Linear Optimisation 3 1

Problem Cases
During the study of the graphical method problem cases such as non-unique solutions, infeasible
problems and unbounded problems were considered. At this stage it will be shown how these and
other problem cases can be recognised when using the Simplex methods.

Non-Unique Solutions
Consider the following linear programming problem :

Minimise
1 2
z 2x 2x =
Subject to :
1 2
x x 2 + s

1 2
x x 6 + s

1 2
12x x 3 2 s

1 2
x ,x 0 >

Solving this problem using the graphical method :





















It can be seen that this problem has a non-unique solution. Solving this problem using the Simplex
method :

This problem can be written in canonical form as :

Minimise
1 2
z 2x 2x 0 =
Subject to :
1 2 3
x x x 2 + + =

1 2 4
x x x 6 + + =

1 2 5
12x x x 3 2 + =

1 2 3 4 5
x ,x ,x ,x ,x 0 >
Objective Function
Direction of decreasing z
B
A
1 2
12x x 3 2 =
1 2
x x 6 + =
1 2
x x 2 + =
1
x

2
x

Feasible Region
Multiple Optima
Linear Optimisation 3 2
The Simplex tableau is :

z
1
x
2
x
3
x
4
x
5
x
RHS
1 -2 -2 0 0 0 0
0 -1 1 1 0 0 2
0 1 1 0 1 0 6
0
12
-1 0 0 1
3 2
1 0 -6 0 0 4 6
0 0 -1 1 0 2 5
0 0 3 0 1 -2 3
0 1 -2 0 0 2 3
1 0 0 0 2 0 12
0 0 0 1
13 4 3
6
0 0 1 0
13 2 3
1
0 1 0 0
2 3 2 3
5





By inspection it can be seen that the solution is now optimal. The optimal basic feasible solution is :

z 12 = ,
1
x 5 = and
2
x 1 =

This solution corresponds to point A on the graph. However, in the optimal tableau the non-basic
variable
5
x has a zero coefficient in the z-row. If
5
x is chosen to be the pivot variable and the pivot
is chosen to be the greyed value 4 3 in that column, the following tableau is obtained :

z
1
x
2
x
3
x
4
x
5
x
RHS
1 0 0 0 2 0 12
0 0 0
3 4 14
1
9 2
0 0 1
12 12
0 4
0 1 0
12 12
0 2

This tableau is also optimal. The optimal basic feasible solution in this case is :

z 12 = ,
1
x 2 = and
2
x 4 =

This solution corresponds to point B on the graph. Hence, for this problem there are two basic
feasible solutions.
Note
In the second optimal tableau the non-basic variable
3
x also has a zero coefficient in the z-row.
However, pivoting on this variable simply reproduces the first optimal tableau above.

This example shows how a non-unique solution can be recognised within the Simplex methods i.e.

Pivot
Zero Coefficient
Linear Optimisation 3 3
A linear programming problem has a non-unique solution if, in the optimal tableau, a non-basic
variable has a zero coefficient in the z-row.

By looking at the graph it can be seen that all points along the boundary of the feasible region
between point A and point B are also solutions of the linear programming problem(although they are
not necessarily basic feasible solutions). The general solution of a linear programming problem of
this kind (i.e. the equation of the optimal boundary of the feasible region) is a convex combination
of the optimal basic feasible solutions
i
x i.e. the general solution is an expression in the form :

t
i i
i 1
x
=
o

where
t
i
i 1
1
=
o =

and
i
0, 1 i t o > s s .

For a two-variable linear programming problem with optimal basic feasible solutions
1
x and
2
x this
expression can be written as :

1 2
x (1 )x o + o

For example, for the two variable problem above, the optimal basic feasible solutions are :

1
5
x
1
(
=
(

and
2
2
x
4
(
=
(



Hence, the general solution of the linear programming problem is :

1 2
x (1 )x o + o

i.e.
5 2
(1 )
1 4
( (
o + o
( (



i.e.
3 2
4 3
o+ (
(
o

| | 0,1 oe

Notice that substituting 1 o = into this expression gives the first optimal bfs and substituting 0 o =
gives the second optimal bfs.
Linear Optimisation 3 4
Infeasible Problems
Consider the following linear programming problem :

Maximise
1 2
z 3x 2x = +
Subject to :
1
x 2 s

1 2
x x 1 + s

1 2
x x 8 + >

1 2
x ,x 0 >

Solving this problem using the graphical method :






















By inspection it can be seen that there is no region in the
2 1
x x plane in which all constraints are
satisfied simultaneously. Hence, the feasible region is empty i.e. this problem is infeasible. Solving
this problem using the Simplex method :

This problem can be written in canonical form as :

Minimise
1 2
z 3x 2x 0 =

1 2 5
w x x x 8 + =
Subject to :
1 3
x x 2 + =

1 2 4
x x x 1 + + =

1 2 5 1
x x x a 8 + + =

1 2 3 4 5 1
x ,x ,x ,x ,x ,a 0 >

2 x
1
= 8 x x
2 1
= +
1 x x
2 1
= +
Feasible Values
1
x

2
x

Feasible Values
Feasible Values
Direction of increasing z
Linear Optimisation 3 5
The phase 1 Simplex tableau is :

z -w
1
x
2
x
3
x
4
x
5
x
1
a
RHS
1 0 -3 -2 0 0 0 0 0
0 1 -1 -1 0 0 1 0 -8
0 0 1 0 1 0 0 0 2
0 0 -1 1 0 1 0 0 1
0 0 1 1 0 0 -1 1 8
1 0 -5 0 0 2 0 0 2
0 1 -2 0 0 1 1 0 -7
0 0 1 0 1 0 0 0 2
0 0 -1 1 0 1 0 0 1
0 0 2 0 0 -1 -1 1 7
1 0 0 0 5 2 0 0 12
0 1 0 0 2 1 1 0 -3
0 0 1 0 1 0 0 0 2
0 0 0 1 1 1 0 0 3
0 0 0 0 -2 -1 -1 1 3

By inspection it can be seen that phase 1 is now complete with w 3 = i.e. w 3 = i.e.
min
w 0 >

This example shows how an infeasible problem can be recognised within the Simplex methods i.e.

A linear programming problem is infeasible if at the end of phase 1,
min
w 0 > .

Note
The current solution of a linear programming problem is infeasible if a negative value appears on
the right-hand side of one of the constraints. Feasibility can sometimes be restored using an
algorithm called the dual Simplex method. This procedure will be covered later in the course. If
feasibility cannot be restored then the linear programming problem itself is infeasible.
Linear Optimisation 3 6
Unbounded Problems
Consider the following linear programming problem :

Minimise
1 2
z x 12x =
Subject to :
1 2
x x 2 + s

1 2
3x x 1 + s

1 2
x 2x 1 s

1 2
x ,x 0 >

Solving this problem using the graphical method :























It can be seen that this problem is unbounded. Solving this problem using the Simplex method :

This problem can be written in canonical form as :

Minimise
1 2
z x 12x 0 =
Subject to :
1 2 3
x x x 2 + + =

1 2 4
3x x x 1 + + =

1 2 5
x 2x x 1 + =

1 2 3 4 5
x ,x ,x ,x ,x 0 >

Direction of decreasing z
Objective Function
1 2
x 2x 1 =
1 2
3x x 1 + =
1 2
x x 2 + =
1
x
2
x

Feasible Region
Linear Optimisation 3 7
The Simplex tableau is :

z
1
x
2
x
3
x
4
x
5
x
RHS
1 -1
12
0 0 0 0
0 -1 1 1 0 0 2
0 -3 1 0 1 0 1
0 1 -2 0 0 1 1
1 0 5 2 0 0 1 1
0 0 -1 1 0 1 3
0 0 -5 0 1 3 4
0 1 -2 0 0 1 1




By inspection it can be seen that the pivot selection rule has broken down. Although
2
x can be
selected as the pivot variable for the second iteration the pivot row cannot be found since all of the
entries in the
2
x column are negative.

This example shows how an unbounded problem can be recognised within the Simplex methods
i.e.

A linear programming problem is unbounded if at any stage during the solution the pivot selection
rule breaks down i.e. if :

i
ik
ik
b
S a 0; 1 i m
a

= > s s = |
`
)
i.e. the empty set

Negative Values
Linear Optimisation 3 8
Degeneracy
A linear programming problem is said to be degenerate if at any stage during the solution a zero
appears on the right-hand side of a constraint row. If that constraint row is then chosen to be the
pivot row, the next tableau will give the same basic feasible solution. To illustrate this problem
consider the following example :

Minimise
1 2
z x 2x =
Subject to
1 2
2x 2x 3 + s

1 2
2x 2x 3 + s

1 2
x ,x 0 >

This problem can be written in canonical form as :

Minimise
1 2
z x 2x 0 =
Subject to :
1 2 3
2x 2x x 3 + + =

1 2 4
2x 2x x 3 + + =

1 2 3 4
x ,x ,x ,x 0 >
The Simplex tableau is :

z
1
x
2
x
3
x
4
x
RHS
1 -1 -2 0 0 0
0 -2 2 1 0 3
0 2 2 0 1 3
1 -3 0 1 0 3
0 -1 1
12
0
3 2
0 4 0 -1 1 0
1 0 0
14 3 4
3
0 0 1
14 14 3 2
0 1 0
14 14
0




By inspection it can be seen that in the second tableau a zero has appeared on the right-hand side of a
constraint row. This constraint row has then been selected as the pivot row for the next iteration. The
second and third tableaux are clearly different. However, from the second tableau the basic feasible
solution is :

z 3 = ,
1
x 0 = and
2
x 3 2 =

and from the third tableau the optimal basic feasible solution is also :

z 3 = ,
1
x 0 = and
2
x 3 2 =

i.e. the tableaux are changing but the basic feasible solution is not.

Zero Coefficients
Linear Optimisation 3 9
Degeneracy occurs when there are redundant constraints in the problem. To illustrate this consider
the graphical solution of the linear programming problem above :





















By inspection it can be seen that the optimal vertex occurs at the intersection of three lines i.e. the
line
1 2
2x 2x 3 + = , the line
1 2
2x 2x 3 + = and the
2
x axis i.e. the line
1
x 0 = .

By looking at the canonical form of the problem i.e.

Minimise
1 2
z x 2x 0 =
Subject to :
1 2 3
2x 2x x 3 + + =

1 2 4
2x 2x x 3 + + =

1 2 3 4
x ,x ,x ,x 0 >

it can be seen that :

The lines
1
x 0 = and
1 2
2x 2x 3 + = intersect when
1
x and
3
x are non-basic.

The lines
1
x 0 = and
1 2
2x 2x 3 + = intersect when
1
x and
4
x are non-basic.

The lines
1 2
2x 2x 3 + = and
1 2
2x 2x 3 + = intersect when
3
x and
4
x are non-basic.

i.e. that each intersection corresponds to a different set of basic variables i.e. that each intersection
corresponds to a different tableau i.e. that three (different) tableaux produce the same basic feasible
solution.

3 2
1 2
2x 2x 3 + =
1 2
2x 2x 3 + =
1
x

2
x

Feasible Region
Optimal Vertex
0
Linear Optimisation 3 10
If a linear programming problem is highly degenerate it is possible for the sequence of tableaux to
repeat itself. In this case the algorithm will be stuck in a loop and the optimal solution will never be
found. This problem is called cycling. Cycling can be overcome by using a procedure known as
Blands Rule.

Blands Rule

When selecting the pivot column, read from left to right and choose the pivot variable as the first

k
x for which
k
c 0 < .

If there is a choice for the pivot row, choose the row whose basic variable has the smallest
subscript.

To illustrate the use of Blands Rule the linear programming problem from the last example i.e.

Minimise
1 2
z x 2x =
Subject to
1 2
2x 2x 3 + s

1 2
2x 2x 3 + s

1 2
x ,x 0 >

will be solved again using the modified pivot selection procedure.

The Simplex tableau is :





z
1
x
2
x
3
x
4
x
RHS
1 -1 -2 0 0 0
0 -2 2 1 0 3
0 2 2 0 1 3
1 0 -1 0 12 3 2
0 0 4 1 1 6
0 1 1 0
12 3 2
1 1 0 0 1 3
0 -4 0 1 -1 0
0 1 1 0
12 3 2

By inspection it can be seen that the solution is now optimal. The optimal basic feasible solution is :

z 3 = ,
1
x 0 = and
2
x 3 2 =

Notice that Blands Rule has prevented cycling from occurring.
No choice of pivot row in this case
Basic variable associated with this row is
3
x
Basic variable associated with this row is
1
x
First
k
x for which
k
c 0 <
Linear Optimisation 3 11
Summary
When using the Simplex methods :

A linear programming problem has a non-unique solution if in the optimal tableau, a
non-basic variable has a zero coefficient in the z-row.

A linear programming problem is infeasible if at the end of phase 1,
min
w 0 > (or if
feasibility cannot be restored using the dual Simplex method).

A linear programming problem is unbounded if at any stage during the solution the pivot
selection rule breaks down i.e. if :

i
ik
ik
b
S a 0; 1 i m
a

= > s s = |
`
)
i.e. the empty set

A linear programming problem is degenerate if at any stage during the solution a zero
appears on the right-hand side of a constraint row. A consequence of degeneracy is cycling.
Cycling can be prevented using Blands Rule.