CB 0 -M

B s1 xa1

XB 6 1 -M

-4 Yx1 2 1 4-M 0 1 0

-8 Yx2 3 1 8-M 1 1 4

0 Ys1 1 0 0 1 0 0

0 Ys2 0 -1 M 2 -1 4

-M Ya1 0 1 0 1

0 -4

s1 x1

4 1 -4

Two-Phase Method
Phase 1:
Define a new objective function: Cost = 0 for all original variables Cost = 1 for all artificial variables. Minimize the objective function. For any solution with all artificial variables non-basic, Z must be zero (optimal value) Optimal solution to this problem provides a basic feasible solution for the original problem. Why?

Phase 2:
Now substitute the original objective function, discard the artificial variables, and proceed as usual. 2

Two-Phase Method
What is the purpose of Phase-I? PhaseObtain a basic feasible solution to the original problem (i.e. a basic solution in which all the artificial variables are zero)

Advantage of Phase-I PhaseInfeasibility of the problem (if present) is known at the end of Phase-I only. (Calculation of Phase-I is simple)

PhasePhase-I:
CB 0 1 B s1 xa1 XB 6 1 1 0 0 s1 x1 4 1 0 Yx1 2 1 1 0 1 0 Yx2 3 1 1 1 1 0 Ys1 1 0 0 1 0 0 Ys2 0 -1 -1 2 -1 0 Ya1 0 1 0 -

PhasePhase-II:
0 -4 s1 x1 4 1 -4 0 1 0 1 1 4 1 0 0 2 -1 4
4

Unrestricted Variables
How to deal with unconventional decision variables.
Non-positive variables Unrestricted variables

Non-positive Variables
If xj 0 then replace xj by yj in the problem, where yj = xj, hence yj 0.

Unrestricted Variables
If xj is unrestricted in sign, replace xj by xj1 - xj2 where xj1 and xj2 are both non-negative.