Simplex
Simplex
Simplex
Degeneracy
While solving an LP problem a situation may arise where either the minimum ratio
to identify the basic variable to leave the basis is not unique or value of one or more
basic variables in the xB becomes zero. This causes the problem of degeneracy.
Usually, the problem of degeneracy arises due to redundant constraint, i.e. one or
more of the constraints of LP problem are not part of feasible solution space. For
example, constraints such as x1 ≤ 5, x2 ≤ 5 and x1 + x2 ≤ 5 in the LP problem make
constraint x1 + x2 ≤ 5 unnecessary (redundant). Degeneracy may occur at any
iteration of the simplex method. In order to break the tie in the minimum ratios, the
selection can be made arbitrarily. However, the number of iterations required to
arrive at the optimal solution can be minimized by adopting the following rules.
(i) Divide the coefficients of slack variables in the simplex table where degeneracy is
seen by the corresponding positive numbers of the key column in the row, starting
from left to right.
(ii) Compare the ratios in step (i) from left to right column wise, select the row that
contains the smallest ratio.
Unbounded solution
• In a maximization LP problem, if cj – zj > 0 (cj – zj < 0 for a
minimization case) corresponds to a non-basic variable
column in simplex table, and all aij values in this column are
negative, then minimum ratio to decide basic variable to
leave the basis can not be calculated. It is because negative
value in denominator would indicate the entry of a non-
basic variable in the basis with a negative value (an
infeasible solution). Also, a zero value in the denominator
would result in a ratio having an infinite value and would
indicate that the value of non-basic variable could be
increased infinitely with any of the current basic variables
being removed from the basis.
EXAMPLE
• Maximise Z= -2x1 + 3x2
subject to constraints
x1 < 5
2x1 – 3x2 < 6
x1 , x2 > 0
SOLUTION Maximise Z = -2x +3x +0S +0S
1 2 1 2
Subject to
x1+S1 = 5
2x1+3x2+S2=6
x1,x2,s1,s2> 0
Cj -2 3 0 0