Degeneracy in Simplex Method

In some cases, there may be ambiguity in selecting the variable that should be introduced into the basis, i.e., there is a tie between the replacement ratio of two variables.

To resolve degeneracy in simplex method, we select one of them arbitrarily. Let us consider the following linear program problem (LPP).

example Example - Degeneracy in Simplex Method

Maximize 3x1 + 9x2

subject to

x1 + 4x2 ≤ 8
x1 + 2x2 ≤ 4

x1, x2 ≥ 0

Solution.

After introducing slack variables, the corresponding equations are:

x1 + 4x2 + x3 = 8
x1 + 2x2 + x4 = 4
x1, x2, x3, x4 ≥ 0

Where x3 and x4 are slack variables.

Simplex Method: Table 1

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  cj 3 9 0 0  
cB Basic variables
B
x1 x2 x3 x4 Solution values
b (=XB)
0 x3 1 4 1 0 8
0 x4 1 2 0 1 4
zj-cj   -3 -9 0 0  

Minimum positive value (8/4, 4/2) = (2, 2)

There is a tie between the two values. So you are at liberty to break the tie arbitrarily.

In the following material, we will consider both the cases.

Case I

x4 departs & x2 enters.

Table 2

  cj 3 9 0 0  
cB Basic variables
B
x1 x2 x3 x4 Solution values
b (=XB)
0 x3 -1 0 1 -2 0
9 x2 1/2 1 0 1/2 2
zj-cj   3/2 0 0 9/2  

x1 = 0, x2 = 2, z = 18

Case II

x3 departs & x2 enters.

Table

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  cj 3 9 0 0  
cB Basic variables
B
x1 x2 x3 x4 Solution values
b (=XB)
9 x2 1/4 1 1/4 0 2
0 x4 1/2 0 -1/2 1 0
zj-cj   -3/4 0 9/4 0  

x4 departs & x1 enters.

Table 3

  cj 3 9 0 0  
cB Basic variables
B
x1 x2 x3 x4 Solution values
b (=XB)
9 x2 0 1 1/2 -1/2 2
3 x1 1 0 -1 2 0
zj-cj   0 0 3/2 3/2  

x1 = 0, x2 = 2, z = 18

The above example shows how to resolve degeneracy in linear programming (LP).

In this chapter, you learned the mechanics of obtaining an optimal solution to a linear programming problem by the simplex method. The simplex method is an appropriate method for solving a ≤ type linear programming problem with more than two decision variables. Two phase and M-method are used to solve problems of ≥ or ≤ type constraints. Further, the simplex method can also identify multiple, unbounded and infeasible problems.

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