Operations Research

Module 03 – M Technique
Artificial Variables – (Minimum Objective Function)

Amjad Ali
References

1. “Introduction to Operations Research” by Frederick S. Hillier

2. “Operations Research: An Introduction“ by Hamdy A. Taha

3. Video Lectures by Prof G. Srinivasan, IIT Madras

M Technique – Artificial Variables Case
EXAMPLE: Solve the following LP Model using M Technique

Min Z = 4 x1 + 3 x2
Subject to

2 x1 + x2 ≥ 10

-3 x1 + 2 x2 ≤ 6

x1 + x2 ≥ 6

x1, x2 ≥ 0
M Technique – Artificial Variables Case
Step 1: Determine a Starting Basic Feasible Solution
STANDARD FORM:
Min Z = 4 x1 + 3 x2
Min Z - 4 x1 - 3 x2 = 0 Subject to

2 x1 + x2 - S1 = 10 2 x1 + x2 ≥ 10

-3 x1 + 2 x2 ≤ 6
-3 x1 + 2 x2 + S2 = 6
x1 + x2 - S3 = 6 x1 + x2 ≥ 6
x1, x2 ≥ 0
x1, x2 ≥ 0
M Technique – Artificial Variables Case
Assuming
x1 = 0, x2 = 0 (non-basic variables ) STANDARD FORM:

Z=0 Min Z - 4 x1 - 3 x2 = 0
S1 = - 10 Starting Basic But
S2 = 6 2 x1 + x2 - S1 = 10
Infeasible solution.
S3 = - 6
-3 x1 + 2 x2 + S2 = 6

To make it feasible , we introduce Artificial Variables. x1 + x2 - S3 = 6

and
The technique to solve this kind of problem is called x1, x2 ≥ 0
M Technique Method
M Technique – Artificial Variables Case
al ty
Pen Min Z = 4 x1 + 3 x2
Introducing Artificial Variables
Add Artificial Variables in those equations having Min Z = 4 x1 + 3 x2 + M R1 + M R2
Surplus Variables only.

Z - 4 x1 - 3 x2 - M R1 - M R2 = 0 Min Z - 4 x1 - 3 x2 = 0

2 x1 + x2 - S1 + R1 = 10 2 x1 + x2 - S1 = 10

-3 x1 + 2 x2 + S2 = 6 -3 x1 + 2 x2 + S2 = 6

e nts
x1 + x2 - S3 + R2 = 6 ge m x1 + x2 - S3 = 6
rran
n A
x1, x2 , S1, S2, S3, R1, R2 ≥ 0 o lum
C x1, x2 ≥ 0
M Technique – Artificial Variables Case
Assuming
x1 = 0, x2 = 0, S1 = 0, S3 = 0

Z - 4 x1 - 3 x2 - M R1 - M R2 = 0
R1 = 10
Starting Basic and now
S2 = 6 2 x1 + x2 - S1 + R1 = 10
Feasible solution.
R2 = 6
-3 x1 + 2 x2 + S2 = 6

x1 + x2 - S3 + R2 = 6

x1, x2 , S1, S2, S3, R1, R2 ≥ 0

M Technique – Artificial Variables Case
R1 = 10
S2 = 6
M = 100 R2 = 6

Basic x1 x2 S1 S3 R1 S2 R2 Sol Z - 4 x 1 - 3 x 2 - M R1 - M R2 = 0
Z -4 -3 0 0 -100 0 -100 0 2 x1 + x2 - S1 + R1 = 10
R1 2 1 -1 0 1 0 0 10
S2 -3 2 0 0 0 1 0 6 -3 x1 + 2 x2 + S2 = 6
R2 1 1 0 -1 0 0 1 6
x 1 + x2 - S3 + R2 = 6

x1, x2 , S1, S2, S3, R1, R2 ≥ 0

Basic Variables: R1, S2 , R2
Non-Basic Variables: x1, x2 , S1 , S3
M Technique – Artificial Variables Case

Basic x1 x2 S1 S3 R1 S2 R2 Sol
Z -4 -3 0 0 -100 0 -100 0
R1 2 1 -1 0 1 0 0 10
S2 -3 2 0 0 0 1 0 6
R2 1 1 0 -1 0 0 1 6

New Z Row = (Current Z Row ) – (-100) * (R1 Row)

New Z-Row = (-4 -3 0 0 -100 0 -100 0) – (-100) * (2 1 -1 0 1 0 0 10)
New Z-Row = (-4 -3 0 0 -100 0 -100 0) + (200 100 -100 0 100 0 0 1000)
New Z-Row = (196 97 -100 0 0 0 -100 1000)
M Technique – Artificial Variables Case

Basic x1 x2 S1 S3 R1 S2 R2 Sol
Z 196 97 -100 0 0 0 -100 1000
R1 2 1 -1 0 1 0 0 10
S2 -3 2 0 0 0 1 0 6
R2 1 1 0 -1 0 0 1 6

New Z Row = (Current Z Row ) – (-100) * (R2 Row)

New Z-Row = (196 97 -100 0 0 0 -100 1000) – (-100) * (1 1 0 -1 0 0 1 6)
New Z-Row = (196 97 -100 0 0 0 -100 1000) + (100 100 0 -100 0 0 100 600)
New Z-Row = (296 197 -100 -100 0 0 0 1600)
M Technique – Artificial Variables Case
Min
e =
cti v
O bj e Basic x1 x2 S1 S3 R1 S2 R2 Sol
Optimal ?
Z 296 197 -100 -100 0 0 0 1600
Not Optimal
R1 2 1 -1 0 1 0 0 10
S2 -3 2 0 0 0 1 0 6
R2 1 1 0 -1 0 0 1 6
M Technique – Artificial Variables Case

Entering Variable Basic x1 x2 S1 S3 R1 S2 R2 Sol

Z 296 197 -100 -100 0 0 0 1600
x1 enters R1 2 1 -1 0 1 0 0 10
S2 -3 2 0 0 0 1 0 6
R2 1 1 0 -1 0 0 1 6
M Technique – Artificial Variables Case

Leaving Variable Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio

Z 296 197 -100 -100 0 0 0 1600
x1 enters R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
R1 leaves S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
M Technique – Artificial Variables Case

Computation Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio

Z 296 197 -100 -100 0 0 0 1600
x1 enters R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
R1 leaves S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
Z
x1 1 1/2 -1/2 0 1/2 0 0 5
S2
R2

New Pivot Row = (Current Pivot Row ) / Pivot Element

New Z-Row = (2 1 -1 0 1 0 0 10) / 2
New Z-Row = (1 1/2 -1/2 0 1/2 0 0 5)
M Technique – Artificial Variables Case

Computation Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio

Z 296 197 -100 -100 0 0 0 1600
x1 enters R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
R1 leaves S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
Z 0 49 48 -100 -148 0 0 120
x1 1 1/2 -1/2 0 1/2 0 0 5
S2
R2
New Z Row = (Current Z Row ) – (296) * (Pivot Row)
New Z-Row = (296 197 -100 -100 0 0 0 1600) – (296) * (1 1/2 -1/2 0 1/2 0 0 5)
New Z-Row = (296 197 -100 -100 0 0 0 1600) – (296 148 -148 0 148 0 0 1480)
New Z-Row = ( 0 49 48 -100 -148 0 0 120)
M Technique – Artificial Variables Case

Computation Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio

Z 296 197 -100 -100 0 0 0 1600
x1 enters R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
R1 leaves S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
Z 0 49 48 -100 -148 0 0 120
x1 1 1/2 -1/2 0 1/2 0 0 5
S2 0 3.5 -1.5 0 1.5 1 0 21
R2
New S2 Row = (Current S2 Row ) – (-3) * (Pivot Row)
New S2 Row = (-3 2 0 0 0 1 0 6) – (-3) * (1 1/2 -1/2 0 1/2 0 0 5)
New S2 Row = (-3 2 0 0 0 1 0 6) + (3 3/2 -3/2 0 3/2 0 0 15)
New S2 Row = ( 0 3.5 -1.5 0 1.5 1 0 21)
M Technique – Artificial Variables Case

Computation Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio

Z 296 197 -100 -100 0 0 0 1600
x1 enters R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
R1 leaves S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
Z 0 49 48 -100 -148 0 0 120
x1 1 1/2 -1/2 0 1/2 0 0 5
S2 0 3.5 -1.5 0 1.5 1 0 21
R2 0 0.5 0.5 -1 -0.5 0 1 1
New R2 Row = (Current R2 Row ) – (1) * (Pivot Row)
New R2 Row = ( 1 1 0 -1 0 0 1 6) – (1) * (1 1/2 -1/2 0 1/2 0 0 5)
New R2 Row = (1 1 0 -1 0 0 1 6) – (1 1/2 -1/2 0 1/2 0 0 5)
New R2 Row = (0 0.5 0.5 -1 -0.5 0 1 1)
M Technique – Artificial Variables Case

Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio

Z 296 197 -100 -100 0 0 0 1600
R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
Optimal ? Z 0 49 48 -100 -148 0 0 120
x1 1 1/2 -1/2 0 1/2 0 0 5
Not Optimal S2 0 3.5 -1.5 0 1.5 1 0 21
R2 0 0.5 0.5 -1 -0.5 0 1 1
M Technique – Artificial Variables Case

Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio

Entering Variable Z 296 197 -100 -100 0 0 0 1600
R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
Z 0 49 48 -100 -148 0 0 120
x2 enters x1 1 1/2 -1/2 0 1/2 0 0 5
S2 0 3.5 -1.5 0 1.5 1 0 21
R2 0 0.5 0.5 -1 -0.5 0 1 1
M Technique – Artificial Variables Case

Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio

Leaving Variable Z 296 197 -100 -100 0 0 0 1600
R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
Z 0 49 48 -100 -148 0 0 120 Ratio
x2 enters x1 1 1/2 -1/2 0 1/2 0 0 5 5*2=10
R2 Leaves S2 0 3.5 -1.5 0 1.5 1 0 21 21/3.5= 6
R2 0 0.5 0.5 -1 -0.5 0 1 1 1/0.5=2 min ratio
M Technique – Artificial Variables Case

Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio

Computation Z 296 197 -100 -100 0 0 0 1600
R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
Z 0 49 48 -100 -148 0 0 120 Ratio
x2 enters x1 1 1/2 -1/2 0 1/2 0 0 5 5*2=10
R2 Leaves S2 0 3.5 -1.5 0 1.5 1 0 21 21/3.5= 6
R2 0 0.5 0.5 -1 -0.5 0 1 1 1/0.5=2 min ratio
Z 0 0 -1 -2 -99 0 -98 22
x1 1 0 -1 1 1 0 -1 4
S2 0 0 -5 7 5 1 -7 14
x2 0 1 1 -2 -1 0 2 2
M Technique – Artificial Variables Case
Min Z = 4 x1 + 3 x2 + M R1 + M R2
Basic x1 x2 S1 S3 R1 S2 R2 Sol Ratio
Z 296 197 -100 -100 0 0 0 1600
R1 2 1 -1 0 1 0 0 10 10/2=5 min ratio
S2 -3 2 0 0 0 1 0 6 6/-3= -2 Ignore
R2 1 1 0 -1 0 0 1 6 6/1=6
Optimal Solution
Z 0 49 48 -100 -148 0 0 120 Ratio
x1 = 4
x1 1 1/2 -1/2 0 1/2 0 0 5 5*2=10
x2 = 2 S2 0 3.5 -1.5 0 1.5 1 0 21 21/3.5= 6
Z = 22 R2 0 0.5 0.5 -1 -0.5 0 1 1 1/0.5=2 min ratio
Optimal ? Z 0 0 -1 -2 -99 0 -98 22
YES x1 1 0 -1 1 1 0 -1 4
STOP S2 0 0 -5 7 5 1 -7 14
x2 0 1 1 -2 -1 0 2 2