Big M Method

By Eman Nasser

12/5/2024 Big M 1
Example 1
• Solve the following linear programming (LP) problem :
• Max Z= x1 + x2
subject to
2x1 + 5x2 <= 6
x1 + x2 >= 2
and x1,x2 >= 0

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Solution

• As the constraint-1 is of type '≤' we

should add slack variable S1

• As the constraint-2 is of type '≥' we

should subtract surplus variable S2 and
add artificial variable A1

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Solution

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Solution

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Iteration 1

C(Z) X1 X2 S1 S2 A1 RHS
Z -1 -1 0 0 100 0
0 S1 2 5 1 0 0 6
-100 A1 1 1 0 -1 1 2

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 C(Z) X1 X2 S1 S2 A1 RHS

Iteration 1 Z -1 -1 0 0 100 0

0 S1 2 5 1 0 0 6

-100 A1 1 1 0 -1 1 2

C(Z) X1 X2 S1 S2 A1 RHS

Z -101 -101 0 100 0 -200

0 S1 2 5 1 0 0 6

-100 A1 1 1 0 -1 1 2

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 Iteration 1
Pivot Column

C(Z) X1 X2 S1 S2 A1 RHS

Z -101 -101 0 100 0 -200 Ratio

S1 2 5 1 0 0 6 3

A1 1 1 0 -1 1 2 2

Pivot Row (Ratio) = RHS / Pivot Column

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 Iteration 1
Pivot Column

C(Z) X1 X2 S1 S2 A1 RHS

Z -101 -101 0 100 0 -200 Ratio

S1 2 5 1 0 0 6 3

A1 1 1 0 -1 1 2 2

The entering variable is x1. Pivot Row

The leaving basis variable is A1.

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 C(Z) X1 X2 S1 S2 A1 RHS
Iteration 2
Z -101 -101 0 100 0 -200

S1 2 5 1 0 0 6

A1 1 1 0 -1 1 2

C(Z) X1 X2 S1 S2 A1 RHS

Z 0 0 0 -1 101 2

S1 0 3 1 2 -2 2

X1 1 1 0 -1 1 2
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 C(Z) X1 X2 S1 S2 A1 RHS

Iteration 3 Z 0 0 0 -1 101 2

S1 0 3 1 2 -2 2

X1 1 1 0 -1 1 2

C(Z) X1 X2 S1 S2 A1 RHS
Optimal
Z 0 3/2 1/2 0 99 3
Solution
S2 0 3/2 1/2 1 -1 1 Z = 3 , X1 = 3 ,
X1 1 5/2 1/2 0 0 3
X2 = 0

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Example2

• Find solution using Simplex method (BigM method)

MIN Z = 2X1 + 5X2
X1 <= 5
2X2 = 12
3X1 + 2X2 >= 18
X1,X2 >= 0

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 After Adding slack, surplus, artificial variables

As the constraint-2 is of type '=' we

should add artificial variable A1

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Iteration 1

X1 X2 S1 S2 A1 A2 RHS
Z -2 -5 0 0 -100 -100 0
0 S1 1 0 1 0 0 0 5
100 A1 0 2 0 0 1 0 12
100 A2 3 2 0 -1 0 1 18

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Iteration 1
X1 X2 S1 S2 A1 A2 RHS
Z -2 -5 0 0 -100 -100
0 S1 1 0 1 0 0 0 5
100 A1 0 2 0 0 1 0 12
100 A2 3 2 0 -1 0 1 18

X1 X2 S1 S2 A1 A2 RHS
Z 298 395 0 -100 0 0 3000 Ratio
S1 1 0 1 0 0 0 5 Ignore
A1 0 2 0 0 1 0 12 6
A2 3 2 0 -1 0 1 18 9

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 X1 X2 S1 S2 A1 A2 RHS

Iteration 2 Z
S1
298
1
395
0
0
1
-100
0
0
0
0
0
3000
5
A1 0 2 0 0 1 0 12
A2 3 2 0 -1 0 1 18

X1 X2 S1 S2 A1 A2 RHS

Z 298 0 0 -100 -197.5 0 630

S1 1 0 1 0 0 0 5

X2 0 1 0 0 1/2 0 6

A2 3 0 0 -1 -1 1 6

• New pivot row = Old pivot row / pivot element

• New pivot row (X2) = ROW (A1)/ 2
• New (z) = old(z) – 395* new pivot row(x2)
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Iteration 2
X1 X2 S1 S2 A1 A2 RHS

Z 298 0 0 -100 -197.5 0 630 Ratio

S1 1 0 1 0 0 0 5 5

X2 0 1 0 0 1/2 0 6 ignore

A2 3 0 0 -1 -1 1 6 2

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 X1 X2 S1 S2 A1 A2 RHS

Z 298 0 0 -100 -197.5 0 630

Iteration 3 S1 1 0 1 0 0 0 5

X2 0 1 0 0 1/2 0 6

A2 3 0 0 -1 -1 1 6

X1 X2 S1 S2 A1 A2 RHS
optimal solution :
Z 0 0 0 -0.7 -98.2 -99.3 34
X1=2, X2=6
S1 0 0 1 1/3 1/3 -1/3 3

X2 0 1 0 0 1/2 0 6 Min Z=34

X1 1 0 0 -1/3 -1/3 1/3 2

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 Thank You ☺

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