Fact-checked by Grok 2 weeks ago

Slack variable

A slack variable is a nonnegative artificial variable introduced in linear programming to convert inequality constraints into equivalent equality constraints, facilitating the application of optimization algorithms that require equalities. Specifically, for a constraint of the form \sum_j a_{ij} x_j \leq b_i, a slack variable s_i \geq 0 is added to the left side, yielding \sum_j a_{ij} x_j + s_i = b_i, where s_i represents the unused portion or "slack" in the resource or bound. This transformation is essential for methods like the , which iteratively solve linear programs by moving between basic feasible solutions at the vertices of the . Slack variables play a central role in standardizing problems into , where all constraints are equalities and all are nonnegative. In practice, they often carry physical interpretations, such as measuring excess in constraints—for instance, in a problem, a slack variable might quantify unused raw materials after assigning them to products. For greater-than-or-equal-to (\geq) inequalities, a related called a surplus variable is used instead, subtracted from the left side, though slack variables are sometimes broadly discussed in conjunction with both to handle all types. Additionally, slack variables enable the initial setup of a in the simplex tableau, where they form part of the initial basis before pivoting operations introduce original decision . Beyond basic , slack variables extend to more advanced optimization contexts, such as reformulating nonsmooth functions for software compatibility or handling complementary slackness in duality theory. In duality, complementary slackness requires that at optimality, for each constraint, the product of the slack variable and its corresponding variable is zero—if the slack is positive, the dual is zero, and if the dual is positive, the slack is zero—enforcing optimality conditions. Their introduction increases the problem's dimensionality but ensures solvability, making them a foundational tool in and related fields like variants.

Definition and Purpose

Formal Definition

In linear programming, a slack variable is a non-negative variable s \geq 0 introduced to an \mathbf{Ax} \leq \mathbf{b} to convert it into an \mathbf{Ax} + s = \mathbf{b}. This transformation allows the problem to be expressed in a standard form suitable for algorithms that require constraints, such as the simplex method. Slack variables possess the property of absorbing the difference between the left-hand side and the right-hand side of the original inequality, thereby ensuring that the modified constraints remain feasible for non-negative decision variables \mathbf{x} \geq \mathbf{0}. For a system with m inequality constraints, slack variables are typically denoted as s_i for each index i = 1, \dots, m, where s_i = b_i - (\mathbf{Ax})_i and s_i \geq 0. This notation facilitates the representation of the feasible region in terms of equalities while preserving the non-negativity conditions.

Role in Optimization

Slack variables play a pivotal role in by converting inequality constraints into equalities, thereby enabling the use of solution algorithms like the simplex method that require problems in standard equality form. This transformation allows optimization routines to systematically traverse the through basic feasible solutions, starting from an initial and pivoting to adjacent ones until optimality is reached. A key benefit of slack variables is their ability to distinguish between and non-binding constraints at the optimal : a slack variable equals zero for constraints, indicating the constraint is active and limits the , while a positive value signifies a non-binding with unused resources or . This property facilitates by revealing which constraints influence the objective value and how changes in right-hand sides might affect feasibility and optimality, often in with variables through the complementary slackness conditions. In , slack variables are added directly to the constraints without altering the original decision variables or function, receiving a zero in the to maintain the problem's economic and ensure the transformed yields the same optimal . This approach, foundational to the simplex method developed by , preserves the non-negativity requirements and supports efficient computational implementation in large-scale optimization.

Formulation in Linear Programming

Converting Inequalities to Equalities

In linear programming, inequalities of the form \mathbf{Ax} \leq \mathbf{b} are converted to equalities by introducing nonnegative slack variables \mathbf{s} \geq \mathbf{0}, where the transformation yields \mathbf{Ax} + \mathbf{s} = \mathbf{b}. This process adds one slack variable per constraint to account for the "slack" or unused portion up to the right-hand side bound, ensuring the model aligns with the equality-based standard form required for algorithms like the simplex method. For a single constraint such as a_1 x_1 + \dots + a_n x_n \leq b_i with b_i \geq 0, the slack variable s_i \geq 0 is added to form a_1 x_1 + \dots + a_n x_n + s_i = b_i. For inequalities of the form \mathbf{Ax} \geq \mathbf{b}, a nonnegative surplus variable \mathbf{t} \geq \mathbf{0} is subtracted instead, resulting in \mathbf{Ax} - \mathbf{t} = \mathbf{b}, though variables are primarily associated with \leq . An example is the $2x_1 + 4x_2 \geq 10, which becomes $2x_1 + 4x_2 - t_2 = 10 with t_2 \geq 0 representing the excess above the minimum. Equality \mathbf{Ax} = \mathbf{b} require no such variables, as they are already in the desired form. In systems with multiple inequalities, a unique slack or surplus is introduced for each , expanding the original vector \mathbf{x} to an augmented vector (\mathbf{x}, \mathbf{s}) (or including \mathbf{t} as needed). For instance, given two \leq constraints x_1 + x_2 \leq 4 and $2x_1 + x_2 \leq 5, the conversions are x_1 + x_2 + s_1 = 4 and $2x_1 + x_2 + s_2 = 5, with \mathbf{s} = (s_1, s_2)^\top \geq \mathbf{0}, effectively appending an to the constraint matrix. This maintains the structure while preserving the defined by the original inequalities.

Standard Form Representation

In linear programming, the incorporation of slack variables transforms the original problem into its canonical standard form, which facilitates the application of algorithms like the simplex method. The standard form is expressed as minimizing the objective function \mathbf{c}^T \mathbf{x} subject to the equality constraints \mathbf{Ax} = \mathbf{b} and the non-negativity constraints \mathbf{x} \geq \mathbf{0}, where \mathbf{x} now comprises both the original decision variables and the newly introduced slack variables. This formulation ensures that all constraints are equalities, allowing the problem to be represented in a compact matrix form suitable for computational solving. The constraint matrix in this standard form is augmented to include the slack variables. For a with m constraints, the original \mathbf{A} (of size m \times n, where n is the number of original variables) is extended by appending an m \times m \mathbf{I} to form the [\mathbf{A} \ | \ \mathbf{I}]. The corresponding right-hand side remains \mathbf{b}, and the expanded variable vector \mathbf{x} has dimension n + m. This structure directly encodes the constraints after slack variable addition, providing a basis for initializing the tableau. All variables in the standard form, including the slack variables, are required to be non-negative (\mathbf{x} \geq \mathbf{0}), which aligns the problem with the assumptions of the and ensures that basic feasible solutions can be constructed using the identity columns corresponding to the slacks. This non-negativity prevents negative values in resource utilization interpretations and maintains the geometric embedding in the non-negative .

Geometric Interpretation

Feasible Region Transformation

In , the defined by inequality constraints \mathbf{Ax} \leq \mathbf{b} with \mathbf{x} \geq \mathbf{0} forms a in \mathbb{R}^n, representing the of all points satisfying the problem's restrictions. This is bounded by hyperplanes corresponding to the inequalities and the non-negativity conditions, potentially unbounded depending on the constraints. Introducing slack variables \mathbf{s} \geq \mathbf{0} transforms these into equalities via \mathbf{Ax} + \mathbf{s} = \mathbf{b}, alongside \mathbf{x} \geq \mathbf{0} and \mathbf{s} \geq \mathbf{0}. The resulting feasible set in the expanded space \mathbb{R}^{n+m}, where m is the number of constraints, is a —a convex —defined by the equality constraints and non-negativity bounds; it is bounded the original is bounded. This transformation embeds the original problem into a higher-dimensional structure while maintaining equivalence, as the slack variables measure the "looseness" of each . The projection of this higher-dimensional onto the \mathbf{x}-coordinates yields exactly the original , ensuring that every feasible (\mathbf{x}, \mathbf{s}) pair corresponds to a feasible \mathbf{x} in the initial formulation, and vice versa. of the occur where n+m constraints are active, and those with s_i = 0 for specific components map to of the original , indicating binding constraints where the holds with . This geometric shift facilitates algorithmic exploration, such as in the simplex method, by converting the problem to a form amenable to in the augmented .

Embedding in Non-negative Orthant

In , slack variables s \geq 0 are introduced to convert constraints into equalities of the form \mathbf{Ax} + s = \mathbf{b}, where \mathbf{x} \geq 0 represents the original decision variables. This confines all feasible solutions to the first of the augmented space (\mathbf{x}, s), ensuring that both decision and slack variables remain non-negative. The addition of slack variables increases the dimensionality of the problem by one for each original , embedding the feasible set in a higher-dimensional non-negative . Despite this expansion, the resulting retains the convexity of the original and preserves boundedness when the initial set is bounded, facilitating analysis in the extended space. This embedding in the non-negative provides a key algorithmic advantage for methods like the , which relies on non-negativity to identify and traverse basic feasible solutions—vertices of the —without permitting negative variable values that could violate feasibility.

Examples

Basic Example

To illustrate the of a slack variable, consider the basic $2x_1 + 3x_2 \leq 12, where x_1 \geq 0 and x_2 \geq 0. A non-negative slack variable s \geq 0 is added to convert this inequality into an equality: $2x_1 + 3x_2 + s = 12. The value of s quantifies the difference between the resource limit (12) and the actual usage by x_1 and x_2. For example, at the feasible point (x_1 = 3, x_2 = 2), substitute to find s = 12 - (2 \cdot 3 + 3 \cdot 2) = 0, meaning the constraint is binding with no unused resource. In contrast, at the origin (x_1 = 0, x_2 = 0), s = 12 - (0 + 0) = 12, indicating maximum slack or full unused resource. In the simplex method, slack variables like s serve as initial basic variables in the tableau, providing a starting where the original variables are zero. For this single constraint (excluding any objective), the initial tableau snippet appears as follows, with s in the basis:
Basicx_1x_2sRHS
s23112
This form expresses s = 12 - 2x_1 - 3x_2, confirming s as the sole basic variable at the outset.

Multi-variable Linear Program

A multi-variable problem involves optimizing a linear objective function subject to multiple constraints and non-negativity conditions on the decision variables. Slack variables play a crucial role in transforming these inequalities into equalities, enabling the application of methods like the for solution. Consider the following standard maximization problem: maximize $3x_1 + 4x_2 subject to x_1 + x_2 \leq 5, $2x_1 + x_2 \leq 8, and x_1, x_2 \geq 0. To incorporate slack variables, introduce non-negative variables s_1 and s_2 for the respective constraints, converting them to equalities: x_1 + x_2 + s_1 = 5 and $2x_1 + x_2 + s_2 = 8, with s_1, s_2 \geq 0. This formulation places the problem in standard equality form, where the slack variables represent unused portions of the available resources. The initial sets the decision variables to zero, yielding s_1 = 5 and s_2 = 8, indicating full availability of both resources at the origin. The initial simplex tableau for this problem, with the objective row reflecting the negative coefficients for maximization, is as follows:
Basicx_1x_2s_1s_2RHS
s_111105
s_221018
z-3-4000
Here, s_1 and s_2 are the variables. To proceed, select the entering variable x_2 (most negative in the objective row, -4) and the leaving variable s_1 (minimum : 5/1 = 5 vs. 8/1 = 8). Performing the operation on the element in row 1, column x_2 yields the updated tableau:
Basicx_1x_2s_1s_2RHS
x_211105
s_210-113
z104020
This pivot step demonstrates how a slack variable (s_1) becomes non-basic (set to zero), signaling a binding constraint. The objective row now has no negative entries, indicating optimality at x_1 = 0, x_2 = 5, s_1 = 0, s_2 = 3, with maximum value 20. The zero value of s_1 highlights full utilization of the first resource, while the positive s_2 = 3 shows excess capacity in the second, providing insight into efficiency in the .

Surplus Variables

Surplus variables are non-negative variables introduced in to convert greater-than-or-equal-to (\geq) constraints into equalities, facilitating the application of methods like the . For a \mathbf{Ax} \geq \mathbf{b} where \mathbf{x} represents the decision variables, a surplus variable t \geq 0 is subtracted from the left-hand side, yielding the equality \mathbf{Ax} - t = \mathbf{b}. This transformation ensures the aligns with the standard form required for equality-based solvers, similar to how variables handle less-than-or-equal-to (\leq) constraints by addition. In contrast to slack variables, which add a positive amount to represent underutilization or spare capacity below an upper limit, surplus variables subtract a positive amount to quantify the excess achieved above a lower bound or minimum . This subtraction reflects how much the constraint exceeds the threshold, providing a measure of over-fulfillment in or models. Surplus variables play a key role in the method, where they are frequently paired with artificial variables to construct an initial , as seen in the two-phase approach for handling non-standard constraints. This pairing allows the algorithm to start iterations from a feasible point without violating non-negativity, enabling systematic optimization toward the objective.

Artificial Variables

Artificial variables are non-negative variables introduced into formulations to create an initial for , particularly greater-than-or-equal-to (≥) or , that lack an obvious starting basis for the simplex method. These variables, denoted as a \geq 0, are added to convert such into equalities with a trivial initial solution where the artificials take the value of the right-hand side. For example, a ≥ constraint \mathbf{Ax} \geq \mathbf{b} can be rewritten as \mathbf{Ax} + a = \mathbf{b} (after incorporating a surplus variable if needed), allowing the artificial a to serve as the initial variable. Unlike or surplus variables, artificial variables carry no physical or economic meaning in the original problem; they exist purely as a mathematical expedient to initiate the algorithm. Artificial variables are handled through methods like the Big-M technique or the two-phase simplex method to ensure they reach zero in a feasible solution. In the Big-M method, the objective function is modified by subtracting a large positive constant M multiplied by the sum of all artificial variables, such as z' = z - M \sum a_i, where z is the original objective; this penalty forces the artificials to zero during optimization, as M is chosen larger than any possible original objective coefficient bounds. The simplex algorithm is then applied directly to this augmented problem, yielding an optimal solution where any positive artificial indicates infeasibility. The two-phase method separates the process to avoid selecting M. In Phase I, a auxiliary objective minimizes the sum of the artificial variables, \min w = \sum a_i, subject to the modified constraints; this phase uses the method to drive all a_i to zero, establishing a for the original variables if possible. If the minimum w > 0, the original linear program has no feasible solution. Phase II then removes the artificial variables and auxiliary objective, substituting the Phase I basis into the original problem for optimization. In the final optimal solution, artificial variables are set to zero and excluded entirely, as they do not belong to the original model; the resulting basis consists solely of original or /surplus variables. This approach ensures the simplex method can handle general linear programs without requiring manual identification of an initial feasible point.

References

  1. [1]
    [PDF] Linear Programming
    Slack variables have physical meaning. For example, slack variables may mea- sure how much of an available resource is not used for a given solution or how much.
  2. [2]
    [PDF] Supplementary Notes on Linear Programming
    For each constraint i the distance variable to it is called its “slack” variable, and is usually denoted by si. The i-th constraint then becomes si>=0, where si ...
  3. [3]
    [PDF] Stat 8054 Lecture Notes: Slack Variables
    A “slack variable” is a nonnegative variable introduced to allow functions with discontinuous derivatives to be represented in the form required by common ...
  4. [4]
    [PDF] III. Linear Programming
    Formal Definition of Linear Program. Linear Constraints. III. Linear ... Denote slack variable of the ith inequality by xn+i. Introducing Slack Variables.
  5. [5]
    [PDF] Linear Programming - UMD MATH
    Slack variables. Often it is convenient to introduce new variables. They are called slack variables because they can be any non-negative number. For example ...
  6. [6]
    [PDF] The Simplex Method - Stanford University
    After adding slack variables, we get a problem in standard form. The system ... There are several methods for resolving degeneracy in linear programming.
  7. [7]
    [PDF] Simplex Method for Linear Programming
    Simplex Method for Linear Programming. Designed in 1947 by Dantzig, the Simplex Algorithm was the method of choice to solve linear programs for decades ...
  8. [8]
    [PDF] Linear Programming Notes VI Duality and Complementary Slackness
    For an inequality constraint, the constraint has slack if the slack variable is positive. ... You define the primal variables, x. These variables must have.
  9. [9]
    [PDF] Linear programming 1 Basics
    Mar 17, 2015 · For example, we might have constraints of the form Ax ≤ b with b ≥ 0 in which case the slack variables constitute a bfs. Otherwise, we use the ...
  10. [10]
    [PDF] Linear Programming - CMU School of Computer Science
    3. By adding a slack variable, an inequality can be represented as a combination of equality and non-negativity constraints. aT.<|control11|><|separator|>
  11. [11]
    [PDF] Converting a linear program to standard form - MIT OpenCourseWare
    To convert a “≤” constraint to an equality, add a slack variable. In this case, the inequality constraint becomes the equality constraint: x1 + 2x2 + x3 - x4 + ...
  12. [12]
    Linear Programming and Network Flows | Wiley Online Books
    Nov 16, 2009 · Linear Programming and Network Flows, now in its third edition, addresses the problem of minimizing or maximizing a linear function in the presence of linear ...
  13. [13]
    [PDF] DRAFT Formulation and Analysis of Linear Programs
    Sep 5, 2016 · Note that the feasible region of a linear program is a polytope. ... Introducing slack variables w ∈ <M , we can rewrite the linear program as.
  14. [14]
    [PDF] Introduction to Linear Programming 1 Preliminaries
    Sep 29, 2006 · the standard form. The reason for choosing this form is technical, as shall be seen in later sections. 2 A geometric view of linear programming.
  15. [15]
    None
    ### Summary of Slack Variables, Standard Form, and Non-Negative Orthant in Linear Programming
  16. [16]
  17. [17]
    Introduction to the simplex method
    Introducing these slack variables leads to a linear program equivalent to the original one but for which all constraints are either equations or positivity ...Slack variables · Picking a non-basic variable to... · Picking a basic variable to exit...Missing: formal | Show results with:formal
  18. [18]
    [PDF] Math 340 Lecture 4 Slack variables. Let's actually try solving a ...
    Slack variables. Let's actually try solving a system of linear equations using the simplex method. Chvá- tal's textbook has an example it starts with but I ...
  19. [19]
    [PDF] Examples 4.1: Simplex algorithm
    If we must have x + 2y ≤ 20, then we might let u = 20 − x − 2y be the slack variable that tells us how far from 20 we have managed to stay. If u = 10 we ...
  20. [20]
    [PDF] Notes 17 for CS 170 1 Linear Programming - UC Berkeley
    Similarly, any inequality like x1 + x3 ≥ 20 is rewritten as x1 + x3 − s = 20,s ≥ 0; s is now called a surplus variable. We handle an unrestricted variable x as ...
  21. [21]
    Linear programming basics - LP_Solve
    These variables also only take positive (or zero) values only. These extra variables are called slack or surplus variables. lp_solve add's these variables ...
  22. [22]
    Week 3 - Purdue Engineering
    slack variable - used to convert LP constraint equality of type 1 (<=) to an equation; a non-negative variable (slack variable) is added to such an inequality ...
  23. [23]
    Chapter 4 - Linear Programming | LSU Minerals Processing ...
    Minimize: x1 - 3x2Subject to: 3x1 - x2< 7-2x1 + 4x2< 12 Introduce slack variables for an initially feasible basis, and ignore the terms in parentheses for now.
  24. [24]
  25. [25]
    [PDF] Solving Linear Programs - MIT
    Whereas slack variables have meaning in the problem formulation, artificial variables have no significance; they are merely a mathematical convenience useful ...
  26. [26]
    [PDF] Variants of Simplex Method
    In this chapter, we will introduce the concept of artificial variable to find a starting BFS, and the Big-M method, as well as the Two-Phase Method, that solves ...
  27. [27]
    [PDF] The Simplex Method
    Nov 12, 2020 · Phase I : Introduce artificial variables and use simplex to find a basic feasible solution. Phase II : Using the solution found in phase I ...
  28. [28]
    [PDF] Chapter 4 The Simplex Method for Solving LPs - umich.edu
    So, the Phase I objective function w = sum of all the artificial variables introduced, and since the artificial variables are all nonnega- tive, w is always ≥ 0 ...
  29. [29]
    Handling "≥"-constraints: the two-phase Simplex method
    Add an artificial variable to each "≥"-constraint: · Remove the artificial variables by solving: · Before we can solve this Linear Program: ...