Two Phase Method

• The problem solved in two phases.

• Phase-I: Write new objective function with only
artificial variables. Ex: Max W = -A₁ -A₂
constraints a₁₁ x₁ +a₁₂ x₂ - s₁+A₁ = b₁
a₂₁ x₁ +a₂₂ x ₂ - s₂ +A ₂ = b ₂
x₁, x₂, s₁, s₂, A₁, A₂ ≥ 0
Solve by simplex method
• If W* = 0 then go to phase –II.
• Else the problem is infeasible.
• Phase-II: Take the optimal table of phase-I and
consider the original objective function. Test for
optimality and obtain the optimal solution.
Problem.
Solve the following LPP by using two phase method.

Max Z= -x1 + 3x2

Subjected to constraints
x1 + 2 x 2 ≥ 2
3x1 + x2 ≤ 3
x1 ≤ 4
x1 ≥ 0 , x 2 ≥ 0
• RHS values of all constraints are positive

• Convert inequality constraints in to equations by

adding suitable variables.

Max Z= -x1 + 3x2

x1 + 2x2 - s1 + A1 = 2
3x1 +x2 + s2 = 3
x1 + s3 = 4
x1 ≥ 0 , x2 ≥ 0 , s1, ≥ 0, s2 ≥ 0 , s3 ≥ 0, A1 ≥ 0
Phase I:
• Auxiliary objective function
Max W = 0x1 + 0x2 +0s1 + 0s2 + 0s3 – A1
x1 + 2x2 - s1 +0s2 +0s3 +A1 = 2
3x1 +x2+0s1 + s2 + 0s3 +0A1 = 3
x1 + 0x2 + 0s1 + 0s2 + s3 +0A1 = 4
x1 ≥ 0 , x2 ≥ 0 , s1, ≥ 0, s2 ≥ 0 , s3 ≥ 0, A1 ≥ 0
• Now find the IBFS by putting (n-m) number of
variables zero.

• 6-3 =3 variables x1 , x2 , and s1 putting zero in

the constraints A1 = 2, s2 = 3, s3 = 4

• Now draw the simplex table

 Cj 0 0 -1
0 0 0

  Basic
xB
Ratio
C or
B
s1
  Variables Solution
x1 x2 s2 s3 A1

-1 A1 2 1 2 -1 0 0 1
2/2=1
  3/1=3
0 s2 3 3 1 0 1 0 0
 
0 0 0 1 0 4/0=infinity
0 s3 4 1

Zj -1 -2 1 0 0 -1

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

  Basic
xB
Ratio
C or
B
s1
  Variables Solution
x1 x2 s2 s3 A1

0 x2 1 1/2 1 -1/2 0 0 1/2

 
0 s2 2 5/2 0 1/2 1 0 -1/2
 
0 0 0 1 0
0 s3 4 1

0
Zj 0 0 0 0 0

Cj - Zj 0 0 0 0 0 -1
• From the above table optimum value of W is
zero. Because artificial variable is not in basis
column.

• Hence go to phase II.

 Cj -1 3 0 0 0

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

-1/2 -2
3 x2 1 1/2 1 0 0
  2/1/2=4
0
0 s2 2 5/2 1/2 1 0
  4/0
0 0 0 1
0 s3 4 1 =infinity

-3/2
Zj 3/2 3 0 0

-5/2 0
Cj - Zj 3/2 0 0
 Cj -1 3 0 0 0

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

3 x2 3 3 1 0 1 0
 
0
0 s1 4 5 1 2 0
 
0 0 0 1
0 s3 4 1

0
Zj 9 3 3 0

-10 0 0 -3 0
Cj - Zj
• In maximization case all Cj –Zj values are
negative or zero. Hence the problem has
optimal solution.

• Optimum values of x1 =0, x2 = 3

• z =-1x0 +3x3 = 9
Problem.

• Use simplex method to solve the following

system of linear equations.
x1 + x2 =1
2x1 + x =3
2
• x1 and x2 are unrestricted variables, Because
non negative constraints was not given.

• Let x1 = p-q, x2 = r-s

• Auxiliary objective function
Max W = 0p + 0q+ 0r +0s - A1 - A2
p-q + r-s +A1 + 0A2 = 1
2 p-2q + r-s + 0A1 + A2 = 3
p ≥ 0 , q ≥ 0 , r ≥ 0, s ≥ 0, A1 ≥ 0, A2 ≥ 0
• Now find the IBFS by putting (n-m) number of
variables zero.

• 6-2 = 4 variables p , q , r, and s putting zero in

the constraints A1 = 1, A2 = 3

• Now draw the simplex table

 Cj 0 0 0 -1 -1
0

  Basic
xB
Ratio
C or
B
A2
  Variables Solution p q r s A1

-1 A1 1 1 -1 1 -1 1 0 1/1=1
 
A2 3 2 0
  -1 -2 1 -1 1 3/2

3 -2 2 -1 -1
Zj -3

3 -3 2 -2 0 0
Cj - Zj
 Cj 0 0 0 -1 -1
0

  Basic
xB
Ratio
C or
B
A2
  Variables Solution p q r s A1

1
0 p 1 1 -1 1 -1 0 -ve
 
1 0 -2 1/1= 1
  -1 A2 0 -1 1 1

0 1 -1 2 -1
Zj 0

0 0 -1 1 -3 0
Cj - Zj
 Cj 0 0 0 -1 -1
0

  Basic
xB
Ratio
C or
B
A2
  Variables Solution p q r s A1

0 p 2 1 -1 0 0 -1 1
 
s 1 0 -2
 0 0 -1 1 1

0 0 0 0 0
Zj 0

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

• Optimum values of p = 2 , s =1

• But x1 = p-q =2-0=2, x2 = r-s =0-1=-1