TWO-PHASE METHOD

MARY JOYCE P. ALCAZAR

Instructor I
Department of Industrial Engineering and Technology
College of Engineering and Information Technology
Cavite State University – Main Campus

First Semester, AY 2018 – 2019

TWO-PHASE METHOD

In the M-method, the use of the penalty M,

which by definition must be large relative
to the actual objective coefficients of the
model, can result in round-off error that
may impair the accuracy of the simplex
calculations.
TWO-PHASE METHOD

The Two-Phase method alleviates this

difficulty by eliminating the constant M
altogether.
TWO-PHASE METHOD

As the name suggests, the method solves

the LP in two phases:
Phase 1 attempts to find a starting basic
feasible solution, and if one is found,
Phase II is invoked to solve the original
problem.
SUMMARY OF THE TWO-PHASE METHOD

Phase I
Put the problem in equation form, and add the
necessary artificial variables to the constraints
(exactly as in the M method) to secure a starting
basic solution. Next, find a basic solution of the
resulting equations that, regardless of whether
the LP is maximization or minimization, always
minimizes the sum of the artificial variables.
SUMMARY OF THE TWO-PHASE METHOD

Phase I
If the minimum value of the sum (of the
artificial variables) is positive, the LP problem
has no feasible solution, which ends the process
(recall that a positive artificial variable signifies
that an original constraint is not satisfied).
Otherwise, proceed to Phase II.
SUMMARY OF THE TWO-PHASE METHOD

Phase II
Use the feasible solution from Phase I as a
starting basic feasible solution for the original
problem.
EXAMPLE 7:
ORANJ BY BEVCO
LP Model:
Min z = 2¢x1 + 3¢x2
Subject To:
1/2x1 + 1/4x2 ≤ 4
x1 + 3x2 ≥ 20
x1 + x2 = 10
x1, x2 ≥ 0
EXAMPLE 7:
ORANJ BY BEVCO

Phase I

New Initial Tableau:

new r row = old r row + Σ(1 * Rn row)

EXAMPLE 7:
ORANJ BY BEVCO

Phase II

New Initial Tableau:

new z row = old z row + (2 * x1 numerical coefficient)

+ (3 * x2 numerical coefficient)
EXAMPLE 7:
ORANJ BY BEVCO
Optimal Solution:
z = 25
x1 = 5
x2 = 5
S1 = 1/4
S2 = 0
R1 = 0
R2 = 0