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03-Big M Method

The document discusses the Big M method in linear programming, detailing the use of artificial variables to handle constraints with equality signs. It provides an example of an initial tableau and outlines the steps to perform iterations to reach an optimal solution. The goal is to eliminate the artificial variable from the solution while ensuring all basic variables remain feasible.

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Mohamed Mohamed
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6 views10 pages

03-Big M Method

The document discusses the Big M method in linear programming, detailing the use of artificial variables to handle constraints with equality signs. It provides an example of an initial tableau and outlines the steps to perform iterations to reach an optimal solution. The goal is to eliminate the artificial variable from the solution while ensuring all basic variables remain feasible.

Uploaded by

Mohamed Mohamed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Linear Programming

Big M Method
Mohamed Haridy
[email protected]
Acknowledgment & Credit
Shokoufeh Mirzaei (GREAT Plasy list)
Simplex Method

Initial Tableu_Iteration 0

Raw Number Basic Variable X1 X2 y1 y2 Z RHS Ratio Test

R1 y1 1 1 1 0 0 12 (12/1)=12

R2 y2 2 1 0 1 0 16 (16/2)=8

Z Z -40 -30 0 0 1 0

All inequalities must be


RHS values must be positive
Non negativity condition
Coefficients of all slack variables are +1
• Used when there are constraints with equal or signs in a LPP

Subject to:

One Feasible solution (satisfies all constraints) is 00

The problem is that can not be a basic variable as needed:


• It has a negative coefficient
• Even if the equation is multiplied with -1, the RHS will be –ve which would result in an infeasible solution at the
initial table (when =0) since e= -150 and negative DV is an infeasible solution.
• The solution to this situation is the artificial variable, which will be the BV
Artificial Variables
• Are added to the constraints with
• Add the A.V. to the LHS of the constraint with a coefficient of +1

• The A.V. doesn't exist and it is an auxiliary which we need to get rid of ,through
the solution
• In the O.F. add the A.V. with very big –ve coefficient (in case of max. problems)
• -Ma4 , where M is a very big number and the goal of the solution is to get rid of the A.V. to
eliminate its negative effect of Z. Goal is to set a4 to zero if possible
The Standard For is :

Subject to:
Initial Table

Basic Variables x1 x2 s1 s2 s3 a4 e4 RHS


s1 2 1 1 0 0 0 0 600
s2 1 1 0 1 0 0 0 225
s3 5 4 0 0 1 0 0 1000
a4 1 2 0 0 0 1 -1 150

z -3 -4 0 0 0 M 0 0

Must be zero for a4 to be B.V


so, we need to use the EROs
znew = -MR4+z
Initial Table

Basic Variables x1 x2 s1 s2 s3 a4 e4 RHS Min


test
s1 2 1 1 0 0 0 0 600 600
s2 1 1 0 1 0 0 0 225 225
s3 5 4 0 0 1 0 0 1000 250
a4 1 2 0 0 0 1 -1 150 75

z -3-M -4-2M 0 0 0 0 M 0 -150M

P.C.
Pivot element
Iteration 2

B.V. x1 x2 s1 s2 s3 a4 e4 RHS
-R4n+R1o s1 3/2 0 1 0 0 -1/2 1/2 525 1150

-R4n+R2o s2 ½ 0 0 1 0 -1/2 1/2 150 300


-2R4o+R3o s3 3 0 0 0 1 -2 2 700 350
R4/2 x2 ½ 1 0 0 0 1/2 -1/2 75 __

(2M+4)R4n+zo z -1 0 0 0 0 M+2 -2 300

P.C.

-ve values , still need to be optimized


Pivot element
Iteration 2

B.V. x1 x2 s1 s2 s3 a4 e4 RHS
-R2o+R1o s1 1 0 1 -1 0 0 0 375
2R2o e4 1 0 0 2 0 -1 1 300
-R2n+R3o s3 1 0 0 -4 1 0 0 100
R2o+R4o x2 1 1 0 1 0 0 0 225

2R2n+zo z 1 0 0 4 0 M 0 900

Optimality Check: All Positive

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