Linear Programming

Simplex Method
Special cases in LPP

• Multiple optimum solutions

• Infeasible solution
• Unbounded
• Degeneracy
• Unrestricted variables
Maximize 2000x1 + 3000x2 There are 4 variables, but 2 equations
subject to So, initially we assume the value of
6x1 + 9x2 ≤ 100 decision variables is equal to zero.
2x1 + x2 ≤ 20
x1, x2 ≥ 0
=0
After introducing slack variables, the
= 100
corresponding equations are
6x1 + 9x2 + s1 = 100 = 20
2x1 + x2 + s2 = 20
x1, x2, s1, s2 ≥ 0

Now the objective function becomes

Maximize 2000x1 + 3000x2
subject to

6x1 + 9x2 + s1 = 100

2x1 + x2 + s2 = 20
x1, x2, s1, s2 ≥ 0
 2000 3000 0 0
Cj row
Co. Min.
B.V S.V x1 x2 s1 s2 Ratio
B.V
3000 x2 100/9 2/3 1 1/9 0

0 s2 80/9 4/3 0 -1/9 1

Max Z = Z row, 1000/3
j 2000 3000 0
100000/3
Cj row – Zj row 0 0 -1000/3 0

Since, there is no +ve value in cj –zj row, the solution is optimal.

x1 = 0, x2 = 100/9 is an optimum solution of the LPP. The maximum value of
the objective function is 100000/3. 

However, the cj - zj  value corresponding to the non basic variable x1 is zero.
This indicates that there is more than one optimal solution of the problem.
Thus, by entering x1 into the basis we may obtain another alternative
optimal solution.
 2000 3000 0 0
Cj row
Co. Min.
B.V S.V x1 x2 s1 s2 Ratio
B.V
3000 x2 20/3 0 1 1/6 -1/2

2000 x1 20/3 1 0 -1/12 3/4

Max Z = Z row, 1000/3
j 2000 3000 0
100000/3
Cj row – Zj row 0 0 -1000/3 0

Since, there is no +ve value in cj –zj row, the solution is optimal.

x1 =20/3, x2 = 20/3 is an optimum solution of the LPP. The maximum value
of the objective function is 100000/3. 

This is the other optimal solution

 Minimum
Ratio

The values in the minimum ratio column are negative or infinite.

Then the solution is Unbounded.
Minium
Ratio
Find solution using Simplex(BigM) method
MAX Z = 3x1 + 2x2 + x3
subject to
2x1 + 5x2 + x3 = 12
3x1 + 4x2 = 11
and x2,x3 >= 0 and x1 unrestricted in sign

Since x1 is unrestricted in sign, introduce

the non-negative variables x1′,x1′′

so that x1=x1′-x1′′;x1′,x1′′≥0.