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Big M Method

The Big M Method is used to find an initial basic feasible solution for linear programs with greater than or equal constraints. It transforms the problem into standard form by adding "artificial" variables. The document provides an example of applying the Big M Method to a sample linear program, showing the steps of transforming it into standard form and running the Simplex Method to arrive at an optimal solution.
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0% found this document useful (0 votes)
549 views9 pages

Big M Method

The Big M Method is used to find an initial basic feasible solution for linear programs with greater than or equal constraints. It transforms the problem into standard form by adding "artificial" variables. The document provides an example of applying the Big M Method to a sample linear program, showing the steps of transforming it into standard form and running the Simplex Method to arrive at an optimal solution.
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Big M Method

If LP model have or = constraints , a starting feasible


solution may not be readily apparent

The Big M Method is a version of Simplex Method that


first find a basic feasible solution by adding artificial

variable to the problem.

The Big M Method


Maximize z = 3x + 4y
Subject to

2x + y 600

x + y 225
5x + 4y 1000

x + 2y 150
x, y 0

Standard Form
2x + y + s1 = 600
x + y + s2 = 225
5x + 4y + s3 = 1000
-x - 2y + s4 = -150

x, y, s1, s2, s3, s4, 0

z - 3x - 4y + 0s1 + 0s2 + 0s3 + 0s4 + = 0

2x + y + s1 = 600
x + y + s2 = 225
5x + 4y + s3 = 1000
x + 2y - s4 + a1 = 150
x, y, s1, s2, s3, s4, a1 0

z - 3x - 4y + 0s1 + 0s2 + 0s3 + 0s4 + Ma1 = 0

Row Row

s1

s2

s3

s4

a1

RHS ratio

-3

-4

s1

600

200

s2

225

225

s3

1000

250

s4

-1

150

75

* Not in Canonical Form because +M entry on z-row for 1 basic variable


R0* = R0 MR4

BV Row

s1

s2

s3

s4

a1

RHS ratio

-3-M

-4-2M

-150M

s1

600

200

s2

225

225

s3

1000

250

a1

-1

150

75

Pivoting column = y
Pivoting Row = R4
R4* = 1/2R4
R3* = R3 4R4*
R2* = R2 - R4*

R1* = R1 -3R4*
R0* = R0 + (4+2M)R4*

BV

Row

s1

s2

s3

s4

a1

-1

-2

2+M

300

-150

s1

3/2

-3/2

375

250

s2

-1/2

150

300

s3

-2

700

350

-1/2

1/2

75

-150

Pivoting column = s4
Pivoting Row = R1
R1* = 2/3R1
R3* = R3 2R1*
R4* = R4 + 1/2R1*

R2* = R2 -1/2R1*
R0* = R0 + 2R1*

RHS ratio

BV

Row

s1

s2

s3

s4

a1

-1/3

4/3

800

-150

s4

1/3

2/3

-1

250

750

s2

1/3

-1/3

25

75

s3

7/3

-4/3

200

600/
7

2/3

1/3

200

300

Pivoting column = x
Pivoting Row = R2
R2* = 3R2
R3* = R3 7/3R2*
R4* = R4 2/3R2*

R1* = R1 -1/3R3*
R0* = R0 + 1/3R3*

RHS ratio

BV

Row

s1

s2

s3

s4

a1

RHS

825

s4

-1

-1

225

-1

75

s3

-7

25

-2

150

x = 75
y = 150
z = 825

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