Sr. ASSOCIATE PROFESSOR & HOD QT,RM, CoMES, UNIVERSITY OF PETROLEUM & ENERGY STUDIES, DEHRADUN , INDIA
THE BIG M METHOD
It is a modified version of the simplex method, in which we assign a very large value (M) to each of the artificial variables. We illustrate this method with the help of following examples.
Example 1 : Maximize z = x 1 + 5x 2
subject to constraint:
3x 1 + 4x 2 6
x 1 + 3x 2 2
x 1 , x 2 0 Solution: Converting inequalities to equalities By introducing surplus variables, slack variables and artificial variables, the standard form of LPP becomes
Maximize x 1 + 5x 2 + 0x 3 + 0x 4 - MA 1
subject to 3x 1 + 4x 2 + x 3 = 6 x 1 + 3x 2 - x 4 + A 1 = 2 x 1 0, x 2 0, x 3 0, x 4 0, A 1 0 Where: x 3 is a slack variable x 4 is a surplus variable. A 1 is an artificial variable.
Initial basic feasible solution x 1 = x 2 = x 4 = 0 A 1 = 2, x 3 = 6
TABLE 1
c j 1 5 0 0 - M c B Basic variables B x 1 x 2 x 3 x 4 A 1 Solution values b (= X B ) 0 x 3 3 4 1 0 0 6 - M A 1 1 3 0 - 1 1 2 Z j - c j - M - 1 - 3M - 5 0 M 0 Calculating values for index row (z j - c j ) z 1 - c 1 = 0 X 3 + (- M) X 1 - 1 = - M - 1 z 2 - c 2 = 0 X 4 + (- M) X 3 - 5 = - 3M - 5 z 3 - c 3 = 0 X 1 + (- M) X 0 - 0 = 0 z 4 - c 4 = 0 X 0 + (- M) X (- 1) - 0 = M z 5 - c 5 = 0 X 0 + (- M) X 1 - (- M) = 0 As M is a large positive number, the coefficient of M in the z j - c j
row would decide the incoming basic variable. As -3M < - M, x 2 becomes a basic variable in the next iteration. Key column = x 2 column., Minimum (6/4, 2/3) = 2/3 Key row = A1 row , Pivot element = 3., A1 departs and x 2 enters. Note that in the iteration just completed, artificial variable A 1 was eliminated from the basis. The new solution is shown in the following table.
TABLE 2
c j 1 5 0 0 c B Basic variables B x 1 x 2 x 3 x 4 Solution values b (= X B ) 0 x 3 5/3 0 1 4/3 10/3 5 x 2 1/3 1 0 - 1/3 2/3 Z j - c j 2/3 0 0 - 5/3 TABLE 3
c j 1 5 0 0 c B Basic variables B x 1 x 2 x 3 x 4 Solution values b (= X B ) 0 x 4 5/4 0 3/4 1 5/2 5 x 2 3/4 1 1/4 0 3/2 Z j - c j 11/4 0 5/4 0 The optimal solution is: x 1 = 0, x 2 = 3/2 z = 0 + 5 X 3/2 =15/2
Example 2
Maximize z = - 4x 1 - 2x 2
subject to 3x 1 + x 2 27 x 1 + x 2 21 x 1 + 2x 2 30 x 1 , x 2 0 Solution. By introducing surplus and artificial variables, the standard form of LPP becomes Maximize z = - 4x 1 - 2x 2 + 0x 3 + 0x 4 + 0x 5 - MA 1 - MA 2 - MA 3
3x 1 + x 2 - x 3 + A 1 = 27 x 1 + x 2 - x 4 + A 2 = 21 x 1 + 2x 2 - x 5 + A 3 = 30 x 1 ,x 2 , x 3 , x 4 , x 5 , A 1 , A 2 0 Where: x 4 and x 5 are surplus variables, A 1 and A 2 are artificial variables.
TABLE 1
c j - 4 -2 0 0 0 - M - M - M c B Basic variables B x 1 x 2 x 3 x 4 x 5 A 1 A 2 A 3 Solution values b (= X B ) - M A 1 3 1 -1 0 0 1 0 0 27 - M A 2 1 1 0 -1 0 0 1 0 21 - M A 3 1 2 0 0 -1 0 0 1 30 Z j - c j - 5M + 4 - 4M + 2 M M M 0 0 0 As -5M < - 4M, x 1 becomes a basic variable in the next iteration Key column = x 1 column. Minimum (27/3, 21/1, 30/1) = 9 Key row = A 1 row Pivot element = 3. A1 departs and x 1 enters. TABLE 2
c j -4 -2 0 0 0 - M - M c B Basic variables B x 1 x 2 x 3 x 4 x 5 A 2 A 3 Solution values b (= X B ) - 4 x 1 1 1/3 -1/3 0 0 0 0 9 -M A 2 0 2/3 1/3 -1 0 1 0 12 - M A 3 0 5/3 1/3 0 -1 0 1 21 Z j - c j 0 -7M/3 + 2/3 -2M/3 + 4/3 M M 0 0 TABLE 3
c j -4 -2 0 0 0 - M c B Basic variables B x 1 x 2 x 3 x 4 x 5 A 2 Solution values b (= X B ) - 4 x 1 1 0 -2/5 0 1/5 0 24/5 - M A 2 0 0 1/5 -1 2/5 1 18/5 -2 x 2 0 1 1/5 0 -3/5 0 63/5 Z j - c j 0 0 -M/5 + 6/5 M -2M/5 + 2/5 0 TABLE 4
C j - 4 - 2 0 0 0 c B Basic variables B x 1 x 2 x 3 x 4 x 5 Solution values b (= X B ) - 4 x 1 1 0 -1/2 1/2 0 3 0 x 5 0 0 1/2 -5/2 1 9 -2 x 2 0 1 1/2 -3/2 0 18 Z j - c j 0 0 1 1 0 The optimal solution is x 1 = 3, x 2 = 18 z = -4 X 3 - 2 X 18 = - 48