Big M Method

Submitted by:
Kanika Sood
Jatinder Kaur
Yashu Janartha
Big M Method
We need to assign, in the objective function,
coefficients to the artificial variables that are
either very small (maximization problem) or very
large(minimization problem); whatever this value,
let us call it Big M.
In fact, this notion is an old trick in optimization
in general; we simply associate a penalty value
with variables that we do not want to be part of an
ultimate solution.
Such variables will never be part of any feasible solution.
This method removes artificial variables from the basis.
Here, we assign a large undesirable (unacceptable
penalty) coefficients to artificial variables from the
objective function point of view. If the objective function
(Z) is to be minimized, then a very large positive price
(penalty, M) is assigned to each artificial variable and if Z
is to be minimized, then a very large negative price is to
be assigned. The penalty will be designated by +M for
minimization problem and by –M for a maximization
problem and also M>0.
Big M Method
• Minimize Z=12x1+20x2
subject to
6x1+8x2>100
7x1+12x2>120

x1, x2 >0
Step 1: Express the problem in standard form

Minimize Z= 12x1+20x2+0S1+0S2

Subject to:
6x1+8x2-S1-0S2= 100
7x1+12x2-0S1-S2= 120

x1, x2, S1, S2 > 0

• Initial basic feasible solution

Putting x1=0, x2=0
We get S1= -100 and S2= -120
Which is not feasible, as it does not fulfill the non-negativity constraint
To make it positive introduce artificial variables in the constraints

6x1+8x2-S1+A1=100
7x1+12x2-S2+A2=120

Since they are artificial variables A1 and A2 should not occur in the final
solution. Hence, they are assigned a large unit penalty (a large +M) in the
objective function which can be written as
Since they are artificial variables A1 and A2 should not occur in the final solution.
Hence, they are assigned a large unit penalty (a large +M) in the objective function
which can be written as

Minimize Z= 12x1+20x2+0S1+0S2+MA1+MA2

Now there are 6 variables and 2 constraints and hence, we have to assume 4
variables as zero to get the initial basic feasible solution. Assume x1=x2=S1=S2=0

subject to: 6x1+8x2-S1-0S2+A1+0A2=100

7x1+12x2-0S1-S2+0A1+A2=120

Now putting the value of x1,x2,S1,S2=0

We get
A1=100 and A2=120

Now Step 2: Prepare a simplex table

 Simplex Table
Cj 12 20 0 0 M M

Cb Bv x1 X2 S1 S2 A1 A2 Bi Ѳ

M A1 6 8 -1 0 1 0 100 12.5

M A2 7 (12) 0 -1 0 1 120 10

Zj 13M 20M -M -M M M

Cj-Zj 12-13M 20-20M M M 0 0

Next Iteration Table
Cj 12 20 0 0 M

Cb Bv x1 x2 S1 S2 A1 Bi Ѳ

R1- M A1 (4/3) 0 -1 2/3 1 20 15

(R2*8)
20 x2 7/12 1 0 -1/12 0 10 120/
7
Zj 4/3M+35/ 20 -M 2/3M-5/3 M
3
Cj-Zj - 0 M - 0
4/3M+1/3 2/3M+5/3
Next Iteration Table
Cj 12 20 0 0

Cb Bv x1 x2 S1 S2 Bi
12 x1 1 0 -3/4 1/2 15

R2- 20 x2 0 1 7/16 -3/8 5/4

(R1*7/12)
Zj 12 20 -1/4 -3/2

Cj-Zj 0 0 1/4 3/2

Optimal
Solution
Since it is a minimization problem and there is no negative value found so it
is the optimal solution. Hence, we get the value of x1=15 and x2=5/4. Putting
these values in the objective function:
Min Z= 12x1+20x2
=12*15+20*5/4
=180+25
=205
• Maximize Z= 3x1-x2
Subject to:
2x1+x2<2
x1+3x2>3
x2<4
• Step 1: Standardization

Max Z= 3x1-x2+0S1+0S2+0S3-MA1
Subject to:
2x1+x2+S1+0S2+0S3+0A1=2
x1+3x2+0S1-S2+A1+0S3=3
0x1+x2+0S1+0s2+S3+0A1=4
• Step2: Prepare a simplex table
Simplex Table
Cj 3 -1 0 0 0 -M

Cb Bv x1 x2 S1 S2 S3 A1 bi Ѳ

0 S1 2 1 1 0 0 0 2 2

-M A1 1 (3) 0 -1 0 1 3 1

0 S3 0 1 0 0 1 0 4 4

Zj -M -3M 0 M 0 -M

Cj-Zj 3+M -1+3M 0 -M 0 0

Next Iteration Table
Cj 3 -1 0 0 0

Cb Bv x1 x2 S1 S2 S3 Bi Ѳ

(R1- 0 S1 (5/3) 0 1 1/3 0 1 3/5

R2)
-1 x2 1/3 1 0 -1/3 0 1 3

(R3- 0 S3 -1/3 0 0 1/3 1 3 9

R2)
Zj -1/3 -1 0 1/3 0

Cj-Zj 10/3 0 0 -1/3 0

Next Iteration Table
Cj 3 -1 0 0 0

Cb Bv x1 x2 S1 S2 S3 Bi

3 x1 1 0 3/5 1/5 0 3/5

R2=(R1*1/3) -1 x2 0 1 -1/5 -2/3 0 4/5

R3-(R1*-1/3) 0 S3 0 0 1/5 2/3 1 16/5

Zj 3 -1 2 1 0

Cj-Zj 0 0 -2 -1 0

Optimal Solution
Since it is a maximization problem and no positive value is found so it is an
optimal solution. Hence, we get the value of x1=3/5 and x2=4/5. Putting these
values in the objective function, we get
Max Z= 3x1-x2
=3*3/5-4/5
=9/5-4/5
=5/5
=1
• Maximize Z=x1+2x2+3x3-x4
Subject to:
x1+2x2+3x3=15
2x1+x2+5x3=20
x1+zx2+x3+x4=10

x1,x2,x3,x4>0
• Step 1: Standardization
Max Z= x1+2x2+3x3-x4-MA1-MA2-MA3
Subject to :
x1+2x2+3x3+0x4+A1+0A2+0A4=15
2x1+x2+5x3+0x4+0A1+A2+0A3=20
x1+2x2+x3+x4+0A1+0A2+A3=10

• Step 2: Prepare a simplex table

Simplex Table
Cj 1 2 3 -1 -M -M -M

Cb Bv x1 x2 x3 x4 A1 A2 A3 Bi Ѳ

-M A1 1 2 3 0 1 0 0 15 5

-M A2 2 1 (5) 0 0 1 0 20 4

-M A3 1 2 1 1 0 0 1 10 10

Zj -5M -5M -9M -M -M -M -M -45M

Cj-Zj 1+5M 2+5M 3+9M -1+M 0 0 0

 Next Iteration Table
Cj 1 2 3 -1 - -
M M
Cb Bv x1 x2 x3 X4 A1 A Bi Ѳ
3
R1- -M A1 -1/5 (7/5) 0 0 1 0 3 15/7
(R2*3)
3 x3 2/5 1/5 1 0 0 0 4 20

-M A3 3/5 9/5 0 1 0 1 6 10/3

Zj 6/5-2/5M 3/5-16/5M 3 -M - - 12-9M

M M
Cj-Zj - 7/5+16/5 0 - 0 0
1/5+2/5M M 1+M
Next Iteration Table
Cj 1 2 3 -1 -M

Cb Bv x1 x2 x3 x4 A3 Bi Ѳ

2 x2 -1/7 1 0 0 0 15/7 ∞

R2- 3 x3 3/7 0 1 0 0 25/7 ∞

(R1*1/5)
R3- -M A3 6/7 0 0 (1) 1 15/7 15/7
(R1*9/5)
Zj 1- 2 3 -M -M 105/7-15/7M
6/7M
Cj-Zj 6/7M 0 0 - 0
1+M
Next Iteration Table
Cj 1 2 3 -1

Cb Bv x1 x2 x3 x4 Bi Ѳ

2 x2 -1/7 1 0 0 15/7 -15

3 x3 3/7 0 1 0 25/7 25/3

-1 x4 (6/7) 0 0 1 15/7 5/2

Zj 1/7 2 3 -1 90/7

Cj-Zj 6/7 0 0 0
Next Iteration Table
Cj 1 2 3 -1

Cb Bv x1 x2 x3 x4 Bi

R1-(R3*- 2 x2 0 1 0 1/6 5/2

1/7)
R2- 3 x3 0 0 1 -1/2 5/2
(R3*3/7)
1 x1 1 0 0 7/6 5/2

Zj 1 2 3 0 15

Cj-Zj 0 0 0 -1

Optimal Solution
THANK YOU!!!