Scribd
Upload
341 views

Big M Method PDF

The document provides a step-by-step tutorial on using the Big M method for linear programming problems. The Big M method is used when the (0,0) point does not satisfy an inequality constraint. It involves adding an artificial variable to the constraint, rewriting the objective function to minimize the artificial variable, and proceeding with the simplex method as normal. The tutorial explains how to identify the pivot column when all coefficients involve the large number M.

Uploaded by

zidan40o0
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
341 views

Big M Method PDF

The document provides a step-by-step tutorial on using the Big M method for linear programming problems. The Big M method is used when the (0,0) point does not satisfy an inequality constraint. It involves adding an artificial variable to the constraint, rewriting the objective function to minimize the artificial variable, and proceeding with the simplex method as normal. The tutorial explains how to identify the pivot column when all coefficients involve the large number M.

Uploaded by

zidan40o0
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

Before we begin, it is assumed that you perfectly understand the Simplex method; if you have

any problems with the Simplex method then I highly advise you to go back to the groups page
and download the Simplex tutorial and take a look at some exercises that I shared on the group.

e
er
liv

De

This is going to be a straight-forward step by step tutorial, so you will be able to fully
understand the Big M method once you finish reading this document.
Step 1: when should I use the Big M method?

You use the Big M method if the (0,0) doesnt satisfy the inequality in a constraint, which is
illustrated in the following:

to

yo
Let us substitute both X variables with zero, we obtain:

by

which yields 0+0

tp
ht

5(0)+8(0)

://

We can see that it doesnt satisfy the inequality and the whole inequality is impossible, in this
case we use the Big M in such constraints.

tb
sr

Step 2:

es

we use a negative Slack variable in the standard form, if it is

we use a positive Slack variable)

c
ix.

.w

(Remember if the inequality is

es

rc
ou

After finding that (0,0) doesnt satisfy the inequality, we have to insert what we call Artificial
Variable in the standard form, illustrated as the following:

/tb

(this is the exact same of what we do in the Simplex method with the Slack variable)

om

Step 3: we make all the variables in the constraint equal to zero except for the artificial variable,
we obtain
, we will use it on the Bj column later.

es

rc

ou

es
sr
Prepared by Taoufik Keskes

Step 4:
We rewrite the objective function; let us say that we have the following objective function
along with the constraints:

e
er
liv

De
to
u

yo

The objective function will be rewritten to look like this:

by

://

tp
ht

The M is an artificial number we use, it is a very large number, you can say it is like infinity.

sr

tb

Step 4:

1
2

2
-1

Bases
M
M

4
1
5M

-1
0

0
-1

1
0

0
1

M
3-M

-M
M

-M
M

M
0

M
0

om

c
ix.

3M
2-3M

.w

es

rc
ou

es

We proceed normally with the Simplex method to make our table which will look like this:

/tb

We did nothing new, we simply treated it as a Simplex problem, we continue to normally


optimize the problem until we reach the optimal solution.

es
sr

rc

ou

The question remains though, how do we know which M is smaller or larger than the other?
Because in the Simplex method we need to know the pivot column and that only can be done
after looking at the Cj-Zj Row.

es

The answer is, M acts like infinity, we only look at the coefficient to know which M is
smaller/larger than the other, if coefficients are the same we look at the numbers before them
then we decide.

Prepared by Taoufik Keskes

For example, in our table we have 2-3M and 3-M and M , which one of them is the smallest?
2-3M is the smallest one because the coefficient is equal to -3.
Now which one is the largest?

De

You guessed it, it is the M because it has the largest coefficient which is 1

e
er
liv
to
u

yo
by
://

tp
ht
sr

tb
/tb

om

c
ix.

.w

es

rc
ou

es
es

rc

ou

es
sr
Prepared by Taoufik Keskes

You might also like