MA 533: Operation Research

Class Note 2
Instructor: M. Saha

Computation details of Two Phase Method

1. Solve the LP problem using two phase method:

Maximize z = 4x1 + x2

subject to
3x1 + x2 = 3
4x1 + 3x2 ≥ 6
x1 + 2x2 ≤ 4
x1 , x2 ≥ 0

Solution: Introducing slack, surplus and artificial varibles, comstraints are ex-
pressed in equation form:

3x1 + x2 + R1 = 3
4x1 + 3x2 − x3 + R2 = 6
x1 + 2x2 + x4 = 4

Phase I : We solve the following LP problem to get starting basic feasible solution

Maximize r = R1 + R2

subject to
3x1 + x2 + R1 = 3
4x1 + 3x2 − x3 + R2 = 6
x1 + 2x2 + x4 = 4

Associated tableau is

Basic x1 x2 x3 R1 R2 x4 Sol
r 0 0 0 -1 -1 0 0
R1 3 1 0 1 0 0 3
R2 4 3 -1 0 1 0 6
x4 1 2 0 0 0 1 4

Since the basic variables R1 and R2 have non-zero co-efficients in objective function,
these two variables are needed to be substituted out in the r-rows with the operation
r → r + R1 + R2 , as follows:

Basic x1 x2 x3 R1 R2 x4 Sol Ratio

r 7 4 -1 0 0 0 9
R1 3 1 0 1 0 0 3 1
← R2 4 3 -1 0 1 0 6 3/2 (min)
x4 1 2 0 0 0 1 4 4
 MA 533

So the new basic varibles are (x1 , R2 , x4 ). Using Gaussian elimination to make x1
as pivot column we get

Basic x1 x2 x3 R1 R2 x4 Sol Ratio

r 0 5/3 -1 -7/3 0 0 2
x1 1 1/3 0 1/3 0 0 1 3
← R2 0 1 -3/5 -4/5 3/5 0 6/5 6/5 (min)
x4 0 5/3 0 -1/3 0 1 3 9/5

So the new basic varibles are (x1 , x2 , x4 ). Using Gaussian elimination to make x2
as pivot column we get

Basic x1 x2 x3 R1 R2 x4 Sol
r 0 0 0 -1 -1 0 0
x1 1 0 1/5 3/5 -1/5 0 3/5
x2 0 1 -3/5 -4/5 3/5 0 6/5
x4 0 0 1 1 -1 1 1

Since no artificial variables is a basic varible and r = 0, Phase I prodi=uce the

basic feasible solution x1 = 3/5, x2 = 6/5, x4 = 1.
At this point artificial variables have completed their mission and we will eliminate
their columns altogether from the table and move to Phase II.

Phase II: After deleting the artificial columns we we write the original problem as:

Maximize r = 4x1 + x2

subject to
x1 + 15 x3 = 3
5

x2 − 35 x3 = 6
5

x3 + x4 = 1

The tableau associated with Phase II is given as:

Basic x1 x2 x3 x4 Sol
z -4 -1 0 0 0
x1 1 0 1/5 0 3/5
x2 0 1 -3/5 0 6/5
x4 0 0 1 1 1

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 MA 533

Since the basic variables x1 and x2 have non-zero co-efficients in objective function,
these two variables are needed to be substituted out from the z-rows with the
operation z → z + 4x1 + x2 , as follows:

Basic x1 x2 x3 x4 Sol Ratio

z 0 0 1/5 0 18/5
x1 1 0 1/5 0 3/5 3
x2 0 1 -3/5 0 6/5 –
← x4 0 0 1 1 1 1 (min)

So the new basic varibles are (x1 , x2 , x3 ). Using Gaussian elimination to make x3
as pivot column we get,

Basic x1 x2 x3 x4 Sol
z 0 0 0 -1/5 17/5
x1 1 0 0 -1/5 2/5
x2 0 0 0 3/5 9/5
← x4 0 0 1 1 1

Based on the optimality condition, none of the z-row co-efficient is positive, hence
the last table is optimal. So the solution of the LP-problem is
2 9 17
x1 = , x2 = , and z = .
5 5 5

2 9 17
Verification: 4x1 + x2 = 4 × + = .
5 5 5

Remark: If one or more artificial varibles are basic at the end of Phase I, their
removal requires following additional steps:

Step I: Select any artificial variables to leave the basic solution, and mark it as pivot
row. The entering variable can be any nonbasic and non-artificial variable
with non-zero co-efficinent in the pivot row.
Step II: Remove the column of the just leaving artificial variable from the tableau.
If all artifical variables are removed from basic varible, then go to Phase II,
otherwise go back to Step I.

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