LINEAR PROGRAMMING: ARTIFICIAL STARTING SOLUTION

In our last presentation of the simplex method we have used the slack variables as the starting basic
solution. Such as S1, S2, S3…SN. However, if the original constraint is an equation or of type  , we no
longer have a ready starting basic feasible solution.

Example:
Minimize y = 4x1 + x2
Subject to:
3 x1 + x2 = 3
4 x1 + 3 x2  6
x1 + 2 x2  4
x1 ,x2  0

The standard form:

Minimize y = 4x1 + x2
Subject to:
3x1 + x2 = 3
4x1 + 3x2 – s2 = 6
x1 + 2x2 + s3 = 4
x1,x2,s1,s2  0

The first and the second equation do not have variables that play the role of a slack. Remember
we need slack variables as the starting basic solution. We must add artificial variables in the first and
second equation. The idea of using artificial variables is simple by adding non-negative variable to the
left side of each equation that has no obvious starting basic variables. The added variable will play the
role as that of the slack variable, in providing the basic starting variable. Since such variables are
artificial, they have no physical meaning from the standpoint of the original problem; the procedure will
be valid only if we force these variables to be zero when the optimum is reached. In other words, we use
them only to start a solution and must subsequently force them to be zero in the final solution, otherwise
solution will be infeasible. A logical way to do this is to penalize the artificial variable in the objective
function.

Two methods based on the idea of using penalties:

1. The M-technique or method of penalty
2. The two-phase technique

The M-technique (Method Of Penalty)

Minimize y = 4x1 + x2
Subject to:
3x1 + x2 = 3
4x1 + 3x2 – s2 = 6
x1 + 2x2 + s3 = 4
x1,x2,s1,s2  0

we have to augment two artificial variable R1 and R2 in the first and second equations .
3x1 + x2 + R1 = 3
4x1 + 3x2 - s1 + R2 = 6

we can penalize R1 and R2 in the objective function by assigning them very large positive
coefficients. Let M > 0 be a very large constant.
Then the LP with artificial variables becomes:
Minimize y = 4x1 + x2 + MR1 + MR2
Subject to:
` 3x1 + x2 + R1 =3
4x1 + 3x2 – s2 + R2 =6
x1 + 2x2 + s3 =4
x1,x2,s1,s2,R1,R2  0

Note: for problem maximization type

Maximum y = 4x1 + x2 - MR1 - MR2

R1 = 3 - 3x1 - x2
R2 = 6 - 4x1 - 3x2 + s2

Thus:
Minimize y = 4x1 + x2 + M(3 - 3x1 - x2) + M(6 - 4x1 - 3x2 + s2)
y = 4x1 + x2 + 3M - 3Mx1 - Mx2 + 6M - 4Mx1 - 3Mx2 + Ms2
y = 9M + (4 - 7M)x1 + (1 - 4M)x2 + Ms2
-9M = -y + (4 - 7M)x1 + (1 - 4M)x2 + Ms2

Table 1:
Basic x1 x2 s2 s3 R1 R2 RHS
R1 3 1 0 0 1 0 3
R2 4 3 -1 0 0 1 6
S3 1 2 0 1 0 0 4
-y 4-7M 1-4M M 0 0 0 -9M

Tableau 1:
X1 X2 S2 S3 R1 R2 RHS ratio
R1 3 1 0 0 1 0 3 1
R2 4 3 -1 0 0 1 6 1 1/2
S3 1 2 0 1 0 0 4 4
-Y 4-7M 1-4M M 0 0 0 -9M

Tableau 2:
X1 X2 S2 S3 R1 R2 RHS ratio
X1 1 1/3 0 0 1/3 0 1 3
R2 0 1 2/3 -1 0 -1 1/3 1 2 1 1/5
S3 0 1 2/3 0 1 - 1/3 0 3 1 4/5
-Y 0 -1/3 - 5M/3 M 0 -4/3 + 7M/3 0 -4-2M

Tableau 3:
X1 X2 S2 S3 R1 R2 RHS ratio
X1 1 0 1/5 0 3/5 - 1/5 3/5 3
X2 0 1 - 3/5 0 - 4/5 3/5 1 1/5 -2
S3 0 0 1 1 1 -1 1 1
-Y 0 0 - 1/5 0 16/15 + M 1/5 + M -3 3/5
Tableau 4:
X1 X2 S2 S3 R1 R2 RHS
X1 1 0 -0 - 1/5 2/5 0 2/5
X2 0 1 0 3/5 - 1/5 0 1 4/5
S2 0 1 1 1 1 -1 1
-Y 0 1/5 0 1/5 17/5 + M M -3 2/5
Therefore: X1 = 2/5
X2 = 1 4/5
S2 = 1 Y = 3 2/5
S3 = 0
R1 = 0
R2 = 0

Two-Phase Technique

Phase I.
Augment the artificial variables as necessary to secure a starting solution. Form a new
objective function that seeks the minimization of the sum of the artificial variables subject to the
constraints of the original modified by the artificial variables. If the minimum value of the new
objective functions is zero meaning that all artificials are zero, the problem has a feasible
solution space.

Phase II.
Use the optimum basic solution of phase I as a starting solution of the original problem.

Illustration:
Minimize y = 4x1 + x2 + MR1 + MR2
Subject to:
3x1 + x2 + R1 =3
4x1 + 3x2 – s2 + R2 =6
x1 + 2x2 + s3 =4
x1,x2,s1,s2,R1,R2  0

Phase I.

Min. y0 = R1 + R2
Subject to:
3x1 + x2 + R1 =3
4x1 + 3x2 – s2 + R2 =6
x1 + 2x2 + s3 =4
x1,x2,s1,s2,R1,R2  0

y0 = R1 + R2
R1 = 3 - 3x1 - x2
R2 = 6 - 4x1 – 3x2 + s2
y0 = 9 – 7x1 – 4x2 + s2

Tableau 1:
Tableau 1:
X1 X2 S2 S3 R1 R2 RHS ratio
Basic x1 x2 s2 s3 R1 R2 RHS
R1 3 1 0 0 1 0 3 1
R1 3 1 0 0 1 0 3
R2 R2 4 43 3-1 -10 00 10 61 1 1/2
6
S3 S3 1 12 20 01 10 00 40 44
-y0 -7 -4 1 0 0 0 -9
 -y0 -7 -4 1 0 0 0 -9

X1 is the entering variable

R1 is the leaving variable; column R1 must be kick out from the
tableau
Tableau 2:
X1 X2 S2 S3 R2 RHS ratio
X1 1 1/3 0 0 0 1 3
R2 0 1 2/3 -1 0 1 2 1 1/5
S3 0 1 2/3 0 1 0 3 1 4/5
-y0 0 -1 2/3 1 0 0 -2

X2 is the entering variable

R2 is the leaving variable; column R2 must be kick out from the
tableau
Tableau 3:
X1 X2 S2 S3 RHS
X1 1 0 1/5 0 3/5
X2 0 1 - 3/5 0 1 1/5
S3 0 0 1 1 1
-y0 0 0 0 0 0

Since Y0 = 0 and the coefficient associated with Y0 rows are all zero, then proceed to Phase II

Phase II: Simplex Method

Copy tableau 3 except the Y 0 row, replace Y0 row with the original objective function
which is Minimize y = 4x1 + x2

X1 X2 S2 S3 RHS
X1 1 0 1/5 0 3/5
X2 0 1 - 3/5 0 1 1/5
S3 0 0 1 1 1
-Y 4 1 0 0 0

since:
X1 = 3/5 S2 = 0
X2 = 1 1/5 S1 = 0
therefore: S3 = 1
Y = 3 3/5