Everything so far started at the origin because every row was a ≤ row with a slack, and the slacks formed an identity. Standard Form, Slack and Surplus wrote the other two kinds of row, and neither helps: a ≥ row's surplus enters with coefficient -1, and an = row adds no column. So the tableau has no starting basis, and one has to be built.
Definition · Artificial variableAn artificial variable is a non-negative variable added to one row with coefficient +1, for the sole purpose of giving that row an identity column. It has no meaning in the situation being modelled, and a solution of the original programme is exactly a solution in which every artificial is zero.
Take minimise 2x₁ + 3x₂ subject to x₁ + x₂ ≥ 4 (demand), 2x₁ + x₂ ≥ 5 (a quality floor) and x₁ ≤ 3 (capacity). The two ≥ rows get a surplus and an artificial each; the ≤ row gets an ordinary slack. The columns, in order, are x₁, x₂, e₁, A₁, e₂, A₂, s₃.
x1 + x2 - e1 + A1 = 4 demand
2x1 + x2 - e2 + A2 = 5 quality floor
x1 + s3 = 3 capacity
the identity columns are A1, A2, s3 - two artificials and a slack
the starting reading is A1 = 4, A2 = 5, s3 = 3, x = (0, 0)
phase I objective: minimise A1 + A2
That starting reading is feasible for the enlarged system and meaningless for the original one: it satisfies the demand row by putting 4 units of nothing into it. The first phase’s job is to drive that quantity to zero if it can.
Definition · Phase I and Phase IIPhase I is the linear programme minimise the sum of the artificial variables, over the same constraints, started from the basis of identity columns. Its optimum is non-negative. If it is zero, drop the artificial columns and run Phase II: the original objective, started from the basis Phase I finished on. If it is positive, the original programme is infeasible.
Example · The first phase reaches zero and hands over a basisOn the programme above, Phase I takes two pivots — x₁ in and A₂ out, then x₂ in and A₁ out — and its optimum is 0 with neither artificial left in the basis. The basis it hands over is a genuine corner of the original region.
Phase II then needs one pivot and finishes at x = (3, 1) with 2(3) + 3(1) = 9. Three pivots in total, and the only unusual thing about them is that the first two were optimising a different objective.
When the first phase cannot reach zero
Take the empty region that “Systems of Inequalities and Linear Programming” drew as a blank picture: x₁ + x₂ ≤ 1 together with x₁ + x₂ ≥ 4. Phase I stops at 3. That is not a failure to converge and not a numerical artefact; it is the smallest total amount of artificial quantity that makes the two rows simultaneously satisfiable, and it is positive.
Theorem · A positive first-phase optimum is a proof of infeasibilityIf the minimum of the sum of the artificials is v > 0, the original constraints have no non-negative solution. The value v is exact, and the multipliers the final tableau carries turn it into a contradiction that can be checked row by row: a combination y of the rows with yᵀA ≤ 0 and yᵀb > 0.
On the empty region the multipliers are y = (-1, 1). Combining the rows that way gives 0 ≥ 3: the coefficient of every variable cancels and the right-hand sides do not. That is a complete argument, it fits on one line, and it is what a blank picture was standing in for. “Duality and Sensitivity Analysis” is where those multipliers get their name.
An artificial left basic at zero
Phase I can finish at zero with an artificial still in the basis, at value zero. On x₁ + x₂ = 4 together with 2x₁ + 2x₂ = 8 — the same row doubled — and x₂ ≤ 3, the first phase reaches 0 in one pivot and leaves the second artificial basic at zero, because no real column can replace it: that row is redundant. This is a degenerate basic feasible solution, not a failure. Phase II runs from it and reaches 7, and the artificial is held at zero or driven out on the way.
The one-phase alternative is worth naming and not running. Big-M keeps the artificials in the real objective with a large penalty coefficient M, so that a positive artificial is never optimal unless it has to be. It reaches the same answers and it needs M to be chosen large enough relative to data you have not solved yet, which is the kind of decision this path avoids. Two phases need no such constant.