Operations research

Dr. Bright Emmanuel Owusu

bright.owusu@knust.edu.gh
February 22, 2023
KNUST
NONSTANDARD MODELS

From the definition of standard form LP model, it implies that

minimization problems are not in the standard form and if the
model contains a "≥" grater than or equal to or (and) "=" equal
to constraints, then that model is not in the standard form.
Any model that is not in the standard form is said to a
nonstandard form LP model.

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SIMPLEX ALGORITHM (NON-STANDARD PROBLEMS)

In certain cases, it is difficult to obtain an initial basic feasible

solution of the given LP problem. Such cases arise
(i) when the constraints are of the ≤ type,

n
xj ≥ 0
X
aij ∗ xj ≤ bi
j=1

and value of few right-hand side constants is negative [i.e.bi ≤ 0].

After adding the non-negative slack variable si (i = 1, 2, ..., m), the
initial solution so obtained will be si = −bi for a particular
resource, i. This solution is not feasible because it does not satisfy
non-negativity conditions of slack variables (i.e.si ≥ 0).

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(ii) when the constraints are of the ≥ type,

n
xj ≥ 0
X
aij ∗ xj ≥ bi
j=1

After adding surplus (negative slack) variable si , the initial solution

so obtained will be −si = bi or si = −bi
n
aij ∗ xj − si = bi
X

j=1

xj , si , ≥ 0

This solution is not feasible because it does not satisfy

non-negativity conditions of surplus variables (i.e.si ≥ 0). In such
a case, artificial variables, Ai (i = 1, 2, ..., m) are added to get an
initial basic feasible solution.
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The resulting system of equations then becomes:

n
aij ∗ xj − si + Ai = bi
X

j=1

xj , si , Ai ≥ 0 i = 1, 2,...,m

These are m simultaneous equations with (n + m + m) variables

(n decision variables, m artificial variables and m surplus variables).

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An initial basic feasible solution of LP problem with such
constraints can be obtained by equating (n + 2m – m) = (n + m)
variables equal to zero. Thus the new solution to the given LP
problem is: Ai = bi(i = 1, 2, ..., m), which is not the solution to the
original system of equations because the two systems of equations
are not equivalent. Thus, to get back to the original problem,
artificial variables must be removed from the optimal solution.
There are two methods for removing artificial variables from
the solution.
• Big-M Method or Method of Penalties
• Two-Phase Method

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THE BIG-M METHOD

This is another method for solving Linear Programming problems

in non-standard form. This method introduces three kinds of
non-negative variables: slack, Surplus and artificial variables .
The introduction of these variables coverts the non-standard LP
problems into a canonical system of linear equations to which the
simplex method can be applied.
Specifically:
(i) to each "≤" constraint, add a non - negative slack variable.
(ii) to each "≥" constraint, first subtract a non- negative slack
variable (or add a surplus variable) then add an artificial variable.

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(iii) to each "=" constraint, add an artificial variable
The artificial variables which have been added to both the
"≥" and "=" constraints actually have nothing to do with the
problem but only to give an initial basic feasible solution since the
artificial variable was added to start the simplex tableau, it has to
be out of the solution out of the solutions before the solution gets
to the optimum.

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NOTE: If the objective function Z is to be minimized , then a
very large positive price (called penalty) is assigned to each
artificial variable.
Similarly, if Z is to be maximized , then a very large negative price
(also called penalty) is assigned to each of these variables.
The penalty is supposed to be designated by – M, for a
maximization problem, and + M, for a minimization
problem, where M > 0.
The Big-M method for solving an LP problem can be summarized
in the following steps:

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 STEPS FOR SOLVING LP
PROBLEM WITH THE BIG-M
METHOD

Step 1. After assigning the positive M to each artificial variable in

the objective function, set up the initial simplex tableau.
Step 2. Select the pivot variable. The objective function is being
minimized. Therefore, it makes sense to select, as the pivot
variable, the variable that causes the largest reduction in the
objective function. Thus, the variable associated with the most
negative value in the Cj − ZJ , row.

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Step 3. Select the pivot row. The pivot row is selected in precisely
the same manner as before. Thus, the smallest ratio (bj /aij ).
Step 4. Pivot on the pivot-entry and perform row operations to
generate new basis.
Step 5. Repeat steps 2,3 and 4 until optimality is reached. The
optimal solution is reached, when every entry in the net evaluation
row is non - negative (this is directly the opposite of the
maximization optimality test).
Also the objective function of a minimization model can be
multiplied by negative one (-1) to render the model a maximization
model.

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 example 1

Use penalty (Big-M) method to solve the following LP problem.

Minimize Z = 5x1 + 3x2
subject to the constraints
(i) 2x1 + 4x2 ≤ 12, (ii) 2x1 + 2x2 = 10, (iii) 5x1 + 2x2 ≥ 10
and x1, x2 ≥ 0.

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solution
Adding slack variable, s1 ; surplus variable, s2 and artificial
variables, A1 and A2 in the constraints of the given LP problem,
the standard form of the LP problem becomes.
Minimize Z = 5x1 + 3x2 + 0s1 + 0s2 + MA1 + MA2
subject to the constraints
(i) 2x1 + 4x2 + s1 = 12,
(ii) 2x1 + 2x2 + A1 = 10,
(iii) 5x1 + 2x2 − s2 + A2 = 10
and x1 , x2 , s1 , s2 , A1 , A2 ≥ 0

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First iteration

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second iteration

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third iteration

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final iteration

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 example 2

Use penalty (Big-M) method to solve the following LP problem.

Maximize Z = 5x1 + x2
subject to the constraints
(i) 5x1 + 2x2 ≤ 20 (ii) x1 ≥ 3 (iii) x 2 ≤ 5
and x1 , x2 ≥ 0.

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solution
The standard form of given LP problem becomes
Maximize Z = 5x1 + x2 + 0s1 + 0s2 + 0s3 − MA1
subject to the constraints
(i) 5x1 + 2x2 + s1 = 20,
(ii) x1 − s2 + A1 = 3,
(iii) x2 + s3 = 5
and x1 , x2 , s1 , s2 , s3 , A1 ≥ 0

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first iteration

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second iteration

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final iteration

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