There are two standard methods for handling artificial variables within the Simplex

method:

 Two-Phase Simplex Method

 Big-M method

IBFS (Initial Basic Feasible Solution)

Leaving Variable – is the basic variable having the most negative value (break ties arbitrary). If all basic
variables are nonnegative, the process ends.

Entering Variable – is the non-basic variable associated with the smallest ratio if minimizing or the
smallest absolute value of the ratios if maximizing (break ties arbitrary). The ratios are determined by
dividing the left-handed-side coefficients of the z-equation by the corresponding negative coefficients in
the equation by the corresponding negative coefficients in the equation associated with the leaving
variable. If all the denominators are zero or positive, no feasible solution exists.

Artificial Variable – A definition of the term "artificial variables" is presented. It refers to a set of nonnegative variables
temporarily added to a linear program to obtain an initial basic feasible solution. The artificial variables must be driven to zero
to obtain a basic solution to original constraints. One way of doing this is to solve an auxiliary linear program where the
objective is to minimize the sum of the artificial variables.

A solution to a linear program is a setting of the variables.

A feasible solution to a linear program is a solution that satisfies all constraints.

An optimal solution to a linear program is a feasible solution with the largest objective function value
(for a maximization problem). The value of the objective function for the optimal solution is said to be
the value of the linear program. A linear program may have multiple optimal solutions, but only one
optimal solution value.

A linear program is infeasible if it has no feasible solutions, i.e. the feasible region is empty.

A linear program is unbounded if the optimal solution is unbounded, i.e. it is either ∞ or −∞. Note that
the feasible region may be unbounded, but this is not the same as the linear program being unbounded.

Theorem:
Every linear program either:
1. is infeasible,
2. is unbounded,
3. has a unique optimal solution value
-If there are n variables and m constraints, a solution with at most m non-zero values is a basic solution.

-In a basic solution, n − m of the zero-valued variables are considered non-basic variables and the
remaining m variables are considered basic variables.

Simplex
• The simplex algorithm moves from basic feasible solution to basic feasible solution; at each iteration it
increases (does not decrease) the objective function value.

• Each step is a pivot, it chooses a variable to leave the basis, and another to enter the basis. The
entering variable is a non-basic variable with positive objective function coefficient. The leaving variable
is chosen via a ratio test, and is the basic variable in the constraint that most limits the increase.

• When the objective function has no negative coefficients in the objective function, we can stop.