DEPARTMENT oF COMPUTER SCIENCE

St. Joseph’s College (Autonomous)

Tiruchirappalli - 2

Semester VI
Artifical variable technique
(Two - Phase method)
Programme BSc

Course Course Code

Operations Research 17UCS630220

Prof..C.Mohanraja, M Sc., MSc(M).,M Tech.,

MBA., MPhil.,
Assistant Professor in Computer Science,
St. Joseph’s College (Autonomous),
Tiruchirappallai-620 002.
 Artifical variable technique :Two - Phase method

Steps for Two-Phase Method

The process of eliminating artificial variables is performed in phase-I of the solution and phase- II is used to get an optimal
solution. Since the solution of LPP is computed in two phases, it is called as Two-Phase Simplex Method.

Phase I – In this phase, the simplex method is applied to a specially constructed auxiliary linear programming problem
leading to a final simplex table containing a basic feasible solution to the original problem.
Step 1 – Assign a cost -1 to each artificial variable and a cost 0 to all other variables in the objective function.
Step 2 – Construct the Auxiliary LPP in which the new objective function Z* is to be maximized subject to the
given set of constraints.
Step 3 – Solve the auxiliary problem by simplex method until either of the following three possibilities do arise

i. Max Z*iii.< 0 and atleast one artificial vector appear in the optimum basis at a positive level (Δj ≥
0). In this case, given problem does not possess any feasible solution.
ii. Max Z* = 0 and at least one artificial vector appears in the optimum basis at a zero level. In this
case proceed to phase-II.
Max Z* = 0 and no one artificial vector appears in the optimum basis. In this case also proceed to
phase-II.

Phase II – Now assign the actual cost to the variables in the objective function and a zero cost to every artificial variable that
appears in the basis at the zero level. This new objective function is now maximized by simplex method subject to the given
constraints.

Simplex method is applied to the modified simplex table obtained at the end of phase-I, until an optimum basic feasible
solution has been attained. The artificial variables which are non-basic at the end of phase-I are removed.

Example 1
Max Z = 3x1 - x2 Subject to
2x1 + x2 ≥ 2 x1 + 3x2 ≤ 2 x2 ≤ 4
and x1 ≥ 0, x2 ≥ 0

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 Artifical variable technique :Two - Phase method

Steps for Two-Phase Method

The process of eliminating artificial variables is performed in phase-I of the solution and phase- II is used to get an optimal
solution. Since the solution of LPP is computed in two phases, it is called as Two-Phase Simplex Method.

Phase I – In this phase, the simplex method is applied to a specially constructed auxiliary linear programming problem
leading to a final simplex table containing a basic feasible solution to the original problem.
Step 1 – Assign a cost -1 to each artificial variable and a cost 0 to all other variables in the objective function.
Step 2 – Construct the Auxiliary LPP in which the new objective function Z* is to be maximized subject to the
given set of constraints.
Step 3 – Solve the auxiliary problem by simplex method until either of the following three possibilities do arise

i. Max Z* < 0 and atleast one artificial vector appear in the optimum basis at a positive level (Δj ≥
0). In this
iii. case, given problem does not possess any feasible solution.
ii. Max Z* = 0 and at least one artificial vector appears in the optimum basis at a zero level. In this
case proceed to phase-II.
Max Z* = 0 and no one artificial vector appears in the optimum basis. In this case also proceed to
phase-II.

Phase II – Now assign the actual cost to the variables in the objective function and a zero cost to every artificial variable that
appears in the basis at the zero level. This new objective function is now maximized by simplex method subject to the given
constraints.

Simplex method is applied to the modified simplex table obtained at the end of phase-I, until an optimum basic feasible
solution has been attained. The artificial variables which are non-basic at the end of phase-I are removed.

Example 1
Max Z = 3x1 - x2 Subject to
2x1 + x2 ≥ 2 x1 + 3x2 ≤ 2 x2 ≤ 4
and x1 ≥ 0, x2 ≥ 0

1
Solution

Standard LPP Max Z = 3x1 -

x2
Subject to
2x1 + x2 – s1+ A1=2 x1 + 3x2 +
s2 = 2 x2 + s3 = 4
x1 , x2 , s1, s2, s3,A1 ≥ 0

Auxiliary LPP
Max Z* = 0x1 - 0x2 + 0s1 + 0s2 + 0s3 -1A1
Subject to
2x1 + x2 – s1+ A1= 2 x1 + 3x2 +
s2 = 2 x2 + s3 = 4
x1 , x2 , s1, s2, s3,A1 ≥ 0
Cj → 0 0 0 0 0 -1
Phase I
Basic CB XB X1 X2 S1 S2 S3 A1 Min ratio
Variables XB /Xk
A1 -1 2 2 1 -1 0 0 1 1→
s2 s3 0 2 1 3 0 1 0 0 2
0 4 0 1 0 0 1 0 -
↑
Z* = -2 -1 1 0 0 0 ←Δj
-2
x1 0 1 1 1/2 -1/2 0 0 X
s2 0 1 0 5/2 1/2 1 0 X
s3 0 4 0 1 0 0 1 X

Z* = 0 0 0 0 0 0 X ←Δj

Since all Δj ≥ 0, Max Z* = 0 and no artificial vector appears in the basis, we proceed to phase II.
Phase II
Cj → 3 -1 0 0 0

Basic Variables CB XB X1 X2 S1 S2 S3 Min ratio

XB /Xk
x1 3 1 1 1/2 -1/2 0 0 -
s2 0 1 0 5/2 1/2 1 0 2→
s3 0 4 0 1 0 0 1 -
↑
Z= 3 0 5/2 0 0 ←Δj
-3/2
x1 3 2 1 3 0 1 0
s1 0 2 0 5 1 2 0
s3 0 4 0 1 0 0 1

Z= 6 0 10 0 3 0 ←Δj

Since all Δj ≥ 0, optimal basic feasible solution is obtained

Therefore the solution is Max Z = 6, x1 = 2, x2 = 0

Example 2
Max Z = 5x1 + 8x2 Subject to
3x1 + 2x2 ≥ 3 x1 + 4x2 ≥ 4 x1 + x2 ≤ 5
and x1 ≥ 0, x2 ≥ 0

Solution

Standard LPP Max Z = 5x1 + 8x2

Subject to
3x1 + 2x2 – s1+ A1 = 3 x1 + 4x2 – s2+ A2 = 4 x1 + x2 + s3 = 5
x1 , x2 , s1, s2, s3, A1, A2 ≥ 0

Auxiliary LPP
Max Z* = 0x1 + 0x2 + 0s1 + 0s2 + 0s3 -1A1 -1A2
Subject to
3x1 + 2x2 – s1+ a1 = 3 x1 + 4x2 – s2+ a2 = 4 x1 + x2 + s3 = 5
x1 , x2 , s1, s2, s3, A1, A2 ≥ 0
 Phase I

Cj → 0 0 0 0 0 -1 -1
Basic CB XB X1 X2 S1 S2 S3 A1 A2 Min ratio
Variables XB /Xk
A1 -1 3 3 2 -1 0 0 1 0 3/2
A2 -1 4 1 4 0 -1 0 0 1 1→
s3 0 5 1 1 0 0 1 0 0 5
↑
Z* = -7 -4 1 1 0 0 0 ←Δj
-6
A1 -1 1 5/2 0 -1 1/2 0 1 X 2/5→
x2 0 1 1/4 1 0 -1/4 0 0 X 4
s3 0 4 3/4 0 0 1/4 1 0 X 16/3
↑
Z* = -1 0 1 -1/2 0 0 X ←Δj
-5/2
x1 0 2/5 1 0 -2/5 1/5 0 X X
x2 0 9/10 0 1 1/10 -3/10 0 X X
s3 0 37/10 0 0 3/10 1/10 1 X X

Z* = 0 0 0 0 0 0 X X ←Δj
Since all Δj ≥ 0, Max Z* = 0 and no artificial vector appears in the basis, we proceed to phase II.

Phase II
Cj → 5 8 0 0 0
Basic CB XB X1 X2 S1 S2 S3 Min ratio
Variables XB /Xk
x1 5 2/5 1 0 -2/5 1/5 0 2→
x2 8 9/10 0 1 1/10 -3/10 0 -
s3 0 37/10 0 0 3/10 1/10 1 37
↑
Z = 46/5 0 0 -6/5 0 ←Δj
-7/5
s2 0 2 5 0 -2 1 0 -
x2 8 3/2 3/2 1 -1/2 0 0 -
s3 0 7/2 -1/2 0 1/2 0 1 7→
↑
Z = 12 7 0 -4 0 0 ←Δj
s2 0 16 3 0 0 1 2
x2 8 5 1 1 0 0 1/2
s1 0 7 -1 0 1 0 2

Z = 40 3 0 0 0 4
Since all Δj ≥ 0, optimal basic feasible solution is obtained

Therefore the solution is Max Z = 40, x1 = 0, x2 = 5

Thank you
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