Scribd
Upload
125 views

The Two-Phase Simplex Method: Siddhalingeshwar I.G

The two-phase simplex method is an alternative to the big M method for finding a basic feasible solution when one is not readily available for a linear program. It involves adding artificial variables and solving a Phase I linear program to minimize the artificial variables. Once a Phase I optimal solution is found with the artificial variables at zero, the original objective is then used to solve the Phase II linear program to find the overall optimal solution. The method proceeds in two phases - Phase I to find feasibility and Phase II to find optimality.

Uploaded by

Prashant Mathapati
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
125 views

The Two-Phase Simplex Method: Siddhalingeshwar I.G

The two-phase simplex method is an alternative to the big M method for finding a basic feasible solution when one is not readily available for a linear program. It involves adding artificial variables and solving a Phase I linear program to minimize the artificial variables. Once a Phase I optimal solution is found with the artificial variables at zero, the original objective is then used to solve the Phase II linear program to find the overall optimal solution. The method proceeds in two phases - Phase I to find feasibility and Phase II to find optimality.

Uploaded by

Prashant Mathapati
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 19

The Two-Phase

Simplex Method

Siddhalingeshwar I.G.
Preview
 When a basic feasible solution is not readily available, the two-phase
simplex method may be used as an alternative to the big M method.
 In the two-phase simplex method, we add artificial variables to the
same constraints as we did in big M method. Then we find a BFS to the
original LP by solving the Phase I LP.
 In the Phase I LP, the objective function is to minimize the sum of all
artificial variables.
 At the completion of Phase I, we reintroduce the original LP’s objective
function and determine the optimal solution to the original LP.
The two-phase simplex method
 Step 1
Modify the constraints so that the right-hand side of each constraint is
nonnegative. This requires that each constraint with a negative right-
hand side be multiplied through by -1.
 Step 1’
Identify each constraint that is now an = or ≥ constraint. In step 3, we
will add an the artificial variable to each of these constraints.
 Step 2
Convert each inequality constraint to standard form.
For ≤ constraint i, we add a slack variable si;
For ≥ constraint i, we add an excess variable ei;
The two-phase simplex method
 Step 4
For now, ignore the original LP’s objective function.
Instead solve an LP whose objective function is min
w’=(sum of all the artificial variables).

This is called the Phase I LP.

The act of solving the phase I LP will force the artificial


variables to be zero.
The two-phase simplex method

Since each ai≥0, solving the Phase I LP will result in one of


the following three cases:
 Case 1

The optimal value of w’ is greater than zero.

In this case, the original LP has no feasible solution.


The two-phase simplex method
 Case 2

The optimal value of w’ is equal to zero, and no artificial


variables are in the optimal Phase I basis. In this case, we
drop all columns in the optimal Phase I tableau that
correspond to the artificial variables.

We now combine the original objective function with the


constraints from the optimal Phase I tableau. This yields
the Phase II LP.

The optimal solution to the Phase II LP is the optimal


solution to the original LP.
The two-phase simplex method

 Case 3

The optimal value of w’ is equal to zero and at least one


artificial variable is in the optimal Phase I basis.

In this case, we can find the optimal solution to the original LP


if at the end of Phase I we drop from the optimal Phase I
tableau all nonbasic artificial variables and any variable
from the original problem that has a negative coefficient in
row 0 of the optimal Phase I tableau.
Phase I and II feasible solutions

 Suppose the original LP is infeasible. Then the only way to obtain


a feasible solution to the Phase I LP is to let at least one artificial
variable be positive. In this situation, w’>0 will result.
 On the other hand, if the original LP has a feasible solution, this
feasible solution is feasible in the Phase I LP and yields w’=0. This
means that if the original LP has a feasible solution, the optimal
Phase I solution will have w’=0.
Example

Min z=2x1+3x2
s.t. 1/2x1+1/4x2≤4

x1+ 3x2≥20

x 1+ x2=10

x1,x2≥0
 Solution
As in the Big M method, step 1-3 transform the
constraints into

1/2 x1+1/4x2+s1 =4

x1+ 3x2 -s2+a2 =20

x1+ x2 +a3 =10


Step 4 yields the following Phase I LP:

min w’= a2+a3

s.t. 1/2 x1+1/4x2+s1 =4

x1+ 3x2 -s2+a2 =20

x1+ x2 +a3 =10


This set of equations yields a starting BFS for Phase I
(s1=4,a2=20,a3=10).
 Note:
The row 0 for this tableau (w’-a2-a3=0) contains the
basic variables a2 and a3. As in the Big M method,
a2 and a3 must be eliminated from row 0 before we
can solve Phase I.
To eliminate a2 and a3 from row 0,
Row 0: w’ -a2-a3 =0

+Row 2: x1+3x2-s2+a2 =20

+Row 3: x1+ x2 +a3=10

=New row 0: w’ +2x1+4x2-s2 =30


Combining the new row 0 with the Phase I
constraints yields the initial Phase I tableau:

Initial Phase I tableau


Basic
W’ x1 x2 s1 s2 a2 a3 RHS variable Ratio
1 2 4 0 -1 0 0 30 W’=30

0 ½ ¼ 1 0 0 0 4 s1=4 16

0 1 ③ 0 -1 1 0 20 a2=20 20/3*

0 1 1 0 0 0 1 10 a3=10 10

Note: Phase I problem is always a min problem,


even if the original LP is a max problem.
After performing the necessary elementary row
operations, we obtain the second tableau.

Phase I tableau after one iteration

Basic
W’ x1 x2 s1 s2 a2 a3 RHS variable Ratio
1 2/3 0 0 1/3 -4/3 0 10/3 W’=10/3

0 5/12 0 1 1/12 -1/12 0 7/3 s1=7/3 28/5

0 1/3 1 0 -1/3 1/3 0 20/3 x2=20/3 20

0 2/3 0 0 1/3 -1/3 1 10/3 a3=10/3 5*


After performing the necessary elementary row
operations, we obtain the third tableau.

Phase I tableau after two iterations


Basic
W’ x1 x2 s1 s2 a2 a3 RHS variable

1 0 0 0 0 -1 -1 0 W’=0

0 0 0 1 -1/8 1/8 -5/8 ¼ s1=1/4

0 0 1 0 -1/2 ½ -1/2 5 x2=5

0 1 0 0 1/2 -1/2 3/2 5 x1=5


Since w’=0, Phase I has been concluded. The basic
feasible solution s1=1/4,x2=5,x1=5 has been found.

Since no artificial variables are in the optimal Phase I


basis, the problem is an example of Case 2.

We now drop the columns for the artificial variables a 2


and a3 and reintroduce the original objective function.

Min z=2x1+3x2 or z-2x1-3x2=0


Since x1 and x2 are both in the optimal Phase I basis, they
must be eliminated from the Phase II row 0.
Phase II row 0: z-2x1-3x2 =0
+3(row 2): 3x2-3/2s2=15
+2(row 3): 2x1 +s2=10
= New Phase II row 0: z -1/2s2=25
We now begin Phase II with the following set of equations:
min z -1/2s2=25
s.t s1-1/8s2=1/4
x2 -1/2s2=5
x1 +1/2s2=5
This is optimal.
The optimal solution is z=25 x1=5 x2=5 s1=1/4 s2=0.
Remarks
 As with the Big M method, the column for any artificial
variable may be dropped from future tableaus as soon
as the artificial variable leaves the basis.
 The Big M method and Phase I of the two-phase method
make the same sequence of pivots. The two-phase
method does not cause roundoff errors and other
computational difficulties.
Thank You

You might also like