INDE6372: Lecture 8

Degeneracy in Simplex

Jiming Peng
Department of Industrial Engineering
University of Houston

October 1, 2015

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
Degeneracy

Definition: An LP is degenerate if it has at least one basic feasible

solution in which a basic variable equals zero.
I Degeneracy occurs when the minimum ratio test produces a
tie. When this happens, one of the tied basic variables will
have the value of zero in the next iteration.

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
Degeneracy

Definition: An LP is degenerate if it has at least one basic feasible

solution in which a basic variable equals zero.
I Degeneracy occurs when the minimum ratio test produces a
tie. When this happens, one of the tied basic variables will
have the value of zero in the next iteration.
I Degeneracy is NOT a problem unless it leads to cycling where
the simplex algorithm gets stuck in a feasible solution, but
never reaches an optimal solution (degenerate pivot).

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
Example

max 5x1 + 2x2 (1)

x1 + x2 ≤ 6; (2)
x1 − x2 ≤ 0; (3)
x1 , x2 ≥ 0. (4)

Initial Tableau

Basic Var. ⇓ x1 x2 x3 x4
Z -5 -2 0 0 0
x3 1 1 1 0 6
⇐ x4 1 -1 0 1 0

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
Example

I Perform the pivot

Basic Var. x1 ⇓ x2 x3 x4
Z 0 -7 0 5 0
⇐ x3 0 1 0.5 -0.5 3
x1 1 -1 0 1 0

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
Example

I Perform the pivot

Basic Var. x1 ⇓ x2 x3 x4
Z 0 -7 0 5 0
⇐ x3 0 1 0.5 -0.5 3
x1 1 -1 0 1 0
I Final tableau
Basic Var. x1 x2 x3 x4
Z 0 0 3.5 1.5 21
x2 0 1 0.5 -0.5 3
x1 1 0 0.5 0.5 3
Final Solution: x1 = 3, x2 = 3!

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
A Cycling Example
Adapted from the textbook, Page 31.

max 10x1 − 57x2 − 9x3 − 24x4 (5)

0.5x1 − 5.5x2 − 2.5x3 + 9x4 ≤ 0; (6)
0.5x1 − 1.5x2 − 0.5x3 + x4 ≤ 0; (7)
x1 ≤ 1; (8)
x1 , x2 , x3 , x4 ≥ 0. (9)

Initial Tableau
⇓ x1 x2 x3 x4 x5 x6 x7
Z -10 57 9 24 0 0 0 0
⇐ x5 1 -11 -5 18 2 0 0 0
x6 1 -3 -1 2 0 2 0 0
x7 1 0 0 0 0 0 1 1

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
A Cycling Example: Continuation

I Update the pivot

x1 ⇓ x2 x3 x4 x5 x6 x7
Z 0 -53 -41 204 20 0 0 0
x1 1 -11 -5 18 2 0 0 0
⇐ x6 0 8 4 -16 -2 2 0 0
x7 0 11 5 -9 -2 0 1 1

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
A Cycling Example: Continuation

I Update the pivot

x1 ⇓ x2 x3 x4 x5 x6 x7
Z 0 -53 -41 204 20 0 0 0
x1 1 -11 -5 18 2 0 0 0
⇐ x6 0 8 4 -16 -2 2 0 0
x7 0 11 5 -9 -2 0 1 1
I One more iteration
x1 x2 ⇓ x3 x4 x5 x6 x7
Z 0 0 -14.5 98 27/4 53/4 0 0
⇐ x1 1 0 0.5 -4 -3/4 11/4 0 0
x2 0 1 0.5 -2 -1/4 1/4 0 0
x7 0 0 -0.5 4 3/4 -11/4 1 1

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
A Cycling Example: Continuation

I One more iteration

x1 x2 x3 ⇓ x4 x5 x6 x7
Z 29 0 0 −18 -15 93 0 0
x3 2 0 1 -8 -1.5 5.5 0 0
⇐ x2 -1 1 0 2 0.5 -2.5 0 0
x7 1 0 0 0 0 0 1 1

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
A Cycling Example: Continuation

I One more iteration

x1 x2 x3 ⇓ x4 x5 x6 x7
Z 29 0 0 −18 -15 93 0 0
x3 2 0 1 -8 -1.5 5.5 0 0
⇐ x2 -1 1 0 2 0.5 -2.5 0 0
x7 1 0 0 0 0 0 1 1
I Continuing
x1 x2 x3 x4 ⇓ x5 x6 x7
Z 20 9 0 0 -10.5 70.5 0 0
⇐ x3 -2 4 1 0 0.5 -4.5 0 0
x4 -0.5 0.5 0 1 1/4 -5/4 0 0
x7 1 0 0 0 0 0 1 1

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
A Cycling Example: Continuation

I One more iteration

x1 x2 x3 x4 x5 ⇓ x6 x7
Z -22 93 21 0 0 -24 0 0
x5 -4 8 2 0 1 -9 0 0
⇐ x4 0.5 -1.5 -0.5 1 0 1 0 0
x7 1 0 0 0 0 0 1 1

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
A Cycling Example: Continuation

I One more iteration

x1 x2 x3 x4 x5 ⇓ x6 x7
Z -22 93 21 0 0 -24 0 0
x5 -4 8 2 0 1 -9 0 0
⇐ x4 0.5 -1.5 -0.5 1 0 1 0 0
x7 1 0 0 0 0 0 1 1
I Continuing
⇓ x1 x2 x3 x4 x5 x6 x7
Z -10 57 9 24 0 0 0 0
⇐ x5 0.5 -5.5 -2.5 9 1 0 0 0
x6 0.5 -1.5 -0.5 1 0 1 0 0
x7 1 0 0 0 0 0 1 1
Back to the initial tableau!

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
One Theorem

Theorem 3.1: If the simplex method fails to terminate, then it

must cycle.
Proof: Consider a canonical form of an LP. Suppose we have n
number of variables and m constraints. Then the total number of
possible simplex iteration will be
 
n
,
m

which is finite. Therefore, if the simplex method loops infinitely, it

must revisit the same dictionary more than once. Thus, the
simplex algorithm must cycle.

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
Bland’s Rule

Bland (1977) proposed the following two rules:

I Entering variable selection: If more than one non-basic
variables are positive (or negative) for maximization (or
minimization) problem, choose the one with the lowest index.
Note that the slack (or surplus) variables have a lower priority
than the main variables;

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
Bland’s Rule

Bland (1977) proposed the following two rules:

I Entering variable selection: If more than one non-basic
variables are positive (or negative) for maximization (or
minimization) problem, choose the one with the lowest index.
Note that the slack (or surplus) variables have a lower priority
than the main variables;
I Leaving variable selection: If a tie occurs in M.R.T. test,
choose the variable with the lowest index. Note that the slack
(or surplus) variables have a lower priority than the main
variables. If there is no tie in the M.R.T., just choose the
variable with the minimum ratio.

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
Bland’s Rule

Bland (1977) proposed the following two rules:

I Entering variable selection: If more than one non-basic
variables are positive (or negative) for maximization (or
minimization) problem, choose the one with the lowest index.
Note that the slack (or surplus) variables have a lower priority
than the main variables;
I Leaving variable selection: If a tie occurs in M.R.T. test,
choose the variable with the lowest index. Note that the slack
(or surplus) variables have a lower priority than the main
variables. If there is no tie in the M.R.T., just choose the
variable with the minimum ratio.
I The simplex method using Bland’s rules terminates in a finite
number of iterations.

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
A revisit to the cycling example

I Bland’s rule applied to the following tableau:

⇓ x1 x2 x3 x4 x5 x6 x7
Z -22 93 21 0 0 -24 0 0
x5 -4 8 2 0 1 -9 0 0
⇐ x4 0.5 -1.5 -0.5 1 0 1 0 0
x7 1 0 0 0 0 0 1 1

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
A revisit to the cycling example

I Bland’s rule applied to the following tableau:

⇓ x1 x2 x3 x4 x5 x6 x7
Z -22 93 21 0 0 -24 0 0
x5 -4 8 2 0 1 -9 0 0
⇐ x4 0.5 -1.5 -0.5 1 0 1 0 0
x7 1 0 0 0 0 0 1 1
I Update the tableau
x1 x2 ⇓ x3 x4 x5 x6 x7
Z 0 27 -1 44 0 20 0 0
x5 0 -4 -2 8 1 -1 0 0
x1 1 -3 -1 2 0 2 0 0
⇐ x7 0 3 1 -2 0 -2 1 1

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex
Boland’s rule works!

I the current tableau

x1 x2 ⇓ x3 x4 x5 x6 x7
Z 0 27 -1 44 0 20 0 0
x5 0 -4 -2 8 1 -1 0 0
x1 1 -3 -1 2 0 2 0 0
⇐ x7 0 3 1 -2 0 -2 1 1
I the final tableau
x1 x2 x3 x4 x5 x6 x7
Z 0 30 0 42 0 18 1 1
x5 0 2 0 4 1 -5 2 2
x1 1 0 0 0 0 0 1 1
x3 0 3 1 -2 0 -2 1 1
Optimal solution x1 = 1, x2 = 0, x3 = 1, x4 = 0, optimal
objective value 1!

Jiming Peng Department of Industrial Engineering University of Houston

INDE6372: Lecture 8 Degeneracy in Simplex