15. Unbounded solution example
Unbounded solution
In simplex table, if a variable should enter into the basis, but all the coefficients in that column are negative or zero.
So this variable can not be entered into the basis, because for minimum ratio, negative value in denominator can not be considered
and zero value in denominator would result `oo`.
Hence, the solution to the given problem is unbounded.
Example
Find solution using Simplex(BigM) method MAX Z = 3x1 + 5x2 subject to x1 - 2x2 <= 6 x1 <= 10 x2 >= 1 and x1,x2 >= 0
Solution: Problem is
Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `5` | `x_2` |
| subject to | `` | `` | `x_1` | ` - ` | `2` | `x_2` | ≤ | `6` | `` | `` | `x_1` | | | | ≤ | `10` | | | | `` | `` | `x_2` | ≥ | `1` |
| and `x_1,x_2 >= 0; ` |
The problem is converted to canonical form by adding slack, surplus and artificial variables as appropiate
1. As the constraint-1 is of type '`<=`' we should add slack variable `S_1`
2. As the constraint-2 is of type '`<=`' we should add slack variable `S_2`
3. As the constraint-3 is of type '`>=`' we should subtract surplus variable `S_3` and add artificial variable `A_1`
After introducing slack,surplus,artificial variables
Max `Z` | `=` | `` | `3` | `x_1` | ` + ` | `5` | `x_2` | ` + ` | `0` | `S_1` | ` + ` | `0` | `S_2` | ` + ` | `0` | `S_3` | ` - ` | `M` | `A_1` |
| subject to | `` | `` | `x_1` | ` - ` | `2` | `x_2` | ` + ` | `` | `S_1` | | | | | | | | | | = | `6` | `` | `` | `x_1` | | | | | | | ` + ` | `` | `S_2` | | | | | | | = | `10` | | | | `` | `` | `x_2` | | | | | | | ` - ` | `` | `S_3` | ` + ` | `` | `A_1` | = | `1` |
| and `x_1,x_2,S_1,S_2,S_3,A_1 >= 0` |
Iteration-1 | | `C_j` | `3` | `5` | `0` | `0` | `0` | `-M` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` Entering variable | `S_1` | `S_2` | `S_3` | `A_1` | MinRatio `(X_B)/(x_2)` | `S_1` | `0` | `6` | `1` | `-2` | `1` | `0` | `0` | `0` | --- | `S_2` | `0` | `10` | `1` | `0` | `0` | `1` | `0` | `0` | --- | `A_1` Leaving variable | `-M` | `1` | `0` | `(1)` (pivot element) | `0` | `0` | `-1` | `1` | `(1)/(1)=1``->` | `Z=0` `0=` `Z_j=sum C_B X_B` | | `Z_j` `Z_j=sum C_B x_j` | `0` `0=0xx1+0xx1+(-M)xx0` `Z_j=sum C_B x_1` | `-M` `-M=0xx(-2)+0xx0+(-M)xx1` `Z_j=sum C_B x_2` | `0` `0=0xx1+0xx0+(-M)xx0` `Z_j=sum C_B S_1` | `0` `0=0xx0+0xx1+(-M)xx0` `Z_j=sum C_B S_2` | `M` `M=0xx0+0xx0+(-M)xx(-1)` `Z_j=sum C_B S_3` | `-M` `-M=0xx0+0xx0+(-M)xx1` `Z_j=sum C_B A_1` | | | | `C_j-Z_j` | `3` `3=3-0` | `M+5` `M+5=5-(-M)``uarr` | `0` `0=0-0` | `0` `0=0-0` | `-M` `-M=0-M` | `0` `0=(-M)-(-M)` | |
Positive maximum `C_j-Z_j` is `M+5` and its column index is `2`. So, the entering variable is `x_2`.
Minimum ratio is `1` and its row index is `3`. So, the leaving basis variable is `A_1`.
`:.` The pivot element is `1`.
Entering `=x_2`, Departing `=A_1`, Key Element `=1`
`R_3`(new)`= R_3`(old)
`R_1`(new)`= R_1`(old)`+ 2 R_3`(new)
`R_2`(new)`= R_2`(old)
Iteration-2 | | `C_j` | `3` | `5` | `0` | `0` | `0` | | `B` | `C_B` | `X_B` | `x_1` | `x_2` | `S_1` | `S_2` | `S_3` Entering variable | MinRatio `(X_B)/(S_3)` | `S_1` | `0` | `8` `8=6+2xx1` `R_1`(new)`= R_1`(old)`+ 2 R_3`(new) | `1` `1=1+2xx0` `R_1`(new)`= R_1`(old)`+ 2 R_3`(new) | `0` `0=(-2)+2xx1` `R_1`(new)`= R_1`(old)`+ 2 R_3`(new) | `1` `1=1+2xx0` `R_1`(new)`= R_1`(old)`+ 2 R_3`(new) | `0` `0=0+2xx0` `R_1`(new)`= R_1`(old)`+ 2 R_3`(new) | `(-2)` `-2=0+2xx(-1)` (pivot element) `R_1`(new)`= R_1`(old)`+ 2 R_3`(new) | --- | `S_2` | `0` | `10` `10=10` `R_2`(new)`= R_2`(old) | `1` `1=1` `R_2`(new)`= R_2`(old) | `0` `0=0` `R_2`(new)`= R_2`(old) | `0` `0=0` `R_2`(new)`= R_2`(old) | `1` `1=1` `R_2`(new)`= R_2`(old) | `0` `0=0` `R_2`(new)`= R_2`(old) | --- | `x_2` | `5` | `1` `1=1` `R_3`(new)`= R_3`(old) | `0` `0=0` `R_3`(new)`= R_3`(old) | `1` `1=1` `R_3`(new)`= R_3`(old) | `0` `0=0` `R_3`(new)`= R_3`(old) | `0` `0=0` `R_3`(new)`= R_3`(old) | `-1` `-1=-1` `R_3`(new)`= R_3`(old) | --- | `Z=5` `5=5xx1` `Z_j=sum C_B X_B` | | `Z_j` `Z_j=sum C_B x_j` | `0` `0=0xx1+0xx1+5xx0` `Z_j=sum C_B x_1` | `5` `5=0xx0+0xx0+5xx1` `Z_j=sum C_B x_2` | `0` `0=0xx1+0xx0+5xx0` `Z_j=sum C_B S_1` | `0` `0=0xx0+0xx1+5xx0` `Z_j=sum C_B S_2` | `-5` `-5=0xx(-2)+0xx0+5xx(-1)` `Z_j=sum C_B S_3` | | | | `C_j-Z_j` | `3` `3=3-0` | `0` `0=5-5` | `0` `0=0-0` | `0` `0=0-0` | `5` `5=0-(-5)``uarr` | |
Variable `S_3` should enter into the basis, but all the coefficients in the `S_3` column are negative or zero. So `S_3` can not be entered into the basis.
Hence, the solution to the given problem is unbounded.
This material is intended as a summary. Use your textbook for detail explanation. Any bug, improvement, feedback then
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