Artificial Variable Technique (The Big-M Method

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ATISH KHADSE

coefficients to the artificial variables that are either very small (maximization problem) or very large (minimization problem). through their coefficients in the objective function. In fact.. the notion is to make the artificial variables.Big-M Method of solving LPP The Big-M method of handling instances with artificial variables is the “commonsense approach”.let us call it Big M. so costly or unprofitable that any feasible solution to the real problem would be preferred. But this means that we need to assign.. . whatever this value. Essentially. we simply associate a penalty value with variables that we do not want to be part of an ultimate solution(unless such an outcome Is unavoidable).unless the original instance possessed no feasible solutions at all.. this notion is an old trick in optimization in general. in the objective function.

we assign a large undesirable (unacceptable penalty) coefficients to artificial variables from the objective function point of view. Here. then a very large positive price (penalty. The penalty will be designated by +M for minimization problem and by –M for a maximization problem and also M>0. then a very large negative price is to be assigned. the penalty is so costly that unless any of the respective variables' inclusion is warranted algorithmically.Indeed. . This method removes artificial variables from the basis. If the objective function (Z) is to be minimized. M) is assigned to each artificial variable and if Z is to be minimized. such variables will never be part of any feasible solution.

2X1+ X2 >or= 80 X1+2X2 >or= 60 and X1.S2+MA1+MA2 subject to constraints. So the Objective Function would be: Z=600X1+500X2+0. 2X1+ X2-S1+A1 = 80 X1+2X2-S2+A2 = 60 X1.X2 >or= 0 Step1: Convert the LP problem into a system of linear equations.Example: Minimize Z= 600X1+500X2 subject to constraints. We do this by rewriting the constraint inequalities as equations by subtracting new “surplus & artificial variables" and assigning them zero & +M coefficientsrespectively in the objective function as shown below.S1.X2.S2.A1.A2 >or= 0 .S1+0.

Zj 600-3M 500-3M 0 80 1 60 M 0 . Step 3: Form the Initial Tableau as shown. Cj Basic Basic CB Variab Soln(XB) le (B) M M A1 A2 80 60 600 X1 500 X2 0 S1 -1 0 M M 0 S2 0 -1 M M M A1 1 0 M 0 M A2 Min.) 2 1 1 2 Zj 3M 3M Cj .Step 2: Obtain a Basic Solution to the problem.Ratio (XB/Pivotal Col. so that A1= 80 and A2=60. These are the initial values of artificial variables. We do this by putting the decision variables X1=X2=S1=S2=0.

1/2 M/2-250 250-M/2 M A1 1 0 M 0 Min. Hence 2 is the key element in pivotal column.Zj 350-3M/2 500 X2 0 1 500 0 0 S1 -1 0 M M 0 S2 1 2 .1*R2(New) Cj Basic Basic CB Variab Soln(XB) le (B) M 500 A1 X2 50 30 600 X1 3 2 1 2 Zj 3M/2+250 Cj . Now.the new row operations are as follows: R2(New) = R2(Old)/2 R1(New) = R1(Old) .Ratio (XB/Pivota l Col.) 100/3 60 .It is clear from the tableau that X2 will enter and A2 will leave the basis.

Ratio (XB/P ivotal Col.the new row operations are as follows: R1(New) = R1(Old)*2/3 R2(New) = R2(Old) – (1/2)*R1(New) Cj CB 600 500 Basic Varia Basic ble Soln(XB) (B) X1 X2 100/3 40/3 Zj Cj . Hence 2 is the key element in pivotal column.It is clear from the tableau that X1 will enter and A1 will leave the basis. Now.) .Zj 600 X1 1 0 600 0 500 X2 0 1 500 0 0 S1 2 3 1 3 700 3 700 3 0 S2 1 3 2 3 400 3 400 3 Min.

an optimum solution has been arrived at with X1=100/3 . .000/3. X2=40/3 and Z=80.Since all the values of (Cj-Zj) are either zero or positive and also both the artificial variables have been removed.

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