Minimize

z 5 x1 7 x2

Subject to the constraints

2 x1 3 x2 42
3 x1 4 x2 60
x1 x2 18
x1 , x2 0
Ans: x1=12, x2=6 Soln(= Min z) = 102

Introducing the surplus and artificial

variables, R1, R2, the LPP is modified as
follows:
Minimize z 5 x1 7 x2 MR1 MR2 MR3
Subject to the constraints
2 x1 3 x2 s1
3 x1 4 x2
x1 x2

R1
s2
s3

42

R2

60

R3 18

x1 , x2 , s1 , s2 , s3 , R1 , R2 , R3 0

Basic z
z

x1
x2
s1
-5+6M -7+8M -M
1
-5
-7
0

s2
-M
0

s3
-M
0

R1
0
-M

R2
0
-M

R1

-1

42

R2

-1

60

R3

-1

18

1 2M
1
3 3

7 5M

-M
3 3

0 98+8M

x2

2/3

-1/3

1/3

14

R2

1/3

4/3

-1

-4/3

R3

1/3

1/3

-1

-1/3

7 8M
-M
3 3

R3 Sol
0 120M
-M
0

Basic z
z

x1
1 2M

1 3 3

x2

s1

s2

s3

R1

7 5M

3 3 -M

x2

2/3

-1/3

R2

1/3

4/3

-1

R3

1/3

1/3

1 M

4 4

7 M

-M - M
4 4

x2

3/4

-1/4

1/4

15

s1

1/4

-3/4

-1

3/4

R3

1/4

1/4

-1

-1/4

7 8M

-M 3 3

R2

R3

Sol

0 98+8M

1/3

14

-4/3

-1 -1/3

7 5M

4 4

0 105+3M

Basic z

x1

x2

s1

s2

7 M

4 4

s3

R1

R2
7 5M
-M -M 4 4

R3

Sol

1 M

4 4

x2

3/4

-1/4

1/4

15

s1

1/4

-3/4

-1

3/4

R3

1/4

1/4

-1

-1/4

-2

-M

x2

-1

-3

s1

-1

-1

-1

x1

-4

-1

12

105+3M

2-M -1-M 102

Basic z

x1

x2

s1

s2

s3

R1

R2

R3

Sol

2-M -1-M 102

-2

-M

x2

-1

-3

s1

-1

-1

-1

x1

-4

-1

12

-1

-1

1-M

1-M

x2

-3

-2

s3

-1

-1

-1

x1

-3

-4

12

2-M 102

Basic z

x1

x2

s1

s2

s3

R1

R2

R3

Sol

-1

-1

1-M

1-M

2-M

102

x2

-3

-2

s3

-1

-1

-1

x1

-3

-4

12

This is the optimal tableau.

Optimal solution: x1=12, x2=6

Optimal z = Minimum z = 102

Graphical illustration

(0, 18)
(0, 15)
(0, 14)

(12,6)

(0, 0)

(18, 0) (20, 0) (21, 0)

TWO PHASE METHOD

The Big M method involves manipulation
with small and large numbers and so is not
suited to a computer. We now look at the
Two-Phase method. As the name suggests,
the method consists of two phases: In phase
I, we minimise the sum of all the artificial
variables subject to the same constraint
equations. If the original problem had a
feasible solution this new problem will give

a solution with all artificial variables

zero. Taking this as a starting BFS, we
solve the original problem. We illustrate
by an example.

Consider the LPP:

Minimize

z 2 x1 x2

Subject to the constraints

3 x1 x2 9
x1 x2 6
x1 , x2 0

Introducing the surplus and artificial

variables, R1, R2, the LPP is same as:
Minimize

z 2 x1 x2

Subject to the constraints

3 x1 x2 s1
x1 x2

R1

s2

R2 6

x1 , x2 , s1 , s2 , R1 , R2 0

Phase I:
Minimize

r R1 R2

Subject to the constraints

3 x1 x2 s1
x1 x2

R1

s2

R2 6

x1 , x2 , s1 , s2 , R1 , R2 0
We now solve it by Simplex method.

Basic r

x1

x2

s1

s2

R1

R2

Sol.

2
0

-1
0

-1
0

0
-1

0
-1

15
0

4
0

R1

-1

R2

-1

2/3

1/3

-1

-4/3

x1

1/3

-1/3

1/3

R2

2/3

1/3

-1

-1/3

-1

-1

x1

-1/2

1/2

1/2

-1/2

3/2

x2

1/2

-3/2 -1/2

3/2

9/2

Note that Phase I has ended as min r =0.

Phase II

Now we solve the original LPP with

3
9
the starting BFS: x1 , x2
2
2
Note that the starting Simplex tableau is
same as the last tableau except for the first
row which is our z-Row. Since R1, R2 have
served their purpose (of giving a starting
BFS), we suppress their columns.

Basic z

x1

x2

s1

s2

0
-1

-1/2 -1/2
0
0

R1

R2

Sol.

0
-2

x1

-1/2

1/2

3/2

x2

1/2

-3/2

9/2

This is the optimal tableau.

Optimal solution: x1 = 3/2, x2 = 9/2

Optimal value : Min z = 15/2

15/2
0