.
Max Z= 2x1+2x2
-x1 + x2 + s1 = 1
-0.5x1+ x2 + s2 = 2
x1 ≥ 0 , x2 ≥ 0 , s1, ≥ 0, s2 ≥ 0 ,
• Write the problem in the standard form.

Max Z= 2x1+2x2 +0s1 + 0s2

- x1 + x2 + s1 + 0s2 = 1

- 0.5x1 + x2 + 0s1 + s2 = 2

x1 ≥ 0 , x2 ≥ 0 , s1, ≥ 0, s2 ≥ 0
• Now find the IBFS by putting (n-m) number of
variables zero.

• 4-2 = 2 variables x1 and x2 putting zero in the


constraints s1 = 1 s2 = 2

• Now draw the simplex table


Cj
2 2 0 0

CB Basic xB Ratio
Variables
  or x1 x2 s1 s2
Solution
 
0 1 1 0 1/1=1
s1 -1
1

  0 s2 2 -1/2 1 0 1 2/1=2

  Zj
0 0 0 0

Cj - Zj 0
2 2 0
Cj
2 2 0 0

CB Basic xB Ratio
Variables
  or x1 x2 s1 s2
Solution
 
2 1 1 0 -ve
x2 -1
1

  0 s2 1 1/2 0 -1 1 1/1/2=2

  Zj
-2 2 2 0

Cj - Zj 0
4 0 -2
Cj
2 2 0 0

CB Basic xB Ratio
Variables
  or x1 x2 s1 s2
Solution
 
2 0 1 -1 2
x2 3

  2 x1 2 1 0 -2 2

  Zj
2 2 -6 8

Cj - Zj -8
0 0 6
• In above table S column is the key
1

column. All the element in key column are


negative or zero.

• Hence the problem has unbounded


solution.
Problem.
Solve the following LPP by using simplex method.
Max Z= 5x1+8x2
Subjected to constraints
4x1 + 6x2 ≤ 24
2x1+ x2 ≤ 18
3x1+ 9x2 ≤ 36
x1 ≥ 0 , x 2 ≥ 0
• RHS values of all constraints are positive

• Convert inequality constraints in to equations


by adding suitable variables.

Max Z= 5x1+8x2
4x1 + 6x2 + s1 = 24
2x1+ x2 + s2 = 18
3x1+ 9x2 + s3 = 36
x1 ≥ 0 , x2≥ 0 , s1, ≥ 0, s2 ≥ 0 , s3 ≥ 0
• Write the problem in the standard form.

Max Z= 5x1+8x2 +0s1 + 0s2 +0s3

4x1 + 6x2 + s1 + 0s2 + 0S3 = 24

2x1+ x2 + 0s1 + s2 + 0s3 = 18

3x1+ 9x2 + 0s1+0s2 + s3 = 36

x1 ≥ 0 , x2≥ 0 , s1, ≥ 0, s2 ≥ 0 , s3 ≥ 0
• Now find the IBFS by putting (n-m) number of
variables zero.

• 5-3 =2 variables x1, and x2 putting zero in the


constraints s1 = 24, s2 = 18, s3= 36

• Now draw the simplex table


Cj 8 0 0 0
5

  Basic
xB Ratio
C B or
  Variables Solution x1 x2 s1 s2 s3

0 0 0
s1 24 4 6 1 24/6=4
 
18/1=
18 2 0
  0 s2 1 0 1 18
36/9=
0 s3 36 3 9 0 0 1
4

0
Zj
0
0 0 0

Cj - Zj 0
5 8 0 0
• In the above table ratio column two minimum
values are equal ( 4 and 4).

• Hence the problem is said to be degeneracy.

• Degeneracy can be resolved by taking that two


column ratios, then minimum value taken as
key row.
Cj 8 0 0 0
5

  Basic
xB Ratio
C B or s2
  Variables Solution x1 x2 s1 s2 s3 s1

0 24/1 24/
0 s1 24 4 6 1 0 24/6= =24 0
  4
18/1
18 2 0
  0 s2 1 0 1 =18
36/ 36/ 36/
0 s3 36 3 9 0 0 1
9=4 0 0

0
Zj
0
0 0 0

Cj - Zj 0
5 8 0 0
• In the above table S1 column ratio is minimum
(24).
• Hence S1 row taken as key row and continue the
procedure.

• Now draw the next simplex table.


Cj 8 0 0 0
5

  Basic
xB Ratio
C B or
  Variables Solution x1 x2 s1 s2 s3

8 0 0
x2 4 2/3 1 1/6 24/6=4
 
-1/6 18/1=
14 4/3 0
  0 s2 0 1 18
0 36/9=
0 s3 0 -3 0 -3/2 1
4

0
Zj
0
16/3 8 4/3

-4/3
Cj - Zj 0
-1/3 0 0
• In maximization case all Cj –Zj values are
negative or zero. Hence the problem has
optimal solution.

• Optimum values of x = 4 , x = 0 ,
2 1

• Z= 5x0 + 8x4 = 32

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