Two-Phased Simplex Method

Understanding the basics and applications

Introduction to the Two-Phased Simplex Method

Definition Objective

Phases
Definition

The simplex method is an iterative algorithm used in linear

programming to optimize a linear objective function subject to linear
constraints. It operates by moving among the vertices of the
feasible region, searching for the optimal solution.

The primary goal is to maximize or minimize the objective function

while satisfying the linear constraints imposed on the decision
variables. The simplex method is a systematic and efficient approach
to solving complex linear programming problems with multiple
variables and constraints.
Phases
Phase I: Artificial Variable Introduction
Introduce artificial variables to convert the problem into a feasible initial solution.
The objective is to minimize the sum of artificial variables.
Apply the simplex method to reach a basic feasible solution with all artificial
variables eliminated.
If the optimal solution is feasible (i.e., the objective is zero), proceed to Phase II.
Otherwise, the problem is infeasible.

Phase II: Optimization

Remove artificial variables from the basis and continue optimizing the original
objective function.
Apply the simplex method to iteratively improve the solution until an optimal
solution is reached.
The optimal solution for the original problem is found when the objective function
cannot be further improved.
 Objectives
The two-phased simplex method has distinct objectives, the first being to
establish feasibility and the second to optimize the linear programming problem.
In the initial phase, artificial variables are introduced to ensure the existence of a
feasible solution, with the objective of minimizing their sum. This phase serves to
transform the problem into a feasible form. Once feasibility is confirmed, the
second phase aims to optimize the objective function by removing the artificial
variables and applying the simplex method. Iterative steps are taken to improve
the solution until an optimal outcome is achieved, or it is determined that the
problem is unbounded.
Example Linear Programming Problem:

Step 1 - Allot a cost -1 to each artificial variable and a cost 0 to all the other variables in
the objective function.
Step 2 - Make the Auxiliary LPP in which the new objective function Z* is to be maximized
subject to the specified set of constraints.
Step 3 - Work out the auxiliary problem through simplex method until either of the following
three possibilities do occur
Max Z* < 0 and at least one artificial vector seems in the optimum basis at a positive
level (Δj ≥ 0). In this case, given problem does not have any feasible solution.
Max Z* = 0 and at least one artificial vector seems in the optimum basis at a zero
level. In this case one needs to proceed to phase 2
Max Z* = 0 and no one artificial vector seems in the optimum basis. In this case one
also needs to proceed for phase 2