Lecture 5. Basic Feasible Solution: Feng Chen

Lecture 5.
Basic Feasible Solution
Feng Chen
Department of Industrial Engineering and Logistics

Management
Shanghai Jiao Tong University
Mar 18, 2010
Mar 18 2010 1
Copyright Feng Chen 2004-2010. All rights reserved.
Enumerate Algorithm
min z cT x
s.t. Ax b
x0
How to solve LP as above?
If we can find all feasible solutions and the

number of these feasible solutions is finite,
then we can compare these solutions and
select the optimal solution.
Mar 18 2010 Page 2

Standard LP
Convert methods
<= , Slack variables
p >=, excess variables
p Free variable, x=x1-x2
Standard LP with x1 and x2 to be
nonnegative.
Linear
Programming ? For standard LP, can we
get the extreme point by
algebraic calculations.
Mar 18 2010 Page 3

Standard LP
Any Linear Programming
Converted
Standard Linear Programming
Mar 18 2010 Page 4

There must exists at least one optimal solution at

extreme point.
We need not to search all

points, maybe good to consider
these solutions only related to
extreme points. For this goal,
we introduce another concept
of basic feasible solution.
Mar 18 2010 Page 5

Constraints Cases
Consider a system, Ax b A R m,n
case 1: m=n Case 3: m<n

x1 x2 3 x1 x2 3
x1 2 x2 6 x2 x3 1
Case 2: m>n We like case 1 & 2, but

no research. If research,
x1 x2 3 we must consider case 3.
x1 2 x2 6 This case will lead to
x1 4 x2 5 many feasible solutions.
So, we will address this
case.
Mar 18 2010 Page 6

Which case is hard?
Suppose we have standard constraints: Ax b A R m,n
Here m indicates the number of constraints, and n is the number of variables.
Case 1: m=n Such case is easy to get optimal solution, because there is
x1 x2 3 always unique solution, we need not to do hard job to find the
x1 2 x2 6 optimal one from many candidates (determined).
Case 2: m>n Such case seems easy, if we can have a method to determine its
infeasibility. (overdetermined)
x1 x2 3
x1 2 x2 6 We like case 1 & 2, it seems easy to deal with.
x1 4 x2 5
Case 3: m<n The case seems hard to get optimal, we do not like, because
x1 x2 3 they give me many solutions, and we need to find the best
x 2 x3 1 one(undetermined).
This case will lead to many feasible solutions. So, we will address
such difficulty case.
Mar 18 2010 Page 7
Basic solution
In case m<n
x1 x2 3
x2 x3 1
How to find all feasible solutions? Because the number of variable
is larger than the number of equation, we would like to fix some
variables, and solve a normal equation system with left variables.
If we restrict x3 to a value, e.g., x3=0, we can obtain a

solution to the above system as (2,1,0);
If x3=1, then the corresponding solution is (1,2,1);
If x3=2, which leads to a solution (0,3,2).
Mar 18 2010 Page 8

Nonbasic variables
Def. Given Ax=b with n variables and m constraints (n>m), a

solution called basic solution of the system is obtained by
setting n-m variables equal to 0
solving for the values of the remaining m variables
:nonbasic varibale :basic variable
Def. If a basic solution is called basic feasible solution(bfs), if

it is also feasible to the prime problem, generally to satisfy the
sign restrictions.
Mar 18 2010 Page 9

(Gia) max z 3x1 2 x2
s.t. 2 x1 x2 x3 100
x1 x2 x4 80
x1 x 5 40
x1 , x2 , x3 , x4 , x5 0
Step 1. Number of Variables =5; number of constraints=3;
Step 1.1 How many of nonbasic variables?

5-3=2
Step 1.2 How many of basic variables?
3
Step 2. Select x3, x4 as the nonbasic variables, and let x3= x4=0, we
get a basic solution of 2 x1 x2 0 100
(20,60,0,0,20) x1 x2 0 80
x1 x 5 40
Mar 18 2010 x1 , x2 ,0,0, x5 0 Page 10
Example
min z 4 x1 3 x2
Basic Nonbasic Basic
s.t. x1 x2 y3 40 variables Variables Feasible
2 x1 x2 y 4 60 Solution
x1 , x2 , y3 , y 4 0 x1, x2 y3,y4 (20,20,0,0)
Mar 18 2010 Page 11

min z 4 x1 3 x2
s.t. x1 x2 y3 40 variables Variables Feasible
2 x1 x2 y 4 60 Solution
x1 , x2 , y3 , y 4 0 x1, x2 y3,y4 (20,20,0,0)
x 1 , y3 x2 ,y4 (30,0,10,0)
Mar 18 2010 Page 12

min z 4 x1 3 x2 variables Variables Feasible
s.t. x1 x2 y3 40 Solution
2 x1 x2 y 4 60 x1, x2 y3, y4 (20,20,0,0)
x1 , x2 , y3 , y 4 0 x1 , y3 x2 ,y4 (30,0,10,0)
x1 ,y4 x2, y3 (40,0,0,-20)
x2 ,y3 x1, y4 (0,60,-20,0)
x2 ,y4 x1 , y3 (0,40,0,20)
y3 ,y4 x1 , x2 (0,0,40,60)
Mar 18 2010 Page 13

BFS & Extreme Point
BFS Relationship Extreme Point
Mar 18 2010 Page 14

BFS & Extreme Point
Theorem For any LP, there is a unique extreme point of the LPs feasible
region corresponding to each basic feasible solution. Also, there is at least one
bfs corresponding to each extreme point of the feasible region.
Proof.
Given a basic feasible solution
x=(x1,x2,,xn-m, 0,0,,0)
The point related to the bfs is an extreme point.

Assume x is not an extreme point, which means the
there exist two different points , y,z
y x
z Contradiction
Mar 18 2010 Page 15

Homework
pp92. 1,2
Mar 18 2010 Page 16

The End
Mar 18 2010 17

Lecture 5. Basic Feasible Solution: Feng Chen

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Lecture 5.

Basic Feasible Solution

Department of Industrial Engineering and Logistics

How to solve LP as above?

If we can find all feasible solutions and the

Mar 18 2010 Page 2

Mar 18 2010 Page 3

Any Linear Programming

Standard Linear Programming

Mar 18 2010 Page 4

There must exists at least one optimal solution at

We need not to search all

Mar 18 2010 Page 5

case 1: m=n Case 3: m<n

Case 2: m>n We like case 1 & 2, but

Mar 18 2010 Page 6

If we restrict x3 to a value, e.g., x3=0, we can obtain a

If x3=1, then the corresponding solution is (1,2,1);

If x3=2, which leads to a solution (0,3,2).

Mar 18 2010 Page 8

Def. Given Ax=b with n variables and m constraints (n>m), a

:nonbasic varibale :basic variable

Def. If a basic solution is called basic feasible solution(bfs), if

Mar 18 2010 Page 9

Step 1. Number of Variables =5; number of constraints=3;

Step 1.1 How many of nonbasic variables?

Mar 18 2010 Page 11

Mar 18 2010 Page 12

Mar 18 2010 Page 13

BFS Relationship Extreme Point

Mar 18 2010 Page 14

The point related to the bfs is an extreme point.

Mar 18 2010 Page 15

Mar 18 2010 Page 16

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