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• In a case where at least one of the constraints is of = or ≥
type, we have to introduce another type of variables
called artificial variables.
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• This method consists of the following basic steps:
Step 1: Express the linear programming problem in standard form
by introducing slack and surplus variables.
– Slack variables are added to the left-hand sides of the
constraints of (≤) type and surplus variables are subtracted
from the constraints of (≥) type.
Step 2: Add non-negative artificial variables to the left-hand sides
of all the constraints of initially (≥) or (=) type.
– The purpose of introducing the artificial variables is just to
obtain an initial basic feasible solution. These artificial
variables have the following characteristics:
• They are fictitious, have no physical meaning or economic
significance and have no relevance to the problem.
• The artificial variables are a computational device.
• They keep the starting equations in balance and provide a
mathematical trick for getting a starting solution.
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• Their introduction (addition) violates the
equality of constraints.
• They are, therefore, rightly termed as artificial
variables as opposed to other real decision
variables in the problem.
• Therefore, we must get rid of these variables
and must not allow them to appear in the final
solution.
• To achieve this, these variables are assigned a
very large per unit penalty in the objective
function.
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This penalty is designated by - M for
maximization problems and + M for minimization
problems, where M > O.
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While making iterations, using the simplex method, one of the
following three cases may arise:
1. If no artificial variable remains in the basis and the optimality
condition is satisfied, then the solution is an optimal feasible
solution to the given problem.
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Remarks:
1. Slack variables are added to the left-hand sides of the
constraints of (≤) type and surplus variables are
subtracted from the left hand side of the constraints of ≥
type.
2. Artificial variables are added to the constraints of (≥) and
(=) type. Equality constraints require neither slack nor
surplus variables.
3. Variables, other than the artificial variables, once driven
out in iteration, may re-enter in a subsequent iteration.
But, an artificial variable, once driven, can never re-enter,
because of the large penalty coefficient M associated with
it in the objective function. Advantage can be taken of this
fact by not computing its column in iterations subsequent
to the one from which it was driven out.
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Example
• Food X contains 6 units of vitamin A per gram and 7 units of vitamin
B per gram and costs 12 birr per gram. Food Y contains 8 units of
vitamin A per gram and 12 units of vitamin B per gram and costs 20
birr per gram. The daily minimum requirement of vitamin A is 100
units and that of vitamin B is 120 units. Find the minimum cost of
product mix by the simplex method.
Solution
Step 1: Model the LPP
• Let x1 and x2 be the grams of food X and Y to be purchased. Then the
problem can be formulated as follows: DV
Foods Vita min A Vita min B Costs
requireme requireme per
nt/gra m of nt/g ra m of gra m
x a nd y x a nd y
Da ily 10 0 120
min
require
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Note that we start with a very heavy cost (compare
it with zero profit in maximization problem) which
we shall minimize during the solution procedure.
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Step 4: Optimality Test
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Step 5: Iterate Towards an Optimal Solution
Performing iteration results in the following
table
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Therefore, the optimal solution is:
x1= 15, x2 = 5/4