Assignment 2 β LPP Special Cases
Eight LPPs solved by the simplex method to their final table. For each: is it optimal, what does it mean, and which special case β degenerate, unbounded, infeasible, or multiple optima β with the exact cell in the table that proves it.
- Convert to standard form β slack (+S) for β€, surplus (βS) plus artificial (+A, cost βM in a Max problem, +M in a Min) for β₯, artificial for =.
- Solve to the final table (QM for Windows or by hand) and check the optimality condition: Max β every Cβ±Ό β Zβ±Ό β€ 0; Min β every Cβ±Ό β Zβ±Ό β₯ 0.
- Run the four special-case tests on the final table, in this order:
- Infeasible β an artificial variable is still basic with a positive value.
- Unbounded β an entering column has no positive entry, so there is no replacement ratio (the table never becomes optimal).
- Degenerate β a basic variable has value 0 in the Qty column (it came from a tie in the ratio test).
- Multiple optima β a non-basic variable has Cβ±Ό β Zβ±Ό = 0.
- Interpret: state the solution and Z in words, name the special case, and give the reason from the table and from the constraints.
Theory and the five signals: Unit 1 Β· The Five Special Cases. Tables below are the final simplex tables, Big-M method, in QM for Windows layout (Min problems shown with their own costs, optimal when all Cβ±Ό β Zβ±Ό β₯ 0).
- Scan the constraints before you solve. A β₯ constraint that asks for more than a β€ constraint allows on the same variables (Q3: Xβ + Xβ β₯ 10 but Xβ + 2Xβ + Xβ β€ 9) means infeasible.
- Unbounded at a glance: in a Max problem, a variable with a positive profit that appears only in β₯ constraints (or with negative coefficients in β€ ones) can grow for ever β Q8's Xβ. In a Min problem the same holds for a variable with a negative cost β Q7's β6Xβ.
- Multiple optima at a glance: the objective is a multiple of a binding constraint. Q5: 5Xβ + 5Xβ is 2.5 Γ (2Xβ + 2Xβ); Q6: 5Xβ + 5Xβ is 5 Γ (Xβ + Xβ).
- Degenerate at a glance: more constraints pass through the optimal corner than there are variables. Q1's corner (2, 2, 2) satisfies all four constraints exactly.
| Q | Result | Signal in the final table |
|---|---|---|
| 1 | Degenerate | basic Sβ = 0 |
| 2 | Unique optimum (no special case) | all non-basic Cβ±Ό β Zβ±Ό < 0 |
| 3 | Infeasible | artificial Aβ basic at 4.17 |
| 4 | Unique optimum (no special case) | Min: all non-basic Cβ±Ό β Zβ±Ό > 0 |
| 5 | Multiple optima | non-basic Sβ has Cβ±Ό β Zβ±Ό = 0 |
| 6 | Degenerate + multiple optima | Sβ = 0 and non-basic Sβ has 0 |
| 7 | Unbounded | entering X column has no positive entry |
| 8 | Unbounded | entering X column has no positive entry |
Q1 β Degenerate optimum
Assignment 2 p. 1
- Step 1 β Standard form (for the initial simplex table)
Xβ + Xβ + Xβ + Sβ = 6
2Xβ + Xβ + Xβ + Sβ = 8
Xβ + 2Xβ + Xβ + Sβ = 8
Xβ + Xβ + 2Xβ + Sβ = 8
Objective: Max Z = 4Xβ + 6Xβ + 5Xβ + 0Sβ + β¦ β all slacks, so the origin is the starting basis.
- Step 2 β Final simplex table
CB Basis Qty Xβ Xβ Xβ Sβ Sβ Sβ Sβ Cj β 4 6 5 0 0 0 0 4 Xβ 2 1 0 0 3 0 β1 β1 0 Sβ 0 0 0 0 β4 1 1 1 6 Xβ 2 0 1 0 β1 0 1 0 5 Xβ 2 0 0 1 β1 0 0 1 Zj 30 4 6 5 1 0 2 1 Cj β Zj 0 0 0 β1 0 β2 β1 - Step 3 β Read the answer Xβ = 2, Xβ = 2, Xβ = 2, Z = 30
- Step 4 β Verdict: Optimal β DEGENERATE
The final table is optimal (every Cβ±Ό β Zβ±Ό β€ 0) but the basic variable Sβ has value 0. That is degeneracy. It came from a tie in the ratio test, and it happens because all four constraints pass through the optimal corner: at (2, 2, 2) each one is exactly satisfied (6, 8, 8, 8). The solution is still optimal; degeneracy only means the simplex method could cycle.
Q2 β Unique optimum
Assignment 2 p. 1
- Step 1 β Standard form (for the initial simplex table)
3Xβ + 2Xβ + Sβ = 12
Xβ + 3Xβ + Sβ = 9
2Xβ + Xβ + Sβ = 8
Xβ + Xβ + 2Xβ + Sβ = 10
2Xβ + Xβ + Xβ + Sβ
= 11
Objective: Max Z = 7Xβ + 5Xβ + 6Xβ + 0Sβ + β¦ β all slacks, so the origin is the starting basis.
- Step 2 β Final simplex table
CB Basis Qty Xβ Xβ Xβ Sβ Sβ Sβ Sβ Sβ Cj β 7 5 6 0 0 0 0 0 7 Xβ 2.1 1 0 0 0.3 0.1 β0.3 0 0 6 Xβ 2.3 0 0 1 β0.1 0.3 0.1 0 0 5 Xβ 2.85 0 1 0 0.05 β0.15 0.45 0 0 0 Sβ 0.45 0 0 0 β0.15 β0.55 β0.35 1 0 0 Sβ 1.65 0 0 0 β0.55 β0.35 0.05 0 1 Zj 42.75 7 5 6 1.75 1.75 0.75 0 0 Cj β Zj 0 0 0 β1.75 β1.75 β0.75 0 0 - Step 3 β Read the answer Xβ = 2.1, Xβ = 2.85, Xβ = 2.3, Z = 42.75
- Step 4 β Verdict: Optimal β no special case (unique optimum)
Every non-basic Cβ±Ό β Zβ±Ό is strictly negative (β1.75, β1.75, β0.75), no basic variable is 0 and no artificial variable exists. So the optimum is unique. Constraints 1β3 are fully used; constraint 4 has 0.45 spare and constraint 5 has 1.65 spare.
Q3 β Infeasible
Assignment 2 p. 1
- Step 1 β Standard form (for the initial simplex table)
Xβ + 2Xβ + Xβ + Sβ = 9
2Xβ + Xβ + 3Xβ + Sβ = 12
Xβ + Xβ β Sβ + Aβ = 10
3Xβ + 2Xβ + Sβ = 8
Xβ + Xβ + Sβ
= 7
Objective: Max Z = 4Xβ + 7Xβ + 5Xβ + 0Β·(slacks/surpluses) β MΒ·(artificials)
- Step 2 β Final simplex table
CB Basis Qty Xβ Xβ Xβ Sβ Sβ Sβ Aβ Sβ Sβ Cj β 4 7 5 0 0 0 βM 0 0 7 Xβ 3.167 0 1 0.167 0.5 0 0 0 β0.167 0 0 Sβ 3.5 0 0 1.5 β0.5 1 0 0 β0.5 0 βM Aβ 4.167 0 0 β0.833 β0.5 0 β1 1 β0.167 0 4 Xβ 2.667 1 0 0.667 0 0 0 0 0.333 0 0 Sβ 3.833 0 0 0.833 β0.5 0 0 0 0.167 1 Zj β4.167M + 32.833 4 7 0.833M + 3.833 0.5M + 3.5 0 M βM 0.167M + 0.167 0 Cj β Zj 0 0 β0.833M + 1.167 β0.5M β 3.5 0 βM 0 β0.167M β 0.167 0 - Step 3 β Read the answer Table values: Xβ = 2.667, Xβ = 3.167, Xβ = 0, Z = 32.833 β but Aβ = 4.167 > 0
- Step 4 β Verdict: Not a real optimum β INFEASIBLE
The optimality condition is met, yet the artificial variable Aβ is still basic at 25/6 β 4.17. A positive artificial variable at the end means no point satisfies every constraint. The reason: Xβ + Xβ β₯ 10, but Xβ + 2Xβ + Xβ β€ 9 forces Xβ + Xβ β€ 9. The β₯ constraint can never be met β the "solution" Z = 32.83 is meaningless.
Q4 β Unique optimum (Min)
Assignment 2 p. 2
- Step 1 β Standard form (for the initial simplex table)
Xβ + Xβ + Xβ + Sβ = 10
2Xβ + Xβ β Sβ + Aβ = 14
Xβ + 2Xβ + Xβ + Sβ = 8
Objective: Min Z = 5Xβ + 4Xβ + 6Xβ + 0Β·(slacks/surpluses) + MΒ·(artificials)
- Step 2 β Final simplex table
CB Basis Qty Xβ Xβ Xβ Sβ Sβ Aβ Sβ Cj β 5 4 6 0 0 M 0 0 Sβ 3 0 0.5 1 1 0.5 β0.5 0 5 Xβ 7 1 0.5 0 0 β0.5 0.5 0 0 Sβ 1 0 1.5 1 0 0.5 β0.5 1 Zj 35 5 2.5 0 0 β2.5 2.5 0 Cj β Zj 0 1.5 6 0 2.5 M β 2.5 0 - Step 3 β Read the answer Xβ = 7, Xβ = 0, Xβ = 0, Z = 35
- Step 4 β Verdict: Optimal β no special case (unique optimum)
This is a Min problem, so the optimality test is every Cβ±Ό β Zβ±Ό β₯ 0: Xβ = 1.5 and Xβ = 6 for the non-basic variables, both strictly positive. No artificial is left and no basic variable is zero. The optimum uses Xβ = 7 only, for a minimum Z = 35; constraint 2 (2Xβ + Xβ β₯ 14) is exactly met, constraints 1 and 3 have 3 and 1 units spare.
Q5 β Multiple optimal solutions
Assignment 2 p. 2
- Step 1 β Standard form (for the initial simplex table)
2Xβ + 2Xβ + Sβ = 12
Xβ + Xβ + Xβ + Sβ = 10
3Xβ + Xβ + Sβ = 15
Xβ + 3Xβ + Sβ = 15
Xβ + Sβ
= 6
Objective: Max Z = 5Xβ + 5Xβ + 3Xβ + 0Sβ + β¦ β all slacks, so the origin is the starting basis.
- Step 2 β Final simplex table
CB Basis Qty Xβ Xβ Xβ Sβ Sβ Sβ Sβ Sβ Cj β 5 5 3 0 0 0 0 0 5 Xβ 1.5 0 1 0 0.75 0 β0.5 0 0 3 Xβ 4 0 0 1 β0.5 1 0 0 0 5 Xβ 4.5 1 0 0 β0.25 0 0.5 0 0 0 Sβ 6 0 0 0 β2 0 1 1 0 0 Sβ 2 0 0 0 0.5 β1 0 0 1 Zj 42 5 5 3 1 3 0 0 0 Cj β Zj 0 0 0 β1 β3 0 0 0 - Step 3 β Read the answer Xβ = 4.5, Xβ = 1.5, Xβ = 4, Z = 42
- Step 4 β Verdict: Optimal β MULTIPLE OPTIMAL SOLUTIONS
The table is optimal, but the non-basic slack Sβ has Cβ±Ό β Zβ±Ό = 0. Bringing Sβ into the basis gives a different corner with the same Z = 42. Pivoting on Sβ (ratio row Sβ, ΞΈ = 6) gives Xβ = 1.5, Xβ = 4.5, Xβ = 4 β also Z = 42. The reason is visible in the data: the objective 5Xβ + 5Xβ is parallel to the binding constraint 2Xβ + 2Xβ β€ 12, so every point on that edge between (4.5, 1.5) and (1.5, 4.5) is optimal.
Q6 β Degenerate and multiple optima
Assignment 2 p. 2
- Step 1 β Standard form (for the initial simplex table)
Xβ + Xβ β Sβ + Aβ = 10
Xβ β Sβ + Aβ = 2
Xβ β Sβ + Aβ = 3
Xβ β Sβ + Aβ = 4
2Xβ + Xβ β Sβ
+ Aβ
= 12
Objective: Min Z = 5Xβ + 5Xβ + 3Xβ + 0Β·(slacks/surpluses) + MΒ·(artificials)
- Step 2 β Final simplex table
CB Basis Qty Xβ Xβ Xβ Sβ Aβ Sβ Aβ Sβ Aβ Sβ Aβ Sβ Aβ Cj β 5 5 3 0 M 0 M 0 M 0 M 0 M 0 Sβ 5 0 0 0 β2 2 0 0 1 β1 0 0 1 β1 5 Xβ 2 1 0 0 1 β1 0 0 0 0 0 0 β1 1 5 Xβ 8 0 1 0 β2 2 0 0 0 0 0 0 1 β1 3 Xβ 4 0 0 1 0 0 0 0 0 0 β1 1 0 0 0 Sβ 0 0 0 0 1 β1 1 β1 0 0 0 0 β1 1 Zj 62 5 5 3 β5 5 0 0 0 0 β3 3 0 0 Cj β Zj 0 0 0 5 M β 5 0 M 0 M 3 M β 3 0 M - Step 3 β Read the answer Xβ = 2, Xβ = 8, Xβ = 4, Z = 62
- Step 4 β Verdict: Optimal β DEGENERATE and MULTIPLE OPTIMA together
Two signals at once. The basic variable Sβ = 0 (degenerate: Xβ β₯ 2 is exactly met at the same corner as other constraints), and the non-basic Sβ has Cβ±Ό β Zβ±Ό = 0 (multiple optima). The cost 5Xβ + 5Xβ is parallel to Xβ + Xβ β₯ 10, so any Xβ from 2 to 7 with Xβ = 10 β Xβ and Xβ = 4 costs the same Z = 62 β e.g. (2, 8, 4) or (7, 3, 4).
Q7 β Unbounded (Min)
Assignment 2 p. 3
- Step 1 β Standard form (for the initial simplex table)
Xβ β Xβ β Sβ + Aβ = 2
Xβ + Xβ β Sβ + Aβ = 4
2Xβ + Xβ + Sβ = 12
Xβ + Xβ + Xβ β Sβ + Aβ = 6
Objective: Min Z = β6Xβ + 4Xβ + 5Xβ + 0Β·(slacks/surpluses) + MΒ·(artificials)
- Step 2 β Where the simplex stops
After 3 iterations the variable Sβ should enter (its Cβ±Ό β Zβ±Ό still improves Z), but every entry in its column is β€ 0. With no positive divisor there is no replacement ratio β the simplex cannot continue.
- Step 3 β Verdict: Never optimal β UNBOUNDED
The table reaches a point where a variable should enter (it would still reduce Z) but its column has no positive entry, so there is no replacement ratio and no leaving variable. Reason in the data: Xβ carries cost β6, so every extra unit lowers Z by 6, and Xβ appears only in β₯ constraints (Xβ β Xβ β₯ 2, Xβ + Xβ + Xβ β₯ 6), which a bigger Xβ only satisfies more. Z β ββ. The model is missing an upper limit on Xβ.
Q8 β Unbounded (Max)
Assignment 2 p. 3
- Step 1 β Standard form (for the initial simplex table)
Xβ β Xβ β Sβ + Aβ = 3
2Xβ + Xβ + Sβ = 16
Xβ + 2Xβ + Sβ = 14
Xβ + Xβ + Xβ β Sβ + Aβ = 6
Xβ + Xβ β Sβ
+ Aβ
= 2
Objective: Max Z = 6Xβ + 8Xβ + 5Xβ + 0Β·(slacks/surpluses) β MΒ·(artificials)
- Step 2 β Where the simplex stops
After 4 iterations the variable Sβ should enter (its Cβ±Ό β Zβ±Ό still improves Z), but every entry in its column is β€ 0. With no positive divisor there is no replacement ratio β the simplex cannot continue.
- Step 3 β Verdict: Never optimal β UNBOUNDED
Same signal: the entering column has no positive entry, so there is no ratio test. Xβ has profit +6 and appears only in the β₯ constraints Xβ β Xβ β₯ 3 and Xβ + Xβ + Xβ β₯ 6. Nothing stops Xβ, so Z β +β. A real business problem cannot earn infinite profit β a capacity constraint on Xβ has been left out.