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Two Phase Method Explained with Example

- The two-phase method is used when a linear programming problem contains constraints with equality or greater than/equal to signs. - In the first phase, a basic feasible solution is found by minimizing artificial variables added to convert inequalities to equalities. - In the second phase, the simplex method is applied to maximize the original objective function using the basic feasible solution from phase 1. - The example problem is solved using the two phase method by first finding a basic feasible solution in phase 1, then applying the simplex method in phase 2 to find the optimal solution.

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ABHISHEK SHARMA
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129 views14 pages

Two Phase Method Explained with Example

- The two-phase method is used when a linear programming problem contains constraints with equality or greater than/equal to signs. - In the first phase, a basic feasible solution is found by minimizing artificial variables added to convert inequalities to equalities. - In the second phase, the simplex method is applied to maximize the original objective function using the basic feasible solution from phase 1. - The example problem is solved using the two phase method by first finding a basic feasible solution in phase 1, then applying the simplex method in phase 2 to find the optimal solution.

Uploaded by

ABHISHEK SHARMA
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd

Two Phase Method

- Abhishek Sharma
- 2018pie5375
When should we use 2 phase method?
• If there is any constraint with = or ≥ sign , then we can use two-phase
method.
• It is an alternative to the Big M method.
• bfs is found at the first phase.
• Problem is solved using simplex method at the second phase.
Example 1

• Minimize z = -3x1 + x2 - 2x3 Maximize z = 3x1 – x2 + 2x3


• subject to
• x1 + 3x2 + x3 ≤ 5 x1 + 3x2 + x3 + x4 = 5
2x1 – x2 + x3 ≥ 2 2x1 – x2 + x3 – x5 + A1 = 2
4x1 + 3x2 - 2x3 = 5 4x1 + 3x2 - 2x3 + A2 = 5

• x1, x2, x3 ≥ 0 x1, x2, x3, x4, x5, A1, A2 ≥ 0


Basic Variable
Maximize z = 3x1 – x2 + 2x3

x1 + 3x2 + x3 + x4 = 5 • n-m=0
2x1 – x2 + x3 – x5 + A1 = 2 • n-m=4
4x1 + 3x2 - 2x3 + A2 = 5
• x1, x2, x3, x5 = 0
x1, x2, x3, x4, x5, A1, A2 ≥ 0
Phase 1
• Objective Function : Min z = sum of all artificial variables
• Assign a cost –1 to each artificial variable
• Maximize W= 0x1 + 0x2 + 0x3 + 0x4 + 0x5 + (–A1) + (–A2)
Phase 1
Phase1 cases

W>0
W=0
No feasible
solution

Without With artificial


artificial variable.
variable Cj of ‘A’=0
Two Phase Method: Table 1
Maximize W= 0x1 + 0x2 + 0x3 + 0x4 + 0x5 + (–A1) + (–A2)
cj 0 0 0 0 0 -1 -1
cB Basic x1 x2 x3 x4 x5 A1 A2 Solution
variables values
b (= XB)
B
0 x4 1 3 1 1 0 0 0 5
-1 A1 2 -1 1 0 -1 1 0 2
-1 A2 4 3 -2 0 0 0 1 5
cj-zj 6 2 -1 0 -1 0 0
Table 2

Cj- Zj 0 5 -4 0 2 0
Table 3
cj 0 0 0 0 -1
cB Basic x1 x2 x3 x4 x5 Solution
variables values
B b (= XB)

0 x4 0 0 33/10 1 -9/10 33/10


0 x1 1 0 1/10 0 -3/10 11/10
0 x2 0 1 -4/5 0 2/5 1/5
Cj- Zj 0 0 9/10 0 13/10
Phase 2 Table 1
Maximize z = 3x1 – x2 + 2x3
cj 3 -1 2 0 0
cB Basic x1 x2 x3 x4 x5 Solution
variables values
B b (= XB)
0 x4 0 0 33/10 1 -9/10 33/10
3 x1 1 0 1/10 0 -3/10 11/10
-1 x2 0 1 -4/5 0 2/5 1/5
Cj- Zj 0 0 9/10 0 13/10
Phase 2 Table 2
cj 3 -1 2 0 0
cB Basic x1 x2 x3 x4 x5 Solution
variables values
B b (= XB)

0 x4 0 9/4 3/2 1 0 15/4


3 x1 1 3/4 -1/2 0 0 5/4
0 x5 0 5/2 -2 0 1 1/2
Cj- Zj 0 -13/4 7/2 0 0
Phase 2 Table 3
cj 3 -1 2 0 0
cB Basic x1 x2 x3 x4 x5 Solution
variables values
B b (= XB)
2 x3 0 3/2 1 2/3 0 5/2
3 x1 1 3/2 0 1/3 0 5/2
0 x5 0 11/2 0 4/3 1 11/2
Cj- Zj 0 -17/2 0 -7/3 0
Result
• An optimal policy is x1 = 5/2, x2 = 0, x3 = 5/2.
• The associated optimal value of the objective function is
• z = 3 X (5/2) – 0 + 2 X (5/2) = 25/2.
ThankYou

25

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