Dr. S .
Paulraj
M.Sc., M.Phil.,B.Ed.,Ph.D.
Professor of Mathematics
Anna University Chennai
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Big M Method
It is a variation of the simplex method designed for solving Mixed
constraints Linear Programming Problems.
The "Big M" refers to a large number associated with the artificial
variables, represented by the letter M.
The following steps are involved in solving an LPP using the Big M method.
Step 1 : Express the problem in the standard form.
Step 2 : Add non-negative artificial variables to the left side of each of the
equations corresponding to constraints of the type >, or = and =. However,
addition of these artificial variable causes violation of the corresponding
constraints. Therefore, we would like to get rid of these variables and would
not allow them to appear in the final solution. This is achieved by assigning a
very large penalty (-M for maximization and + M for minimization) in the
objective function.
Step 3 : Rewrite the Objective function using the Artificial variables
added constraints
Step 4 : Solve the modified LPP by simplex method, until anyone of the
three cases may arise.
1. If no artificial variable appears in the basis and the optimality
conditions are satisfied, then the current solution is an optimal basic
feasible solution.
2. If at least one artificial variable in the basis at zero level and the
optimality condition is satisfied then the current solution is an optimal
basic feasible solution (though degenerated solution).
3. If at least one artificial variable appears in the basis at positive level
and the optimality condition is satisfied, then the original problem has
no feasible solution. The solution satisfies the constraints but does not
optimise the objective function, since it contains a very large penalty M
Notes :
M, a very large number, is used to ensure that the values of artificial variables A 1 and A2, …, and An will be
zero in the final (optimal) tableau as follows:
1. If the objective function is Minimization, then A1, A2, …, and An must be added to the RHS of the objective
function multiplied by a very large number (M).
Example: if the objective function is Min Z = X1+2X2, then the obj. function should be Min Z = X1 + X2+ MA1 +
MA2+ …+ MAn
OR
Z – X1 - X2- MA1 - MA2- …- MAn = 0
2. If the objective function is Maximization, then A1, A2, …, and An must be subtracted from the RHS of the
objective function multiplied by a very large number (M).
Example: if the objective function is Max Z = X1+2X2, then the obj. function should be Max Z = X1 + X2- MA1 -
MA2- …- MAn
OR
Z - X1 - X2+ MA1 + MA2+ …+ MAn = 0
N.B.: When the Z is transformed to a zero equation, the signs are changed
Example 1:
Solve the following linear programming problem by using
the Big M method
Min Z =2 X1 + 3 X2
S.t.
½ X1 + ¼ X2 ≤ 4
X1 + 3X2 20
X1 + X2 = 10
X1, X2 0
Step 1 &2 : Standard form
Min Z =2 X1 + 3 X2 + M A1 +M A2
s.t.
½ X1 + ¼ X2 + S1 =4
X1 + 3X2 - S 2 + A1 = 20
X1 + X2 + A2 = 10
X1, X2 ,S1, S2, A1, A2 0
Where: M is a very large number
Initial tableau
Basic X1 X2 S1 S2 A1 A2 RHS
variables
2 3 0 0 M M
S1 ½ ¼ 1 0 0 0 4
A1 1 3 0 -1 1 0 20
A2 1 1 0 0 0 1 10
Z -2 -3 0 0 -M -M 0
Note that one of the simplex rules is violated, which is the basic variables A 1, and A2
have a non zero value in the z row; therefore, this violation must be corrected before
proceeding in the simplex algorithm as follows.
Step 3 : Rewrite the Objective function by using the second and third constraints, we have
Z =2 X1 + 3 X2 + M A1 +M A2
= 20-X1 - 3X2 + S2 )+M(10-X1 - X2 )
=
• The initial tableau of Modified LPP will be:
Basic X1 X2 S1 S2 A1 A2 RHS
variables
2 3 0 0 M M
S1 1/2 1/4 1 0 0 0 4
A1 1 3 0 -1 1 0 20
A2 1 1 0 0 0 1 10
Z 2M-2 4M-3 0 -M 0 0 30M
• Since there is a positive value in the last row, this solution is not optimal
• The entering variable is X2 (it has the most positive value in the last row)
• The leaving variable is A1 (it has the smallest ratio)
• First iteration
Basic X1 X2 S1 S2 A1 A2 RHS
variables
2 3 0 0 M M
S1 5/12 0 1 1/12 -1/12 0 7/3
X2 1/3 1 0 -1/3 1/3 0 20/3
A2 2/3 0 0 1/3 -1/3 1 10/3
Z 2/3M-1 0 0 1/3M-1 1-4/3M 0 20+10/3M
• Since there is a positive value in the last row, this solution is not optimal
• The entering variable is X1 (it has the most positive value in the last row)
• The leaving variable is A2 (it has the smallest ratio)
• Second iteration
Basic X1 X2 S1 S2 A1 A2 RHS
variables
S1 0 0 1 -1/8 1/8 -5/8 1/4
X2 0 1 0 -1/2 1/2 -1/2 5
X1 1 0 0 1/2 -1/2 3/2 5
Z 0 0 0 -1/2 ½-M 3/2-M 25
This solution is optimal, since there is no positive value in the last row. The optimal
solution is:
X1 = 5, X2 = 5, S1 = ¼
A1 = A2 = 0 and Z = 25
Note for the Big M method
• In the final tableau, if one or more artificial variables (A1, A2, …) still
basic and has a nonzero value, then the problem has an infeasible
solution.
• All other notes are still valid in the Big M method.
Example 2 :
Artificial Starting Solution :
Two-phase method
When a basic feasible solution is not readily available, the two-phase
simplex method may be used as an alternative to the big M method.
In the two-phase simplex method, we add artificial variables to the same
constraints as we did in big M method. Then we find a basic feasible
solution to the original LP by solving the Phase I LP.
In the Phase I LP, the objective function is to minimize the sum of all
artificial variables.
At the completion of Phase I, we use Phase II and reintroduce the original
LP’s objective function and determine the optimal solution to the original
LP.
Artificial Starting Solution:
Note:
In Phase I, If the optimal value of sum of the artificial variables are
greater than zero, the original LP has no feasible solution which ends the
solution process. Other wise, We move to Phase II
Example
Minimize z 4 x1 x2
Subject to: 3 x1 x2 3
4 x1 3 x2 6
x1 2 x2 4
x1 , x2 0
Artificial Starting Solution:
Solution:
Phase I:
Minimize: r R1 R2
Subject to:
3x1 x2 R1 3
4 x1 3x2 x3 R2 6
x1 2 x2 x4 4
x1 , x2 , x3 , x4 , R1 , R2 0
Where are the Artificial variables
Artificial Starting Solution :
Solution x4 R2 R1 x3 x2 x1 Basic
0 0 1- 1- 0 0 0 r
3 0 0 1 0 1 3 R1
6 0 1 0 1- 3 4 R2
4 1 0 0 0 2 1 x4
New r-row = Old r-row + 1* R1-row + R2 -row
Solution x4 R2 R1 x3 x2 x1 Basic
9 0 0 0 1- 4 7 r
3 0 0 1 0 1 3 R1
6 0 1 0 1- 3 4 R2
4 1 0 0 0 2 1 x4
Artificial Starting Solution :
By using new r-row, we solve Phase I of the problem which yields the following
optimum tableau
Solution x4 R2 R1 x3 x2 x1 Basic
0 0 1- 1- 0 0 0 r
3/5 0 1/5- 3/5 1/5 0 1 x1
6/5 0 3/5 4/5- 3/5- 1 0 x2
1 1 1- 1 1 0 0 x4
Because minimum r=0, Phase I produces the basic feasible solution:
6
x1 , x2 , and x4 1
3
5
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Artificial Starting Solution :
Phase II
After eliminating artificial variables column, the original problem can be
written as:
Minimize: z 4 x1 x2
Subject to: 1 3
4 x1 x3
5 5
3 6
2 x2 x3
5 5
x3 x4 1
x1 , x2 , x3 , x4 0
Artificial Starting Solution :
Solution x4 x3 x2 x1 Basic
0 0 0 1- 4- z
3/5 0 1/5 0 1 x1
6/5 0 3/5- 1 0 x2
1 1 1 0 0 x4
Again, because basic variables x1 and x2 have nonzero coefficient in the z
row, they must be substituted out, using the following computation:
New z-row = Old z-row + 4* x1-row + 1*x2 -row
Artificial Starting Solution :
The initial tableau of Phase II is as the following:
Solution x4 x3 x2 x1 Basic
18/5 0 1/5 0 0 z
3/5 0 1/5 0 1 x1
6/5 0 3/5- 1 0 x2
1 1 1 0 0 x4
Artificial Starting Solution :
Remarks:
The removal of artificial variables and their column at the end of Phase I can
take place only when they are all nonbasic. If one or more artificial variables are
basic ( at zero level) at the end of Phase I, then the following additional steps
must be under taken to remove them prior to start Phase II
Step 1. Select a zero artificial variable to leave the basic solution and designate
its row as pivot row. The entering variable can be any nonbasic (nonartificial)
variable with nonzero (positive or negative) coefficient in the pivot row. Perform
the associated simplex iteration.
Step 2. Remove the column of the (Just-leaving) artificial from the tableau. If all
the zero artificial variables have been removed , go to Phase II. Otherwise, go
back to Step I.
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