BIG-M METHOD

EXAMPLE 1

Minimize
Subject to the Constraints:

Solution:

Converting the problem into Standard Form:

Minimize
Subject to the Constraints:

Initial Tableau (Tableau 1)

Explanation:
: Coefficients of variables in the objective function
 : Basic variables
: Coefficients of basic variables in the objective function
B: Resource vector (right-hand side quantities of the constraints

For j = 1,
For j = 2,
For j = 3,
For j = 4,
For j = 5,
For j = 6,

In the row, since the most POSITIVE is (7M-2), thus the respective column variable (we
call it – vector), will enter the basis, that is, will replace any of the variables in the
next tableau. In order to determine which of these 3 variables will leave the basic we

will have to find out the ratios B/ where is the entering vector (in this case, ). For the
1st, 2nd and 3rd constraints rows, the ratios are 3/3=1, 6/4=3/2, 3/1=3 respectively. The minimum
ratio out of these 3 ratios is ‘1’ and the respective vector in the same row of the minimum ratio is
and thus will leave the basis. This means that, in the next tableau, will replace . The
next Tableau 2 is shown below.

Observe in Tableau 1 that, the basic variables have formed an Identity matrix as
marked by a light rectangle in the above table.

Tableau 2

At first, we need to modify the pivot row (the first row or 1st constraint, in this case). Divide the
entire pivot row (1st constraint or 1st row) of Tableau 1 by pivot element (= 3, in this case) and
the result become the 1st row of next table (Tableau 2). Thus the results will be: 3/3 = 1, 3/3=1,
1/3, 0/3 =0, 0/3=0, 1/3, 0/3 = 0, as shown in the 1st row of the following figure.

2 1 0 0 M M
B/
2 1 1 1/3 0 0 1/3 0
M
0

Just like in Tableau 1, the basic vectors in Tableau 2 will also form an Identity matrix. Thus the
other coefficients of will be 0 to make as a member of the identity matrix. To bring a 0 as
the 2nd element in the 2nd row of the column of , note the value in the same position in Tableau
1. The value in 2nd element in the 2nd row of the column in Tableau 1 for , is 4. Multiply the
above resultant 1st row of Tableau 2 by this ‘4’ and subtract the results from the 2nd constraint
equation coefficient (or 2nd row) of Tableau 1 in order to get the values in the 2nd row of Tableau
2. Thus the calculations are shown below.

Thus the resultant 2nd row of Tableau 2 is shown below.

2 1 0 0 M M
B/
2 1 1 1/3 0 0 1/3 0
M 2 0 5/3 -1 0 -4/3 1
0

To bring a 0 as the 3rd element in the 3RD row of the column of , note the value in the same
position in Tableau 1. The value in 3rd element in the 2nd row of the column in Tableau 1 for , is
1. Multiply the above resultant 1st row of Tableau 2 by this ‘1’ and subtract the results from the
3rd constraint equation coefficient (or 3rd row) of Tableau 1 in order to get the values in 3rd row of
Tableau 2. Thus the calculations are shown below.
Thus the resultant 3rd row of Tableau 2 is shown below.

2 1 0 0 M M
B/
2 1 1 1/3 0 0 1/3 0
M 2 0 5/3 -1 0 -4/3 1
0 2 0 5/3 0 1 -1/3 0

As before, the row is being calculated as shown below.

For j = 1,
For j = 2,
For j = 3,
For j = 4,
For j = 5,
For j = 6,

The resultant Tableau 2 is shown below.

2 1 0 0 M M
B/
2 1 1 1/3 0 0 1/3 0
M 2 0 5/3 -1 0 -4/3 1
0 2 0 5/3 0 1 -1/3 0
0 -M 0 0
In the row, since the most POSITIVE is ( ), thus the respective column
variable (we call it – vector), will enter the basis, that is, will replace any of the variables
in the next tableau. In order to determine which of these 3 variables will leave

the basic we will have to find out the ratios B/ where is the entering vector (in this case,

). For the 1st, 2nd and 3rd constraints rows, the ratios are 1/(1/3)=3, 2/(5/3)=6/5= and

2/(5/3)=6/5= respectively. There is a tie between The minimum ratio

and as observed.

out of these 3 ratios is ‘ ’ and the respective vector in the same row of the minimum ratio is
taken as and thus will leave the basis. This means that, in the next tableau, will replace
. The next Tableau 3 is shown below.

Tableau 3

At first, we need to modify the pivot row (the second row or 2nd constraint, in this case). Divide
the entire pivot row (2nd constraint or 2nd row) of Tableau 2 by pivot element (= 5/3, in this case)
and the result become the 2nd row of next table (Tableau 3). Thus the results will be: 2/(5/3)=6/5,
0/(5/3)=0, (5/3)/(5/3)=1, -1/(5/3)=-3/5, 0/(5/3)=0, (-4/3)/(5/3)= - 4/5, 1/(5/3)=3/5, as shown in the
2nd row of the following figure.

2 1 0 0 M M
B/
2
1 6/5 0 1 -3/5 0 -4/5 3/5
0

Just like in Tableau 2, the basic vectors in Tableau 3 will also form an Identity matrix. Thus the
other coefficients of will be 0 to make as a member of the identity matrix. To bring a 0 as
the 1st element in the 1st row of the column of , note the value in the same position in Tableau
2. The value in 1st element in the 1st row of the column in Tableau 2 for , is 1/3. Multiply the
above resultant 2nd row of Tableau 3 by this ‘1/3’ and subtract the results from the 1st constraint
equation coefficient (or 1st row) of Tableau 2 in order to get the values in the 1st row of Tableau
3. Thus the calculations are shown below.

Thus the resultant 1st row of Tableau 3 is shown below.

2 1 0 0 M M
B/
2 3/5 1 0 1/5 0 3/5 -1/5
1 6/5 0 1 -3/5 0 -4/5 3/5
0
To bring a 0 as the 3rd element in the 3rd row of the column of , note the value in the same
position in Tableau 2. The value in 3rd element in the 3rd row of the column in Tableau 2 for , is
5/3. Multiply the above resultant 2nd row of Tableau 3 by this ‘5/3’ and subtract the results from
the 3rd constraint equation coefficient (or 3rd row) of Tableau 2 in order to get the values in 3rd
row of Tableau 3. Thus the calculations are shown below.

Thus the resultant 3rd row of Tableau 3 is shown below.

2 1 0 0 M M
B/
2 3/5 1 0 1/5 0 3/5 -1/5
1 6/5 0 1 -3/5 0 -4/5 3/5
0 0 0 0 1 1 1 -1

As before, the row is being calculated as shown below.

For j = 1,
For j = 2,

For j = 3,
For j = 4,
For j = 5,

For j = 6,

The resultant Tableau 3 is shown below.

2 1 0 0 M M
B/
2 3/5 1 0 1/5 0 3/5 -1/5
1 6/5 0 1 - 0 -4/5 3/5
3/5
0 0 0 0 1 1 1 -1
0 0 - 0 -M+2/5 -M+1/5
1/5

Since all thus the solution is optimal. The optimal solution is:

, and

EXAMPLE 2

Maximize
Subject to the constraints:

Solution:

Converting the problem into Standard Form:

Maximize
Subject to the constraints:
Initial Tableau (Tableau 1)

Explanation:
: Coefficients of variables in the objective function
: Basic variables
: Coefficients of basic variables in the objective function
B: Resource vector (right-hand side quantities of the constraints

For j = 1,
For j = 2,
For j = 3,
For j = 4,

In the row, since the most negative is (-M-3), thus the respective column variable (we
call it – vector), will enter the basis, that is, will replace any of the variables in the
next tableau. In order to determine which of these 2 variables will leave the basic we will

have to find out the ratios B/ where is the entering vector (in this case, ). For the 1st,
2nd constraints rows, the ratios are 4/2=2, 3/1=3 respectively. The minimum ratio out of these 2
ratios is ‘2’ and the respective vector in the same row of the minimum ratio is and thus
will leave the basis. This means that, in the next tableau, will replace . The next Tableau 2 is
shown below.
Observe in Tableau 1 that, the basic variables have formed an Identity matrix as marked
by a light rectangle in the above table.

Tableau 2

At first, we need to modify the pivot row (the first row or 1st constraint, in this case). Divide the
entire pivot row (1st constraint or 1st row) of Tableau 1 by pivot element (= 2, in this case) and
the result become the 1st row of next table (Tableau 2). Thus the results will be: 4/2=2, ½, 2/2=1,
½, 0/2=0 as shown in the 1st row of the following figure.

2 3 0 -M
B/
3 2 ½ 1 ½ 0
-M

Just like in Tableau 1, the basic vectors in Tableau 2 will also form an Identity matrix. Thus the
other coefficients of will be 0 to make as a member of the identity matrix. To bring a 0 as
the 2nd element in the 2nd row of the column of , note the value in the same position in Tableau
1. The value in 2nd element in the 2nd row of the column in Tableau 1 for , is 1. Multiply the
above resultant 1st row of Tableau 2 by this ‘1’ and subtract the results from the 2nd constraint
equation coefficient (or 2nd row) of Tableau 1 in order to get the values in the 2nd row of Tableau
2. Thus the calculations are shown below.

Thus the resultant 2nd row of Tableau 2 is shown below.

2 3 0 -M
B/
3 2 ½ 1 ½ 0
-M 1 ½ 0 -½ 1

As before, the row is being calculated as shown below.

For j = 1,
For j = 2,

For j = 3,
For j = 4,

The resultant Tableau 2 is shown below.

2 3 0 -M
B/
3 2 ½ 1 ½ 0 2/(1/2)=4
-M 1 ½ 0 -½ 1 1/(1/2)=2
-M/2-1/2 0 M/1+3/2 0

In the row, since the most negative is (-M/2-1/2), thus the respective column variable (we
call it – vector), will enter the basis, that is, will replace any of the variables in the
next tableau. In order to determine which of these 2 variables will leave the basic we will

have to find out the ratios B/ where is the entering vector (in this case, ). For the 1st,
2nd constraints rows, the ratios are 2/(1/2)=4 and 1/(1/2)=2 respectively. The minimum ratio out
of these 2 ratios is 2 and the respective vector in the same row of the minimum ratio is and
thus will leave the basis. This means that, in the next tableau, will replace . The next
Tableau 3 is shown below.
Tableau 3

At first, we need to modify the pivot row (the second row or 2nd constraint, in this case). Divide
the entire pivot row (2nd constraint or 2nd row) of Tableau 2 by pivot element (= 1/2, in this case)
and the result become the 2nd row of next table (Tableau 3). Thus the results will be: 1/(1/2)=2,
(1/2)/(1/2)=1, 0/(1/2)=0, (-1/2)/(1/2)= -1, 1/(1/2)=2 as shown in the 2nd row of the following
figure.

2 3 0 -M
B/
3
2 2 1 0 -1 2

Just like in Tableau 2, the basic vectors in Tableau 3 will also form an Identity matrix. Thus the
other coefficient of will be 0 to make as a member of the identity matrix. To bring a 0 as
the 1st element in the 1st row of the column of , note the value in the same position in Tableau 2.
The value in 1st element in the 1st row of the column in Tableau 2 for , is 1/2. Multiply the
above resultant 2nd row of Tableau 3 by this ‘1/2’ and subtract the results from the 1st constraint
equation coefficient (or 1st row) of Tableau 2 in order to get the values in the 1st row of Tableau
3. Thus the calculations are shown below.
Thus the resultant 1st row of Tableau 3 is shown below.

2 3 0 -M
B/
3 1 0 1 1 -1
2 2 1 0 -1 2

As before, the row is being calculated as shown below.

For j = 1,
For j = 2,
For j = 3,
For j = 4,

The resultant Tableau 3 is shown below.

2 3 0 -M
B/
3 1 0 1 1 -1
2 2 1 0 -1 2
0 0 0 M+1

Since all thus the solution is optimal. The optimal solution is:
, and