Another Maximization problem: Use

of Big-M method
◼ Maximize: z = – x + 3y
◼ Subject to: x + 2y >= 2
3x + y <= 3
x <= 4
◼ Sign constraints: x, y >= 0
◼ The constraints can be presented as:
◼ Subject to: x + 2y – S1 = 2
3x + y + S2 = 3
x + 0×y + S3 = 4
◼ Co-efficient of S1 is negative
◼ We need to penalize the function with artificial
variable R1 Dipankar Bose - XLRI
Introduction to Non-linearity

Dipankar Bose - XLRI