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Big M

The Big M-method is used to introduce artificial variables into a linear programming problem (LPP) that lacks slack variables. This allows the problem to be written in standard form with an identity submatrix. To force the artificial variables to zero, their objective coefficients are given a large negative penalty (M) in maximization problems or a large positive penalty (M) in minimization problems. The example problem is converted using this method and its optimal solution is found.

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110 views10 pages

Big M

The Big M-method is used to introduce artificial variables into a linear programming problem (LPP) that lacks slack variables. This allows the problem to be written in standard form with an identity submatrix. To force the artificial variables to zero, their objective coefficients are given a large negative penalty (M) in maximization problems or a large positive penalty (M) in minimization problems. The example problem is converted using this method and its optimal solution is found.

Uploaded by

Sutapa De
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Artificial Variable

Techniques

Big M-method
Big-M Method
Suppose a constraint equation i does not have a
slack variable. i.e. there is no ith unit vector
column in the LHS of the constraint equations.
(This happens for example when the ith
constraint in the original LPP is either ≥ or = .)
Then we augment the equation with an artificial
variable Ri to form the ith unit vector column.
However as the artificial variable is extraneous
to the given LPP,
Big-M Method
we use a feedback mechanism in which the optimization
process automatically attempts to force these variables
to zero level. This is achieved by giving a large penalty
to the coefficient of the artificial variable in the objective
function as follows:
 Artificial variable objective coefficient
 = - M in a maximization problem,
= M in a minimization problem
 where M is a very large positive number.
Big-M Method
Consider the LPP:
Minimize
z  2 x1  x2
Subject to the constraints
3 x1  x2  9
x1  x2  6
x1 , x2  0
Putting this in the standard form, the
LPP is:
Minimize z  2 x1  x2
Subject to the constraints 3 x1  x2  s1 9
x1  x2  s2  6
x1 , x2 , s1 , s2  0
Here s1, s2 are surplus variables.
Introducing the artificial variables,
R1, R2, the LPP is modified as
follows:
Minimize
z  2 x1  x2  MR1  MR2
Subject to the constraints

3x1  x2  s1  R1 9
Note that we now have a 2x2
identity submatrix in the x1  x2  s2  R2  6
coefficient matrix of the
constraint equations. x1 , x2 , s1 , s2 , R1 , R2  0
Note that we have got the
optimal solution to the given
problem as
3 9
x1  , x2 
2 2
Optimal z = Minimum
15
z 
2
It is illuminating to look at the
graphical solution also.
(0.9)
SF
(0,6)
3 9
( , )
2 2

(0,0) (3,0) (6,0) 3 9


z minimum at ( , )
2 2
Remarks
• If in any iteration, there is a tie for entering
variable between an artificial variable and
other variable (decision, surplus or slack),
we must prefer the non-artificial variable to
enter the basis.
• If in any iteration, there is a tie for leaving
variable between an artificial variable and
other variable (decision, surplus or slack),
we must prefer the artificial variable to
leave the basis.
• If in the final optimal tableau, an
artificial variable is present in the
basis at a non-zero level, this means
our original problem has no feasible
solution.

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