# Lec-7 Simplex Algorithm – Termination

We continue our lecture on Termination. We look at two more aspects of terminations

which are Unboundedness and Invisibility. We look at unboundedness with an example.We

take this example. Maximize 4X1 + 3X2 subject to X1 – 6X2 less

than or equal to 5; 3X1 less than or equal to 11; X1, X2 greater than are equal to 0. As usual we add the two slack variables +

X3=5; + X4=11; X3, X4 greater than are equal to 0 and we create the simplex table. With X3 and X4 as starting basic variables,

X1, X2, X3 and X4 right hand side. Start with X3 and X4; 4X1 + 3X2 0 0 these

values are 0 and 0. 1 – 6 1 0 5 3 0 0 1 11 Cj – Zj. These two are 0 also X3 and X4 are basic so

they will have Cj – Zj or 0.So 0 into 1 + (0 into 3) is=0 and we get 4 and 3 respectively. This will become 0. Now variable X1 with the largest value of

Cj – Zj enters. X1 enters. To find out the leaving variable we compute

theta. 5 divided by 1 is=5 and 11 divided by 3

is 11/3. Now 11/3 is smaller than 5 so variable X4

leaves the basis, X1 enters and this is the pivot element. So now we have X3 and X1 replacing X4. Now divide by the pivot element to get (1

0 0 1/3 11/3). This is 4 and this is 0. We need a 0 here so this minus this would

give 0 so 1 – 1=0; – 6 – 0 is=- 6; 1 – 0 is=1; 0 – 1/3 is=- 1/3; 5 – 11/3 is=4/3. Cj – Zj, X1 and X3 are basic variable so we

get 0. 0 into (- 6 + 4) into 0=0; 3 – 0 is=3;0

into (- 1/3 + 4) into 1/3 is=4/3 you get a – 4/3. 0 into 4/3 + (4 into 11/3) is=44/3. Now variable X2 with a positive value of Cj

– Zj enters. You have to find out a leaving variable. We try and compute theta. You realize that this is negative. Therefore you cannot compute this theta. This is 0, you cannot compute this theta. There is no theta. So the algorithm will terminate because the

algorithm is unable to find a leaving variable. It is able to find an entering variable but

it is not able to find a leaving variable. So the algorithm will also terminate. This phenomenon where the algorithm terminates

when it is unable to find the leaving variable is called unboundedness. What exactly is this unboundedness? We will see by drawing the graph corresponding

to this problem. This is (5, 0) one of the points. We need to draw X1 – 6X2=5. So if we put X2=- 1 here then X1 will also

be – 1 so this will be the point. So we have another point. One point is (5, 0) the other point would

be for example, if X2 is 1/2 then X1 will be 8. (6 7 8 and1/2) so the line is somewhat like

this. This is the line X1 – 6X2=5. This divides it into two regions. So (0, 0) is less than this. This is the feasible region corresponding

to this constraint. Now 3X1 less than or equal to 11 would give

us a point X1=11/3 so, (1 2 3 4), roughly, this is 11/3 so this is, 1 less than or equal

to 11/3 is all this. So the region that satisfies all the constraints

is actually this region which goes right up to infinity and we have this. Therefore the first important thing is that

this region is not bounded. So this set of constraints represents an unbounded

region in the first place and then an unbounded solution. Now what is the difference between the unbounded

region and the unbounded solution? Let us also draw the objective function. Suppose we draw 4X1 + 3X2=12, we have three

points (3, 0) (0, 4), this is the Objective function line. As we maximize we realize that the objective

function is moving in this direction and it will not get the optimum point because the

region is unbound. Both X1 and X2 can go up to infinity. On the other hand if the problem happened

to minimize 4X1 + 3X2 subject to same constraints, the objective function line is now going to

move in this direction and then it will terminate by giving the point (0,0) as the optimum point. So there are two aspects to it. One is that the feasible region can be unbounded

so the problem has an unbounded region and it can have an unbounded solution if the objective

function is moving in this certain direction. So this is an example where we have both an

unbounded feasible solution as well as unbounded region. Depending on the objective function, sometimes

a region that is unbounded may still have an optimum. In this example we are seeing a situation

where the feasible region is unbounded as well as the solution is unbounded. So unboundedness is indicated by simplex algorithm

being able to identify an entering variable and not being able to identify a leaving variable. In fact we can do one more thing which is

this. If we had looked at the very first iteration

now, we see both the non basic variables X1 and X2 having positive value. So far we have been very consistent in trying

to enter that non basic variable with the largest positive Cj – Zj. By now we can understand that any variable

with a positive Cj – Zj can enter and can improve the objective function. So instead of entering this 4 if we had tried

to enter the variable X2 with 3 in the very first stage we wouldn’t be able to find out

the leaving variable and therefore we could have indicated unboundedness right here. What we are actually trying to do is we could

have seen the unboundedness right here but then from this point we move to another point

here and then we realize that we are going to get unbounded region. So it is not absolutely necessary that we

always need to enter the variable to the largest positive Cj – Zj. We could enter any variable with a positive

Cj – Zj in which case for this example, we could have detected unboundedness earlier

than what we arrange. Now let us go back to this. So right here end of the first iteration we

observed. The variable X2, C2 – Z2=3 can enter the

basis. But we are unable to fix a leaving variable. Algorithm terminates. It is unable to find the leaving variable. Such a thing is called unboundedness, indicating

that variable X2 can take any value and still none of the present basic variable should

become infeasible. Now the value of the objective function is

infinity in this case. Now as I had explained in all simplex iterations

it is customary to enter the variable to the maximum possible value of Cj – Zj based on

which we entered X1 in the first iteration but if we had tried to enter this we could

have still found the unboundedness at the first iteration. This is also interesting that most of times

we enter a variable based on the largest coefficient rule which is called the largest Cj – Zj rule. There could be other rules which you could

use to enter variables. There is something called the largest increase

rule. For example for every candidate that enters

you can find out the corresponding theta. We know that the increase in the objective

function is the product of the Cj – Zj and theta. So for every positive value of Cj – Zj we

can go back and find out the corresponding theta and multiply the Cj – Zj and theta to

find out the increase. We could then choose the variable which gives

a largest increase in the objective function rather than the largest coefficient. So the first rule is called the largest coefficient

rule. The Cj – Zj rule. We could think of something called the largest

increase rule as well. We can think of something like the first positive

Cj – Zj enters. Now these things become important when we

are solving large size linear programming problems. It may not be necessary to evaluate a large

number of Cj – Zj’s to find out the maximum hence one could just enter the first positive

Cj – Zj. One could also think of some kind of a random

allocation. Pick a non basic variable randomly, compute

it Cj – Zj. If it is positive, enter it or keep doing

this till you get the first randomly picked non basic variable with the positive Cj – Zj. So these things are also available. It is also interesting to note that none of

these rules consistently are able to outperform the others in terms of number of iterations. So far based on many experiments and researches

that have been conducted, the largest coefficient rule that we commonly use seems to work better

than the rest of the others. Coming back to unboundedness we observe that

their unboundedness is caused when the feasible region is not bounded as shown in this example. Sometimes the nature of the objective function

can be such that even if the feasible region is unbounded the problem may have an optimum

solution which was explained by a minimization function for the same example. Another aspect of termination is there is

something called infeasibility which we will again see in another example. Now let us consider this example for infeasibility. Maximize 4X1 + 3X2; X1 + 4X2 less than or

equal to 3; 3X1 + X2 greater than or equal to 12. X1 X2 greater than or equal to 0. Now we add a positive slack variable X3 here

to convert this to an equation. This is a greater than or equal to type inequality,

so we add a negative slack – X4=12; X3, X4 greater than or equal to 0

Now X3 will qualify to be a basic variable and X4 will not. Therefore we need to add an artificial variable

so we add + a1=12. We now try to solve this problem using the

big M method. It is a maximization problem. So we have + 0X3 + 0X4 – Ma1. So we get a – M here. We now start with X3 and a1. So, a1 has a minus here; X3 has a 0; X1 +

4X2 + X3 + 0X4 3; 3X1 + X2; 0; – X4; + a1=12; Cj – Zj. 0 into

1 – (M into 3) is=- 3M; 4 – (- 3 M) is=4 + 3M So this is 3M + 4, 0 into 4 – (M into

1) is=- M; 3 – (- M) is=M + 3; 0; 0 into 0, – M into – 1 is=+ M; So – M and a1 has

0. Now between these two 3M + 4 is bigger than

M + 3 because M is large and positive so once again variable X1 with the larger Cj – Zj

will enter. Now we need to find theta. This is a right hand side value. 3 divided by 1 is=3; 12 divided by 3 is

=4. Being a smaller variable, X3 leaves the basis. This is the pivot element so variable X1 would

replace X3 in the basis. So we have X1 and a1; X1 has 4 and a1 has

– M. Now divide by the pivot element to get (1 4 1 0 0 3). We need a 0 here. So this – 3 times this would give a 0. 3 – (3 times 1) is=0; 1 – (3 into 4=12)

is – 11; 0 – (1 into 3 is)=- 3; – 1 – (3 into 0) is=- 1; 1 – (3 into 0) is=1; 12

– (3 into 3=9) is=3 Now Cj – Zj, variables X1 and a1 are now basic

so we will get a 0 here 16 + 11M; 3 – 16 – 11M. So this is – 11M – 13. This is 4 + 3M. So 0 – 4 – 3M, so – 3 M – 4; 4 into 0=0;

– M into – 1 is=+ M; 0 – (+ M) is=- M. 4 into 3=12 but we have an artificial variable

here and we still do not write the value here. Now let us go back and check whether there

is an entering variable in this case. All the non basic variables X2, X3, and X4

now are clearly negative because M is large and positive. They all have negative coefficients forever

so the algorithm terminates. Algorithm terminates because it is not able

to find an entering variable. When the algorithm terminates what we have

found is that the artificial variable has still not left the basis. It continues to hang on and stay in the basis. Now what does it mean? We said when we introduce an artificial variable

we are introducing it for the purpose of getting a basic feasible solution. We also said that the artificial variable

should not lie in the solution because if an optimal solution exists, then the value

of the objective function corresponding to that solution will always be for a maximization

problem higher than any basic feasible solution that involves an artificial variable. Now what happens is that, the optimum solution

is found but the artificial variable is still hanging on. This means that the problem does not have

an optimal solution because if the problem had an optimal solution without the artificial

variable (because the artificial variable is not part of the original problem) then

obviously that solution will be without the artificial variables and that will definitely

have a higher than any basic feasible solution which has an artificial variable. Since we have the optimal containing the artificial

variable, it goes back to show that the problem does not have an optimum solution or to put

it more in general terms, the problem does not have even a single

basic feasible solution. If the problem had a single basic feasible

solution, then that would not have an artificial variable then that would have had an objective

function value higher than any solution like this which has an artificial variable. Therefore this indicates that the problem

is infeasible. Problem is not feasible or the problem is

infeasible. Now let us see how this problem is infeasible

by drawing the graph corresponding to these constraints. So the graph will be like this. X1 + 4X2 less than or equal to 3, so 1, 2,

3, 4, and 5 and the two constraints are X1 + 4 X2 less than or equal to 3; 3X1 + X2 greater

than or equal to 12. So X1 + 4X2 less than or equal to 3 would

give (3, 0) and (0, 3/4). This will be the line. 3X1 + X2 greater than or equal to 12 is (4,

0), here and (0, 12) which is somewhere else. So you will find a line coming from somewhere

here and this side up. So you realize that there is no feasibility. Reason one being, constraint is moving in

this direction the other constraint is moving in the other so there is no feasible region

at all and that is reflected by this. Now this is the situation were the simplex

is able to show that the linear programming problem may not have an optimal solution at

all. If the problem does not have a feasible region

then obviously it cannot have an optimal solution. So simplex is able to detect if a given linear

programming problem does not have a feasible region. That is done by the artificial variable continuing

to remain in the basis even after the optimality is met. Simplex also does something interesting. It not only says that this is infeasible but

indirectly it also tries to give something like an extent of infeasibility of this problem. Now what does this a1=to 3 indicate? Now let us go back to this constraint. This is a constraint which had a1. So if for example this constraint had been

3X1 + X2 greater than or equal to 9 instead of 12 then what would have happened is the

second constraint would have moved a little bit here and would have exactly touched this

point. So as the bare minimum, you need to move one

of the constraints so that you get at least one feasible point which is indicated by the

value that the artificial variable takes at the optimum. It also tells you how much these right hand

side has to be adjusted so that you get at least one feasible point which would have

become optimum. So simplex is not only capable of detecting

infeasibility it also gives a clue as to what should be done to make it feasible. When we apply this to practical situations,

if a practical problem formulated as a linear programming problem indicates infeasibility,

the first thing we need to do is to check whether the right hand side values are entered

properly or estimated properly. So this is going to give us a clue that something

may have been wrong in the estimation of this 12, as a result of which it would have become

infeasible. Simplex normally does not look at this, it

only gives a feel about the artificial value for all that may be possible. If this constraint had been for example, 6

or 7 or some large number then we may still have got a feasible solution. Simplex does not look at that part, it will

look only at the artificial variable part and gives part wise answers to the fact that

this system is infeasible. So these are the basic four aspects of termination

which we have seen. The four aspects that we have seen are Alternative

optimum, Unboundedness, Infeasibility and then one more which is cycling that we need

to see. Let us go back to this. Simplex not only is capable of detecting infeasibility

but also shows the extent of infeasibility. This a1=3 forces us to make this 12 as 9

so that we could get a solution. Now what are the termination conditions? Basically for maximization problems there

are these termination conditions. All non basic variables have negative value,

Cj – Zj. That is the ideal situation that represents

a unique optimum and simplex will terminate giving a unique optimum and in this case,

this is the termination condition with which we started. The basic variables are either decision variables

or slack variables. Algorithm terminates indicating a unique optimum

solution. Second condition is basic variables are either

decision variables or slack variables. All non/slack variables Cj – Zj less than

or equal to 0 but at least one non basic variable as Cj – Zj=0 indicates alternate optimum. We need to proceed to find the other corner

point which simplex is able to detect and terminate and then understand that simplex,

being capable of looking only at corner points has given us only two alternate optima but

there exists many numbers of alternate optima. Any line any point in joining these two would

indicate optimum for a 2/2 problem. This is alternate optimum. Then what is unboundedness? Once again algorithm identifies an entering

variable but it is unable to identify a leaving variable because all values in the entering

column are less than or equal to 0. This indicates unboundedness and the algorithm

terminates. The last one would be all non basic variables

have Cj – Zj less than or equal to 0. Artificial variables still existing in the

basis indicates infeasibility and the algorithm terminates. So these are the four termination condition

that we have for linear programming problems. The last aspect is if the algorithm still

does not terminate then something can happen and that is called cycling. If a simplex algorithm fails to terminate

based on the above conditions then it will cycle. We are not going to explain cycling through

an example here. But I will tell you what cycling is all about. In all the simplex iterations that we have

seen till now, we have seen that every iteration is characterized by a set of basic variables

and more importantly a unique set of basic variables. So far in no simplex iteration did we go back

to the same set of basic variables. The only time we came very close to doing

it was when we had an alternate optimum and then we said we move to the other solution

and if we had iterated we could have come back to one more solution. Now is what is called cycling. Cycling is a phenomenon in which you are in

the middle of simplex iteration with certain set of basic variables. You go through some 3 or 4 or certain number

of iterations and you have realized that you have come back to the same set that was there

earlier and you are not satisfying any of the termination conditions. Such a thing is called cycling. Cycling is a very rare phenomenon. We do not have too many reported instances

or problems that cycle. In fact so far there has been no report of

a practical problem or a linear programming problem formulated out of a practical situation

which cycles. There have been reports where people have

said that they have encountered problems that cycle but we still do not have an example

taken from a practical situation which cycles. There are a few examples that are available

in the books which show the cycling phenomenon. But cycling is not a very common phenomenon. There are also some interesting results like

for the problem to cycle it should have at least three constraints, six variables and

so on but we will not go deeper into cycling in this part of the operation research course. So we would enter discussion on linear programming

with the termination conditions for linear programming, with these four conditions, plus

cycling and say that if the linear programming problem does not terminate then it should

cycled. We have seen all the three aspects of the

simplex algorithms, Initialization, Iteration and Termination. We will now look at a couple of more examples

to see some other things that simplex can do other then solving a linear programming

problem. We will take some examples to do each one

of them. Now the first one is that this simplex can

be used to solve simultaneous equations or linear equations. So we take an example to explain that we are

into solving linear equations. We just take a simple example to solve linear

equations. So without an objective function we just take

4X1 + 3X2=25; 2X1 + X2=11. Remember we do not have an objective function

in this case whereas every linear programming problem is characterized by an objective function. We right now are going to assume that the

solution to this has X1, X2 greater than or equal to 0 or if X1, X2 is greater than or

equal to 0 then simplex will detect it. So we first convert this to a case by adding

artificial variables. So we have + a1=25; + a2¬=11. Now if the original problem, 4X1 + 3X2=25;

2X1 + X2=11 has a solution then that should not have this a1 and a2. So what we do now is we create an artificial

objective function. We now take this problem. We create an objective function; minimize

a1 + a2 subject to the conditions X1, X2, a1, a2 greater than or equal to 0. So if this problem has an optimal solution

then a1 and a2 will not be there. If this problem has an optimal solution or

a single. Let us assume, it has a unique solution then

this will be able to detect if a1 and a2 do not appear in the basis. So we formulate a problem with a1 ¬and a2

as starting artificial variables and then we proceed. Now we can see that here. Now we add artificial variables. We define an objective function, minimize

a1 + a2. If the original equation has a non negative

solution then we should have a feasible basis with X1 and X2 having Z=0 for the linear

programming problem. The simplex iterations are shown in the next

table. So we now have the simplex table that is given

here with a1 and a2 as the starting basic variables. Variable X1 will enter now with a most positive

Cj – Zj. Remember it is a minimization function minimizing

a1 + a2. So a1 and a2 now have a – 1 because in simplex

we convert it to a maximization problem. We have a – 1 here in the basis. Variable X1 enters with value 6. Find theta 25/4, 11/2. 11/2 is smaller than 25/4, so variable a2

leaves the basis. We do the Simplex iterations here with a1

and X1. In this table after computing Cj – Zj we realize

that variable X2 now enters the basis and a1 leaves the basis and finally we have a

solution with X1=4; X2 equal to 3 and Z=0. So now the linear programming solution for

this is given by X1=4; X2=3; Z=0; a1 and a2 do not

appear in the solution. Now this is optimal to a given set of equations

4X1 + 3X2=25; 2X1 + X2=11. We can use simplex to solve a set of linear

equations 2/2, two variables, two constraints or any three variables, any M variable, M

constraint problems, provided they are all equations, provided they are greater than

or equal to 0, by adding artificial variables here, by creating an objective function, minimize

some of the artificial variables. Finally if there is a solution then all those

will come into the basis. Every single artificial variable will be eliminated. Finally we will get a basic feasible solution

with X1 equal to something X2 equal to something. In this example X1=4; X2=3 with Z=0;

the objective function tries to minimize a1 + a2 in this case. So this is an additional thing that simplex

algorithm can offer. Simplex can also do another interesting thing. Now given a set of equations we know from

algebra that 3 things are possible. We can get a unique solution we could have

infinite number of solutions and it may not have a solution at all. When a system does not have a solution at

all it is infeasible. We have seen how simplex can detect infeasibility. When a system of equations has a unique solution

we have just seen how simplex can identify that unique solution. So the last thing is if the system is linearly

dependent then it will have a infinite number of solutions. We will see how simplex is used to detect

a system of linearly dependent equations. So we again take an example with that. The example that we can consider is like this. We have a system which is like this 2X1 +

3X2=6; 4X1 + 6X2=12 is a linearly dependent system. Now we want to solve this. We now realize that this matrix is singular

and so on but then we can still use simplex to solve this. Now we again add two artificial variables

here + a1 + a2. We now want to introduce an objective function

which minimizes a1 + a2. We have X1, X2 a1, a2 greater than or equal

to 0. Now we set the simplex table. Simplex iterations are shown in the next table. It is like this. Again it is a minimization problem. We have converted it to maximization by multiplying

with the – 1. We start with a1 and a2 as the basic variables. So a1 and a2 have a – 1 here. Now variable X2 with Cj – Zj=9 enters the

basis and replaces variable a1. Now in the next iteration we realize that

X2 and a2 are in the basis. Now we come to the situation were variable

X1 with 0(Cj – Zj) tries to enter and more importantly you realize here that the artificial

variable a2 now takes value 0 here. We perform the next iteration. We realize that X1 and a2 are in the basis. Once again Cj – Zj’s are all 0 or negative. The algorithm terminates. The algorithm terminates but does not give

a give a unique solution. The algorithm terminates with an artificial

variable lying in the basis but more importantly with value 0, we can see here that the artificial

variable is in the basis and takes value 0. So when we solve a set of equations and if

the artificial variable takes 0 at optimum, it is in the basis and takes 0 at the optimum

which indicates that we are looking at a linearly dependent system of equations. So simplex is capable of also indicating linear

dependency among these equations. In addition to solving a linear programming

problem, simplex algorithm can do two or three other things. One is, it can detect whether a given linear

programming problem is feasible or not. It can detect infeasibility. It can be use to solve a set of linear equations

if it has a unique solution and with all greater than or equal to 0. More importantly simplex can be used to detect

a linearly dependent system and if the artificial variable is in the basis at the optimum and

takes value 0 as in this example here, it indicates that the system we are trying to

solve has a linearly dependent set of equations next. We need to look at one more aspect which we

had not dealt with so far. What we need to do is before we wind up, the

basic idea of simplex is to see how the simplex algorithm works if we have an unrestricted

variable in the problem. We mentioned during our initialization that

if we have an unrestricted variable then we replace the variable as a difference of two

variables. So let us take an example here to explain

what happens to your simplex algorithm when we are trying to solve a problem with unrestricted

variables. The problem that we will consider is this. Maximize 4X1 + 5X2 less than or equal to 8;

X1 + 4X2 less than or equal to 10; X1 unrestricted, X2 greater than or equal to 0. We now we replace this unrestricted variable

as a difference of two variables and we write X1 as X3 – X4 to get, maximize 4X3 – 4X4 + 5X2 subject to 2X3 – 2X4

+ 3X2 less than or equal to 8 X3 – X4 + 4X2 less than or equal to 10; X3, X4 and X2 greater

than or equal to 0 Now we convert these inequalities to equations by adding a + X5=8 and + X6

=10 and say X5, X6 are also greater than or equal to 0. Now we set up the simplex table X2, X3, X4,

X5 and X6. We start with X5 and X6 here. We have 4X3 – 4X4, 5X2, 0, and 0. So I have 3X2, 2X3, – 2X4, 1X5, 0X6=8; 4X2

+ X3 – X4, 0, 1=10. Cj – Zj, these are all 0s so I have (5 4 – 4

0 0). So variable X2 with the largest Cj – Zj 5

enters the basis and we will replace X6 so we have X5 and X2 in the basis here. This is the pivot element, so dividing by

the pivot we would get 1, 1/4, – 1/4=0, 1/4, 10/4 or 5/2. There is a 0 here and there is a 5 here. Now we need to get a 0 here so 3 – (3 times

1) is=0; 2 – 3/4 is=5/4; – 2 + 3/4 is=- 5/4; 1, – 3/4, 8 – (3 times 5/2) 8 – 15/2

is 1/2. Now Cj – Zj will be 0 for X2 and X5 and this

would be 4 – 5/4 is=11/4; (- 4 + 5/4)=- 11/4, 5/4 so I have – 5/4 and Z will be=25/2. So now variable X3 with the largest Cj – Zj

will enter. To find out the corresponding theta 1/2 divided

by 5/4 is 1/2 into 4/5 which is 4/10 or 2/5.Now this is 5/2 into 4 is=10.Variable X5 leaves. This is the pivot element. Now variable X3 replaces X5 so I have X3 and

X5; X3 has 4; X2 has 5 and I perform row operations. Once again divide this by the pivot element

to get this row and this row would look like under X2 I multiply by (4/5 to get 0 1 – 1

4/5) – 3/4 into 4/5 is=- 3/5 and this is 2/5. We need a 0 here so this – 1/4 times this. 1 – 1/4 into 0 is 1. We get a 0. This will also become a 0. 0 – (1/4 into 4/5) is=1/5. So I get a – 1/5. This – 1/4 times this so 1/4; (- 1/4 into

– 3/5) so 1/4 + 3/20 which is 2/5. This – 1/4 into this we get 5/2 – (1/4 into

2/5)=5/2 – 2/20 which will give us 5/2 – (- 2/5 into 1/4) 5/2 – 2/20=48/20 which is=12/5. Cj – Zj values for X3 and X2 will be 0. This would also be 0. This 16/5 – 5/5 is=11/5, – 11/5 – 12/5 +

10/5 is=- 2/5. I now get + 2/5; 8/5 + 60 will give us 68/5

so variable X6 with the positive value of Cj – Zj enters. There is only 1 theta which is 12/5 divided

by 2/5=6; so this is the pivot element. Now we have variable X6 replacing X2. X3 remains as it is. X3 remains at 4 and X6 is at 0. Divide again by pivot element 2/5 so you get

(5/2 0 0 – 1/2 1 and 6) now I need a 0 here. This + 3/5 times this would give a 0 so 0

+ 5/2 into 3/5=5/2 into 3/5 is=3/2. I get a 3/2 here, 1 here, – 1 here, so this

+ 3/5 times this. 4/5 – 3/10 which is=5/10 which is 1/2. This will be 0. 2/5 + (3/5 into 6) is=20/5 gives us 4. So Cj – Zj would be, this is 6, so 5 – 6 is

=- 1. This is 0 and this would also be 0. 4 into 1/2 is=2. 0 – 2 is – 2; 4 into 0 + (0 into 1) is=0;

we get 0 here and the value is 16. Now what we observe here is we have reached

the optimum but there is a non basic variable X4 which has a 0 value of Cj – Zj which can

technically enter and if we try to enter this we observe that there is no leaving variable. So the question is that does it indicate an

optimum? Does it indicate unboundedness because I am

unable to find a leaving variable. Does it indicate an alternate optimum because

I have a 0 which enters after the termination condition is met? Now this is something that will happen to

all problems that involves unrestricted variable.This is because one of the variables X3 which we

defined here as part of X1, (X1 is now X3 – X4) X3 takes value 4 here in the basis therefore

the other variable X4 will now try to enter. Now this is something which we have to recognize

in almost every problem when we use this. This actually terminates. This indicates neither unboundedness nor alternate

optimum but this is a termination condition when we are solving problem with unrestricted

variable.The other variable will always try to enter the basis and we should be aware

of this. Now with this we end our discussion on the

simplex algorithm, the initialization, iteration and termination conditions. We have also seen an example of how simplex

behaves when we are solving unrestricted variables.In the next lecture we will continue our treatment

on simplex algorithm using or learning principles of duality and sensitivity analysis.

Thank you for publishing free lectures online!

thank you for uploading these lectures online. They're all very helpful.

These videos helped a lot for preparing for ca final quantitative techniques paper! Thank you so much!

Extremly helpful!!

Sir in the LPP sum

2X1+ 3X2 = 6

4X1+ 6X2 = 12

in the 1st iteration both the theta's cum out to be 2

dear sir how to solve minimize 2×1+3×2 subject to x1+x2>=6, 7×1+x2>=14 only by simplex sir not by big m or dual sir the question is converting to maximization case that is max z= -2×1- 3×2 when it comes to Cj-Zj <=0in first step itself how to proceed by simplex method

hi friend see lecture 6 you will understand ðŸ™‚

Great job! Very helpful! Thank you a lot.

thanks ,its very helpful

Quite useful video series for beginners in optimisation techniques.

Of all the NPTEL video lectures, I like the IIT madras' video most because of the way the lecture starts with certain sanskrit hymns, brilliant.

can somone please help (I know this is from a few videos ago but y cant x4 be negative or a basic variable?

Sir please provide the ppts of these lectures… For revise all these concepts.. Plese sir… My gmail [email protected]

Excellent lecture ,thank you very mach sir.

Very useful information

Thank you NPTEL

The best video on Operations Research, Just click itÂ https://www.youtube.com/watch?v=x-Wx9KLRBpk&list=PLijnwxD-UqRpEc5do6y35wMh82TiNhW6S