PROCEDURE OF TWO-PHASE METHOD The two-phase method search for driving out of the Artificial Variables from the

basis, in its first phase (i.e. Phase-I). Once it could be done, it switches on to obtain the optimal objective function value in second phase (i.e. Phase-II). The Phase-I also adopt the same concept like Big-M to drive out the Artificial Variables by deleting /Eliminating their computation in the proceeding iterations, once they are been moved out from the basis. Step 1: Formulation of LPP i.e. Maximize / Minimize Z = c1x1 + c2 x2 + .......... + cn xn
a11 x1 + a12 x2 + ..... + a1n xn ( or = ) b1 a21 x1 + a22 x2 + ..... + a2n xn ( or = ) b2 . Subjected to . . am1x1 + am 2 x2 + ..... + amn xn ( or = ) bm x1, x2 ,...xn 0 or un restricted and bm 0

So, General/Standard form of LPP can be written as, Max / Min Z = c j x j

j =1

Subjected to

a x ( or = ) b , i = 1,2......m
ij j i j =1

and x j 0 and bi 0

Where c j is termed Cost Coefficients, bi is termed as Resources/Solution Values of Basic variables, aij is termed as Technological/Input-Output coefficients, n is number of variables, m is number of constraint equations. Step 2: Verifying the suitability of applying Simplex method or Artificial Variable Technique (like Big-M method or Two-Phase Method) Check whether the RHS (i.e. all bi ) of constraint equations are positive or not. If not, change their sign by multiplying throughout by -1 and thereafter check whether all the inequality symbols in the constraint equations are greater than or equal to ( or = ) or not. If not adopt Simplex method. Step 3: Subtracting Slack variables and adding Artificial Variables Subtract slack variables and add artificial variables to convert all inequalities constraint equations to equality equations. I.e. the constraint equation having Greater than inequality ( ) should be subtracted with slack variable ( Si ), which represent over fulfillment of requirement and at the same time add an imaginary artificial variable ( ( Ai ) , thereby the equal (=) type constraint generates between LHS and RHS of the constraint equation. E.g: if constrain equation is a11 x1 + a12 x2 + ... + a1n xn b1 , then convert it as a11 x1 + a12 x2 + ... + a1n xn S1 + A1 = b1 . Step 4: Phase-I (Objectivity to remove Artificial Variables from the basis) Generate an Auxiliary Objective function W which is of maximization, consisting of artificial variables with negative coefficient (i.e. -1) only, i.e. Maximize W = A1 A2 ...... Am . Hence, the modified objective function and constraint equations will be written as;
Maximize W = A1 A2 .... Am + 0 * x1 + 0 * x2 + .... + 0 * xn + 0 * S1 + 0 * S2 + .... + 0 * Sm
a11x1 + a12 x2 + ... + a1n xn S1 + A1 = b1 a21x1 + a22 x2 + ... + a2 n xn S2 + A2 = b2 . Subjected to . . am1x1 + am 2 x2 + ... + amn xn Sm + Am = bm x1, x2 ,...xn , S1, S2 ,...., Sm 0 and bm 0

Step 5: Apply the procedure of Simplex method by giving preference to artificial variables as Initial Basic variables, so that they can be drive out in later iterations. Note: 1. In a constraint equation, if a surplus and Artificial Variables are present then the artificial variable need to be taken into the basis.

2. The iterations should be done, to drive out the artificial variables. Once they (i.e. Artificial Variables) are driven out, eliminate its computation in the successive iterations. Step 5: Carry out the Simplex algorithm till optimality is reached. The optimal table generates solution to the Auxiliary objective function, while the artificial variables may or may not be driven out. In this regard, there arise three cases in the optimal table, mentioned below. Case 1: If the Auxiliary objective value is negative, i.e. Maximize W < 0 with no or at least one of the artificial variables appears in the basis at a position level, then the original problem has infeasible solution. Case 2: If the Auxiliary objective value is zero, i.e. Maximize W = 0 with no artificial variables appearing in the basis at any position level, then the original problem has feasible optimal solution. Take the optimal table of the Phase-I with no artificial variable columns, as the initial iteration table for Phase-II and use the original objective function and its cost coefficients, incorporated. Apply Simplex method to find the optimal feasible solution. Case 3: If the Auxiliary objective value is zero, i.e. Maximize W = 0 with one or more artificial variables appearing in the basis at zero position level, then the original problem has feasible optimal solution. Step 6: Phase-II (Objectivity to obtain Optimality) Take the optimal table of the Phase-I with or without artificial variable columns, as per the case, as the initial iteration table and use the original objective function and its cost coefficients, incorporated. Apply Simplex method to find the optimal feasible solution. If, artificial variables are present, see that they do not re-enter. Hence, the original objective function and constraint equations will be written as;
Maximize / Minimize Z = c1 x1 + c2 x2 + .......... + cn xn + 0 * S1 + 0 * S2 + ... + 0 * Sm