Recognizing Multiple Optimal Solutions

Identify when a final simplex tableau indicates multiple optimal solutions, find the alternative basic feasible solution by performing one more pivot, and describe the complete set of optimal solutions as a convex combination of the optimal vertices.

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When the Optimal Tableau Has a Tie

In the final simplex tableau of a maximization LP, the optimality condition is that every entry in the objective row (the zz-row) is 0\ge 0. Basic variables always have a zz-row entry of 00 — the informative entries are those of the non-basic variables.

If every non-basic variable has a strictly positive reduced cost, pivoting any of them into the basis would strictly decrease zz, so the current basic feasible solution (BFS) is the unique optimum.

If some non-basic variable has reduced cost exactly 00, pivoting it into the basis would leave zz unchanged. The LP has multiple optimal solutions — also called alternative optima.

Multiple optimal solutions    some non-basic variable has reduced cost 0 in the final z-row.\textbf{Multiple optimal solutions} \iff \text{some non-basic variable has reduced cost } 0 \text{ in the final } z\text{-row.}

For example, consider the final tableau

x1x2s1s2RHSz002024x112/31/304s201/31/311\begin{array}{c|cccc|c} & x_1 & x_2 & s_1 & s_2 & \text{RHS} \\ \hline z & 0 & 0 & 2 & 0 & 24 \\ x_1 & 1 & 2/3 & 1/3 & 0 & 4 \\ s_2 & 0 & 1/3 & -1/3 & 1 & 1 \end{array}

All zz-row entries are 0\ge 0, so the tableau is optimal with z=24z^* = 24 at the BFS x1=4, x2=0, s1=0, s2=1x_1=4,\ x_2=0,\ s_1=0,\ s_2=1. The non-basic variables are x2x_2 and s1s_1, with reduced costs 00 and 22. Since x2x_2 is non-basic with reduced cost 00, this LP has alternative optima — bringing x2x_2 into the basis would produce a different BFS achieving the same objective value 2424.

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