INFEASIBILITY UNBOUNDEDNESS DEGENERACY ALTERNATE OPTIMAL SOLUTIONS

There exists no solution that satisfies all of the problems

constraints An infeasible solution would be apparent by looking at the final tableau Solution seems optimal but artificial variable(s) still exist in the solution mix Generally indicates an error in formulating the problem or in entering data Problems with no feasible solution do exist in practice, most often because managements expectations are too high or because too many restrictions have been placed on the problem Infeasibility is independent of the objective function (a change in the coefficients of the objective function will not help, the problem will remain infeasible)

Illustration:

= Subject to:

maxP

2x1 x1 x1 x1

+ + + ,

x2 x2 x2 x2

3 6 0

Standard Form:

= 2x1 + Subject to: x1 +

maxP

x2 x1 x2

+ 0S1 - MA1 + x2 + S1 = - S2 + A1 = x1 , X2

3 6 0

Cj

Solution Variables

Solution Values

Tableau 1 2 1
x1 x2

0 S1

0 S2

-M A1

0
-M

S1
A1 Zj Cj - Zj

3
6 -6M

1
1 -M 2+M

1
1 -M 1+M

1
0 0 0

0
-1 M -M

0
1 -M 0

Outgoing Row S1 3 / 1 = 3 A1 6 / 1 = 6

Cj

Solution Variables

Solution Values

Tableau 2 2 1
x1 x2

0 S1

0 S2

-M A1

2
-M

x1
A1 Zj Cj - Zj

3
3 6-3M

1
0 2 0

1
0 2 -1

1
-1 2+M -2-M

0
-1 M -M

0
1 -M 0

**Notice that Tableau2 is already optimal since there is no positive entry is present in the Cj Zj row. However, the solution is x1=3 and A1=3. Since the existence of an artificial variable in the solution makes the solution meaningless, this is not a real solution. In general, if the solution is optimal but there are artificial variables in the solution, the solution is infeasible.

 Exists when the objective function can be made infinitely large

(small) without violating any constraints Unboundedness can be discovered prior to reaching the final tableau Values in the row value ratios are all negative or undefined (positive or undefined) in which case, no outgoing variable Generally indicates an error in data or in formulating the constraints or its omission Also termed as managerial utopia; however, this cannot occur in real-world problems A change in the objective function can cause a previously unbounded problem to become bounded, even though no changes have been made in the constraints

Illustration:

= 2x1 + x2 x1 Subject to: x2 x1 , x2

maxP

3 6 0

Standard Form:

= 2x1 + x2 + 0S1 Subject to: x1 - S1 x2 - S2 x1

maxP

+ + + ,

0S2 A1 A2 x2

- MA1 - MA2 = 3 = 6 0

Cj -M -M

Solution Solution

Tableau 1 1

-M

-M

Variables Values

x1
1 0 -M 2+M

x2
0 1 -M 1+M

S1
-1 0 M -M

S2
0 -1 M -M

A1
1 0 -M 0

A2
0 1 -M 0

A1 A1 Zj Cj - Zj

3 6 -9M

Outgoing Row A1 3 / 1 = 3 A1 6 / 0 =

Cj 2 -M

Solution Solution

Tableau 2 1

-M

-M

Variables Values

x1
1 0 2 0

x2
0 1 M 1+M

S1
-1 0 -2 2

S2
0 -1 M -M

A1
0 0 0 0

A2
0 1 -M 0

x1 A1 Zj Cj - Zj

3 6 6-6M

Outgoing Row A1 3 / 0 = A1 6 / 1 = 6

Cj 2 1

Solution Solution

Tableau 3 1

-M

-M

Variables Values

x1
1 0 2 0

x2
0 1 1 0

S1
-1 0 2 2

S2
0 -1 -1 1

A1
0 0 0 0

A2
0 0 0 0

x1 x1 Zj Cj - Zj

3 6 12

Outgoing Row A1 3 / -1 = -3 A1 6 / 0 = Notice that one row value is -3 and the other is undefined. This indicates that the most constrained point doesnt exist and that the solution is unbounded.

 Degeneracy can be discovered during the computation for the

outgoing variable

Results

from a tie in the minimum positive (negative) replacement ratio for determining the outgoing variable choice can be made arbitrarily

The presence of degeneracy sometimes result to cycling Cycling - A sequence of pivots that goes through the same tableaus and repeats itself indefinitely In practice, degeneracy frequently occurs although cycling is

rare; computer programs generally have no difficulty reaching the optimum even when degeneracy occurs (LINDO, LPSBA)

Illustration:

= 2x1 + 3x2 Subject to: 3x1 + 2x2 x2 x1 + 2x2 x1 , x2

maxP
maxP

12 3 8 0

Standard Form:

= 2x1 + 3x2 + 0S1 + 0S2 + 0S3 Subject to: 3x1 + 2x2 + S1 = 12 x2 + S2 = 3 x1 + 2x2 + S3 = 8 x1 , x2 = 0

Cj 0 0 0

Solution

Solution

Variables

Values

S1 S2 S3 Zj Cj - Zj

12 3 8 0

Tableau 1 2 3 x1 x2 3 2 0 1 1 2 0 0 2 3

0 S1 1 0 0 0 0

0 S2 0 1 0 0 0

0 S3 0 0 1 0 0

Outgoing Row S1 12 / S2 3 / S3 8 /

2= 1= 2=

6 3 4

Cj 0 3 0

Solution Variables

Solution Values

S1 x2 S3 Zj Cj - Zj

6 3 2 9

Tableau 2 2 3 x1 x2 3 0 0 1 1 0 0 3 2 0

0 S1 1 0 0 0 0

0 S2 -2 1 -2 3 -3

0 S3 0 0 0 0 0

Outgoing Row

S1 6 / 3 = 2 S2 3 / 0 = S3 2 / 1 = 2

Cj 2 3 0

Solution Variables

Solution Values

x1 x2 S3 Zj Cj - Zj

2 3 0 13

Tableau 3 2 3 x1 x2 1 0 0 1 0 0 0 3 2 0

0 S1 1/3 0 - 1/3 2/3 - 2/3

0 S2 - 2/3 1 -1 1/3 1 2/3 -1 2/3

0 S3 0 0 0 0 0

Decision:

x1 = 2 x2 = 3 Zj = 13

 Condition in which more than one solution is available for a

linear programming problem each of which maximize or minimize the objective function Indicated by a situation under which a non-basic variable in the final simplex tableau showing optimal solution has a net zero contribution at least one of the non-basic variable is zero in the Cj-Zj row We can discover the alternate solution by using the column of that non-basic variable as the pivot column to make another tableau In practice, this situation is generally good for the manager or decision maker for it means that several combinations of the decision variables are optimal and that the manager can select the most desirable optimal solution

Illustration:

= 1000x1 + 2000x2 Subject to: 3x1 + 2x2 2x1 + 4x2 x1 x1 , x2

maxP
maxP

18 20 5 0 + 0S3 = 18 = 20 = 5 0

Standard Form:

= 1000x1 + 2000x2 + 0S1 + 0S2 Subject to: 3x1 + 2x2 + S1 2x1 + 4x2 + S2 x1 + S3 x1 , x2

Cj 0 0 0

Solution Solution Variables Values

S1 S2 S3 Zj Cj - Zj

18 20 5 0

Tableau 1 1000 2000 x1 x2 3 2 2 4 1 0 0 0 1000 2000

0 S1 1 0 0 0 0

0 S2 0 1 0 0 0

0 S3 0 0 1 0 0

Outgoing Row S1 18 / S2 20 / S3 5 /

2= 4= 0=

9 5

Cj 0 2000 0

Solution Variables

Solution Values

S1 x2 S3 Zj Cj - Zj

8 5 5 10000

Tableau 2 1000 2000 x2 x1 2 0 1/2 1 1 0 1000 2000 0 0

0 S1 1 0 0 0 0

0 S2 - 1/2 1/4 0 500 -500

0 S3 0 0 1 0 0

**At

this point, we can see that we have already reached our final tableau, but notice that a non-basic variable (x1) not included in the solution mix has a value of zero at the Cj Zj row

Cj 0 2000 0

Solution Variables

Solution Values

S1 x2 S3 Zj Cj - Zj

8 5 5 10000

Tableau 2 1000 2000 x1 x2 2 0 1/2 1 1 0 1000 2000 0 0

0 S1 1 0 0 0 0

0 S2 - 1/2 1/4 0 500 -500

0 S3 0 0 1 0 0

Outgoing Row S1 8 / 2 = 4 x2 5 / 1/2 = 10 S3 5 / 1 = 5

We continue to make another tableau using the column on the non-basic variable with zero value as the pivot element to determine the alternative optimal solution.

Cj 1000 2000 0

Solution Variables

Solution Values

x1 x2 S3 Zj Cj - Zj

4 3 1 10000

Tableau 3 1000 2000 x1 x2 1 0 0 1 0 0 1000 2000 0 0

0 S1 1/2 -1/4 -1/2 0 0

0 S2 - 1/4 3/8 -1/4 500 -500

0 S3 0 0 1 0 0

Decision:
Solution in T2 Alternative Optimal Solution

x1 = 0 x2 = 5 Zj = 10,000

x1 = 4 x2 = 3 Zj = 10,000