LINEAR PROGRAMMING PROBLEMS

BIG M METHOD

QUESTION: Use BIG M Method to solve the following linear programming problem

Max Z = x1 + 2x2 + 3x3

Subject to constraints

x1 - x2 + x3 ≥4

x1 + x2 + 2x3 ≤8

x1 + 0x2 - x3 ≥ 2

Where,x1, x2,x3 ≥0

SOLUTION: changing inequalities to equalities:-

IN BIG M METHOD

≥: add (-Sj + Ai)

≤: add (+Sj)

So the constraint are changed as

x1 - x2 + x3 -S1 + A1 ≥4

x1 + x2 + 2x3 +S2 ≤8

x1 + 0x2 - x3 –S3 + A2 ≥ 2

Now the updated maximize function is

Max Z = x1 + 2x2 + 3x3 - 0S1 + 0S2 - 0S3 - mA1 - mA2

CJ 1 2 3 0 0 0 -m -m
CB YB XB X1 X2 X3 S1 S2 S3 A1 A2
-m A1 4 1 -1 1 -1 0 0 1 0
0 S2 8 1 1 2 0 1 0 0 0
-m A2 2 1 0 -1 0 0 -1 0 1
ZJ -2m -m -3 m 0 m -m -m
ZJ- CJ -2m-1 -m-2 -3 m 0 m 0 0
MOST NEGATIVE VALUE IS [-2m-1]

So taking X1 column and taking the ratio of the elements { X B / X1 }

{ XB / X1 }={ 4 / 1 = 4 },{ 8 / 1 = 8 },{ 2 / 1 = 2 }

So taking the least ratio { 2 / 1 = 2 }

CJ 1 2 3 0 0 0 -m -m
CB YB XB X1 X2 X3 S1 S2 S3 A1 A2
-m A1 4 1 -1 1 -1 0 0 1 0
0 S2 8 1 1 2 0 1 0 0 0
-m A2 2 1 0 -1 0 0 -1 0 1
ZJ -2m -m -3 m 0 m -m -m
ZJ- CJ -2m-1 -m-2 -3 m 0 m 0 0

Now the cost corresponding will be replaced from –m to 1 and A 2 will be replaced by X1.

Once the A2 is replaced, the A2 column will be terminated

And we will make the X1 column same as A2 by applying row matrix operations as shown below:

R3 → R 3

R1→ R1 – R3

R2→ R2 – R3

Now the table will be as follows:

CJ 1 2 3 0 0 0 -m
CB YB XB X1 X2 X3 S1 S2 S3 A1
-m A1 2 0 -1 2 -1 0 1 1
0 S2 6 0 1 3 0 1 1 0
1 X1 2 1 0 -1 0 0 -1 0
ZJ 1 M -2m-1 m 0 m-1 -m
ZJ- CJ 0 m-2 -2m-4 m 0 m-1 0
 MOST NEGATIVE VALUE IS [-2m-4]

So taking X3 column and taking the ratio of the elements { X B / X3 }

{ XB / X3 }={ 2 / 2 = 1 },{ 6 / 3 = 2 },

NOTE here we do not take negative numbers for ratios

So taking the least ratio { 2 / 2 = 1 }

CJ 1 2 3 0 0 0 -m
CB YB XB X1 X2 X3 S1 S2 S3 A1
-m A1 2 0 -1 2 -1 0 1 1
0 S2 6 0 1 3 0 1 1 0
1 X1 2 1 0 -1 0 0 -1 0
ZJ 1 M -2m-1 m 0 m-1 -m
ZJ- CJ 0 m-2 -2m-4 m 0 m-1 0

Now the cost corresponding will be replaced from –m to 3 and A 1 will be replaced by X3.

Once the A1 is replaced, the A1 column will be terminated

And we will make the X3 column same as A1 by applying row matrix operations as shown below:

R1→ R1 /2

R2→ R2 – 3R1

R3 → R 3 + R 1

Now the table will be as follows:

CJ 1 2 3 0 0 0
CB YB XB X1 X2 X3 S1 S2 S3
3 X3 1 0 -1/2 1 -1/2 0 1 /2
0 S2 3 0 5/2 0 3/2 1 -1 /2
1 X1 3 1 -1/2 0 -1/2 0 -1 /2
ZJ 1 -2 3 -2 0 1
ZJ- CJ 0 -4 0 -2 0 1

MOST NEGATIVE VALUE IS [-4]

So taking X2 column and taking the ratio of the elements { X B / X2 }

{ XB / X2 }={ 3 / (5/2) = 6/5 }

NOTE here we do not take negative numbers for ratios

CJ 1 2 3 0 0 0
CB YB XB X1 X2 X3 S1 S2 S3
3 X3 1 0 -1/2 1 -1/2 0 1 /2
0 S2 3 0 5/2 0 3/2 1 -1 /2
1 X1 3 1 -1/2 0 -1/2 0 -1 /2
ZJ 1 -2 3 -2 0 1
ZJ- CJ 0 -4 0 -2 0 1

Now the cost corresponding will be replaced from 0 to 2 and S 2 will be replaced by X2.

Once the S2 is replaced, the S2 column will not be terminated as it has 0 cost

And we will make the X2 column same as S2 by applying row matrix operations as shown below:

R2→ 2/5R2

R1→ R1 + 1/2 R2

R3 → R3 + 1/2 R2

Now the table will be as follows:

CJ 1 2 3 0 0 0
CB YB XB X1 X2 X3 S1 S2 S3
3 X3 8/5 0 0 1 -1/5 1/5 3 /10
2 X2 6/5 0 1 0 3/5 2/5 -1 /5
1 X1 18/5 1 0 0 -1/5 1/5 -7 /10
ZJ 1 2 3 2/5 8/5 -1/5
ZJ- CJ 0 0 0 2/5 8/5 -1/5

Now the least value is 0

So the optimized solution of the given Linear Programming Problem is highlighted

CJ 1 2 3 0 0 0
CB YB XB X1 X2 X3 S1 S2 S3
3 X3 8/5 0 0 1 -1/5 1/5 3 /10
2 X2 6/5 0 1 0 3/5 2/5 -1 /5
1 X1 18/5 1 0 0 -1/5 1/5 -7 /10
ZJ 1 2 3 2/5 8/5 -1/5
ZJ- CJ 0 0 0 2/5 8/5 -1/5
Max Z = x1 + 2x2 + 3x3 - 0S1 + 0S2 - 0S3 - mA1 - mA2

Max Z = 18/5 + 2*6/5 + 3*8/5 – 0*0 + 0*0 - 0*0 - m*0 - m*0

Max Z = 54/5=10.8 ANSWER

Max Z = 6x1 + 4x2

Subject to constraints

2x1 + 3x2 ≤30

3x1 + 2x2 ≤24

x1 + x2 ≥ 0

Where,x1, x2 ≥0

SOLUTION: changing inequalities to equalities:-

IN BIG M METHOD

≥: add (-Sj + Ai)

≤: add (+Sj)

So the constraint are changed as

2x1 + 3x2 + S1 =30

3x1 + 2x2 + S2=24

x1 + x2 - S3 + A1=0

Now the updated maximize function is

Max Z = 6x1 + 4x2 + 0S1 + 0S2 - 0S3 -mA1

CJ 6 4 0 0 0 -m
CB YB XB X1 X2 S1 S2 S3 A1
0 S1 30 2 3 1 0 0 0
0 S2 24 3 2 0 1 0 0
-m A1 0 1 1 0 0 -1 1
ZJ -m -m 0 0 m -m
ZJ- CJ -m-6 -m-4 0 0 m 0
MOST NEGATIVE VALUE IS [-m-6]

So taking X1 column and taking the ratio of the elements { X B / X1 }

{ XB / X1 }={ 30 / 2 = 15 },{ 24 / 3 = 8 },{ 0 / 1 = 0 }

So taking the least ratio { 0 / 1 = 0 }

CJ 6 4 0 0 0 -m
CB YB XB X1 X2 S1 S2 S3 A1
0 S1 30 2 3 1 0 0 0
0 S2 24 3 2 0 1 0 0
-m A1 0 1 1 0 0 -1 1
ZJ -m -m 0 0 M -m
ZJ- CJ -m-6 -m-4 0 0 M 0

Now the cost corresponding will be replaced from –m to 6 and A 1 will be replaced by X1.

Once the A1 is replaced, the A1 column will be terminated

And we will make the X1 column same as A1 by applying row matrix operations as shown below:

R3 → R 3

R1→ R1 – 2R3

R2→ R2 – 3R3

Now the table will be as follows:

CJ 6 4 0 0 0
CB YB XB X1 X2 S1 S2 S3
0 S1 30 0 1 1 0 2
0 S2 24 0 -1 0 1 3
6 X1 0 1 1 0 0 -1
ZJ 6 6 0 0 -6
ZJ- CJ 0 2 0 0 -6
 MOST NEGATIVE VALUE IS [-6]

So taking S3 column and taking the ratio of the elements { X B / S3 }

{ XB / S3 }={ 30 / 2 = 15 },{ 24 / 3 = 8 },

NOTE here we do not take negative numbers for ratios

So taking the least ratio { 24 / 3 = 8 }

CJ 6 4 0 0 0
CB YB XB X1 X2 S1 S2 S3
0 S1 30 0 1 1 0 2
0 S2 24 0 -1 0 1 3
6 X1 0 1 1 0 0 -1
ZJ 6 6 0 0 -6
ZJ- CJ 0 2 0 0 -6

Now the cost corresponding will be replaced from 0 to 0 and S 2 will be replaced by S3.

Once the S2 is replaced, the S2 column will not be terminated as it has 0 cost

And we will make the S3 column same as S2 by applying row matrix operations as shown below:

R2→ R2 / 3

R1→ R1 – 2R2

R2→ R2 + R2

Now the table will be as follows:

CJ 6 4 0 0 0
CB YB XB X1 X2 S1 S2 S3
0 S1 14 0 5/3 1 -2/3 0
0 S3 8 0 -1/3 0 1/3 1
6 X1 8 1 2/3 0 1/3 0
ZJ 6 4 0 0 0
ZJ- CJ 0 0 0 0 0

Now the least value is 0

CJ 6 4 0 0 0
CB YB XB X1 X2 S1 S2 S3
0 S1 14 0 5/3 1 -2/3 0
0 S3 8 0 -1/3 0 1/3 1
6 X1 8 1 2/3 0 1/3 0
ZJ 6 4 0 0 0
ZJ- CJ 0 0 0 0 0

Max Z = 6x1 + 4x2 + 0S1 + 0S2 - 0S3 -mA1

Max Z = 6*8 + 4*0 + 0*14 + 0*0 – 0*0 –m*0

Max Z = 48 ANSWER