MAT331-Operation Research Lab
TWO PHASE SIMPLEX METHOD
Dr. S. V. Gomathi
Assistant Professor
Department of Mathematics
SASTRA Deemed University
Thanjavur-Dt
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When we apply two phase method to solve the linear
programming problem?
If there is any constraint with = or ≥ sign , then we can use two-phase
method.
We first express the given LPP in standard form by introducing the
slack, surplus and artificial variables. Then, we set down the two
phases as follows
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Steps for Two-Phase Method:
Phase I – In this phase, the simplex method is applied to a specially
constructed auxiliary linear programming problem leading to a final
simplex table containing a basic feasible solution to the original
problem.
• Step 1 – Assign a cost -1 to each artificial variable and a cost 0 to all
other variables in the objective function.
• Step 2 – Construct the Auxiliary LPP in which the new objective
function Z* is to be maximized subject to the given set of constraints.
• Step 3 – Solve the auxiliary problem by simplex method until either of
the following cases arise 3
a) Max Z* < 0 and atleast one artificial vector appear in the optimum
basis at a positive level (Δj ≥ 0). In this case, given problem does not
possess any feasible solution.
b) Max Z* = 0 and at least one artificial vector appears in the optimum
basis at a zero level. In this case proceed to phase-II.
c) Max Z* = 0 and no one artificial vector appears in the optimum
basis. In this case also proceed to phase-II.
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• Phase II – Now assign the actual cost to the variables in the
objective function and a zero cost to every artificial variable
that appears in the basis at the zero level. This new objective
function is now maximized by simplex method subject to the
given constraints.
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• Example 1
Max Z = 3x1 - x2
s.t
2x1 + x2 ≥ 2,
x1 + 3x2 ≤ 2,
x2 ≤ 4,
and x1 ≥ 0, x2 ≥ 0
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Solve the LPP using two phase simplex method
Solution is
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3) Min (Z)= 6x+21y
Subject to
X+2y>=3,
X+4y>=4,
X,y>=0.
Min(Z)=22.5 at x=2, y=0.5.
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4. Max(Z)= 2x1+3x2+4x3
subject to
3x1+2x2+x3<=10,
2x1+3x2+3x3<=15,
x1+x2-x3>=4
and x1,x2,x3>=0.
Max(Z)=15.556 at x1=0.33, x2=4.22, x3=0.556.
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4. Max(Z)= 5x1+2x2+10x3
subject to
x1-x3<=10,
x2+x3>=10,
and x1,x2>=0.
Min(Z)=20 at x1=0, x2=10, x3=0
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