Special cases of LPP

The special cases of LPP consists degeneracy, no feasible solutions, Unbounded solutions or Multiple
Optimum solutions. In this lecture we will discuss each of the cases.
Degeneracy:
In the application of the feasibility condition of the simplex method, a tie for the minimum ratio may
occur and can be broken arbitrarily. When this happens, at least one basic variable will be zero in the next
iteration, and the new solution is said to be degenerate. The degeneracy can cause the simplex method to
cycle of indefinitely and it may not terminate the algorithm
No-feasible solution
Sometimes in minimization problem it may be happened that there is no way to get rid of artificial
variable in the basic variable set of the final solution. That means at least one of the artificial variable will
remain in the basis set of the final tableau. This indicates Ć -row or C j−z j row elements are either zero
or positive at the artificial variable column. This indicates an artificial variable is to be entered in the
basis set in the next tableau. Following example shows this situation

CB Cj 5 8 0 0 -M -M Feasibl Ratio
Basis X1 x2 x3 x4 A1 A2 e
solution
5 X1 1 0 -1 3 -1 0 200
8 X2 0 1 1 -2 -2 0 100
-M A2 0 0 0 -1 -1 1 20
Ć -row 0 0 -3 -1-M 21 0 Z=1800
-20M

In the above tableau, the artificial variable A2 lies in the basis set. The C j−z j element 21 is positive and
related to one of the artificial variable’s relative cost. This cannot be included in the basis set as each
element of the A1 variable vector column is negative and cannot satisfy minimum ratio determining rule.
Thus the tableau is optimal and basis set contain an artificial variable. So no feasible solution is possible.
Unbounded Solution
In a maximization problem the values of an entering variable can increase indefinitely without any
variable leaving In the other hand if the column vector to be entered has negative or zero elements in the
coefficient matrix, the decision for minimum ratio calculation for positive elements is not possible.
Therefore such a situation is unbounded solution case which is mentioned in the following lines.

Cj 6 9 0 0 Feasible solution Ratio

CB Basis X1 x2 s1 s2
9 X2 -1 0 2 0 30
0 s2 -2 1 -1 1 10

Ć -row 15 0 -18 0 Z=270

 In this tableau the entering column variable to the basis set in new tableau is x1. But the leaving row
variable cannot be decided as each element of x1 column vector is negative does not full fill the minimum
ratio criteria.
Multiple Optima solution.

More than one optimum situation occurs if at least one element of the C j−z j row has zero value at a
column other than the basic variables. The non-basic variable with zero value at C j−z j row component is
to be included in the basis set and multiple optima solution can be find out. The following tables
synthesizes this situation.

CB Cj 9 6 0 0 Feasible solution Ratio

Basis X1 x2 s1 s2
0 S1 0 4/3 1 -1/3 4 4/(4/3)=3
9 X1 1 2/3 0 1/3 4 4/(2/3)=6

Ć -row 0 0 0 -3 Z=36
The results of relative cost coefficient values are non-positive, so the basis variables are optimum
solutions. Hence one of the solution is x1=4, s1=4 and optimum value is 36. Moreover, in the above
tableau the non-basic variable x2 relative cost coefficient is zero. If we include this variable as a basis
variable, it will replace the row variable s1 as per the rules of the minimum ratio.

CB Cj 9 6 0 0 Feasible solution Ratio

Basis X1 x2 s1 s2
6 X2 0 1 3/4 -1/4 3
9 X1 1 0 -1/2 1/2 2

Ć -row 0 0 0 -3 Z=36

The relative cost coefficients in the above table are zero or negative, Hence the basic feasible solution is
optimal solution. Thus x1=2, x2=3 is another solution but the optimum value z=36.
Two Phase Simplex method
This is a method of solving LPP in two phases using simplex algorithm rules.
Phase I: This phase consists of finding an initial basic feasible solution to the original problem. In this
phase attempts are made to remove artificial variables from the basis variables set. The first phase LPP its
objective function is the minimum of sum of the artificial variables. The constraints are same as the
original problem constraints. The first row of Phase I initial table contain zero cost coefficients concerned
to each variables except to the artificial variables. For artificial variables the cost coefficients are filled
with 1 each. The entry variable vector and the exit variable vectors are decided by the minimized simplex
method rules. The final tableau of the first phase is achieved if each C j−z j are non-negative. The basic
feasible solution those obtained from the first phase LPP solution becomes the initial basic feasible
solution to the phase II simplex method.
Phase II: In this phase the objective function is that to equal with the objective function of the original
problem. The cost coefficients are to be filled in the first row of the initial tableau of the phase two
simplex algorithm. The second row of the Phase II simplex method filled with variable symbols. The cost
to the basis variable vectors are filled in the first column. The second column contain the basis vectors.
The basis vectors are same as the last tableau basis variables in Phase 1. The artificial variables are
abolished in the Phase II simplex tableau. The procedures of the simplex algorithm are repeated for
obtaining the optimal solution.

Example: Minimize z=−3 x 1 + x2 + x 3

Subject to x 1−2 x2 + x 3 ≤ 11

−4 x1 + x 2 +2 x 3 ≥3

2 x1 −x3 =−1

x 1 ≥ 0, x2 ≥ 0, x 3 ≥ 0

Phase I Problem: minimize w=x 6 + x 7

Subject to x 1−2 x2 + x 3 + x 4=11

−4 x1 + x 2 +2 x 3−x 5 + x 6=3

−2 x1 + x 3 + x 7=1

x 1 ≥ 0, x2 ≥ 0,… , x 7 ≥ 0
Phase I Tableau-1

CB Cj 0 0 0 0 0 1 1 Feasibl Ratio
Basis X1 x2 x3 x4 x5 x6 x7 e
solution
0 X4 1 -2 1 1 0 0 0 11 11/1=11
1 X6 -4 1 2 0 -1 1 0 3 3/2
1 X7 -2 0 1 0 0 0 1 1 1/1 =1
Ć -row 6 -1 -3 0 1 0 0 W=4
↑
The entering variable to the basis set is x3, because C j−w j = -3 and it is the least negative number. The
leaving variable can be decided by minimum ratio rule, which is x7. The new tableau can be constructed
as per the simplex method algorithm. The pivot column is x3, pivot row is x7 and pivot element is 1
which is used in the filling elements in the new pivot row. The Phase I second tableau is mentioned
bellow
Phase I Tableau 2

CB Cj 0 0 0 0 0 1 1 Feasibl Ratio
Basis X1 x2 x3 x4 x5 x6 x7 e
solution
0 X4 3 -2 0 1 0 0 -1 10
1 X6 0 1 0 0 -1 1 -2 1 1/1
0 X3 -2 0 1 0 0 0 1 1
Ć -row 0 -1 0 0 1 0 3 W=1
 ↑
The entering variable to the basis set is x2, because C 2−w 2=−1 and it is the least negative number. The
leaving variable is x6 because, except the element 1, the other elements are zero and negative to the pivot
column. Thus pivot element is 1. The pivot row variable is x6. The next tableau of the phase I is
constructed as follows
Phase I Tableau 3

CB Cj 0 0 0 0 0 1 1 Feasibl Ratio
Basis X1 x2 x3 x4 x5 x6 x7 e
solution
0 X4 3 0 0 1 -2 2 -5 12
0 X2 0 1 0 0 -1 1 -2 1
0 X3 -2 0 1 0 0 0 1 1
Ć -row 0 0 0 0 0 1 1 W=0
The C j−w j values are nonnegative hence the basic feasible solutions x4 = 12, x2 =1, x3 =1 are initial
basic feasible solutions to the phase II simplex tableau. We write the phase II problem in the following
manner.
Phase II Problem:

Minimize z=−3 x 1 + x2 + x 3 +0 x 4 +0 x 5

Subject to 3 x 1+ x 4 −2 x5 =12

x 2−x 5=1

−2 x1 + x 3=1

x 1 ≥ 0, x2 ≥ 0,… , x 5 ≥ 0
Phase II Table 1

CB Cj -3 1 1 0 0 Feasibl Ratio
Basis X1 x2 x3 x4 x5 e
solution
0 X4 3 0 0 1 -2 12 12/3=4
1 X2 0 1 0 0 -1 1
1 X3 -2 0 1 0 0 1
Ć -row -1 0 0 0 1 z=2
↑
The constraints of the Phase II problem are derived from the final tableau of the phase I table 3
The objective function is same as original problem and abolishing the artificial variables. The row one of
the Phase II tableau 1 is the cost coefficients. The row 2 is filled with variable symbols. The column1 and
column 2 are cost values to the basic variables. The C j−z j are not non-negative so the solution is not
optimal. The value C 1−z 1= -1, so x1 is the to be entered variable to the basis set which is the pivot
column variable. The leaving variable from the basis set is x4 it is decided by minimum ratio rule of the
simplex method. The pivot element is 3 The Phase II Tableau 2 is constructed with the simplex algorithm
rules. Which is mentioned bellow.
Phase II Tableau 2

CB Cj -3 1 1 0 0 Feasibl Ratio
Basis X1 x2 x3 x4 x5 e
solution
-3 X1 1 0 0 1/3 -2/3 4
1 X2 0 1 0 0 -1 1
1 X3 0 0 1 2/3 -4/3 9
Ć -row 0 0 0 1/3 1/3 z=-2
The solution is x1=4, x2=1 and x3= 9 the minimum value is z= -2.