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Lecture 10 Big M Method
Lecture 10 Big M Method
ME354
OPERATION RESEARCH
Lecture -10
NITK , Surathkal
OPERATION RESEARCH Example 1
Minimize Z= 7X1+15X2+20X3
3X1+9X2 +6X3≥ 30
NITK , Surathkal
OPERATION RESEARCH Example 1
Minimize Z= 7X1+15X2+20X3
3X1+9X2 +6X3≥ 30
NITK , Surathkal
OPERATION RESEARCH
Step 1&2: Standard Form/
Determine Slack Variables.
Solution
Minimize Z= 7X1+15X2+20X3
CBi Cj
Basic variable solution ratio
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 7X1+15X2+20X3 + 0S1+ 0S2 +MA1 +MA2
CB Cj
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 7X1+15X2+20X3 + 0S1+ 0S2 +MA1 +MA2
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 7X1+15X2+20X3 + 0S1+ 0S2 +MA1 +MA2
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
A1
A2
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 7X1+15X2+20X3 + 0S1+ 0S2 +MA1 +MA2
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
M A1
M A2
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 7X1+15X2+20X3 + 0S1+ 0S2 +MA1 +MA2
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
M A1 2 4 6 -1 0 1 0 24
M A2 3 9 6 0 -1 0 1 30
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 7X1+15X2+20X3 + 0S1+ 0S2 +MA1 +MA2
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
M A1 2 4 6 -1 0 1 0 24
M A2 3 9 6 0 -1 0 1 30
Zj
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
Min Z= 7X1+15X2+20X3 + 0S1+ 0S2 +MA1 +MA2
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
M A1 2 4 6 -1 0 1 0 24
M A2 3 9 6 0 -1 0 1 30
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
NITK , Surathkal
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
M A1 2 4 6 -1 0 1 0 24
M A2 3 9 6 0 -1 0 1 30
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
NITK , Surathkal
Optimality not reached
OPERATION RESEARCH Step 3: Setting up the Initial Tableau
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
M A1 2 4 6 -1 0 1 0 24
M A2 3 9 6 0 -1 0 1 30
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
Key Column
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
M A1 2 4 6 -1 0 1 0 24
M A2 3 9 6 0 -1 0 1 30
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
Key Column
CB Cj 7 15 20 0 0 M M
i Basic X1 X2 X3 S1 S2 A1 A2 sol ratio
variable
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
Key Column
CBi Cj 7 15 20 0 0 M M
Basic X1 X2 X3 S1 S2 A1 A2 Sol ratio
variable
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
Key Row
Key Column Least positive
CBi Cj 7 15 20 0 0 M M
Basic X1 X2 X3 S1 S2 A1 A2 Sol ratio
variable
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
Key Row
Key Column Least positive
Key Row
Key Column
Leaving Variable Key or Pivot Element
NITK , Surathkal
OPERATION RESEARCH Step 6: Create the New Tableau.
Iteration -1
CBi Cj
Basic variable solution ratio
NITK , Surathkal
OPERATION RESEARCH Step 6: Create the New Tableau.
Iteration -1
CBi Cj 7 15 20 0 0 M M
Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
M A1
15 X2
Entering Variable - X2
Leaving Variable- A2
NITK , Surathkal
OPERATION RESEARCH Step 6: Create the New Tableau.
Iteration -1
CBi Cj 7 15 20 0 0 M M
Basic X1 X2 X3 S1 S2 A1 A2 solution ratio
variable
M A1
15 X2
NITK , Surathkal
CBi Cj 7 15 20 0 0 M M Iteration -1
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1
15 X2 1/3 1 2/3 0 -1/9 0 10/3
CBi Cj 7 15 20 0 0 M M Iteration -1
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1
15 X2 1/3 1 2/3 0 -1/9 0 10/3
CBi Cj 7 15 20 0 0 M M Iteration -1
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3
15 X2 1/3 1 2/3 0 -1/9 0 10/3
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0
15 X2 1/3 1 2/3 0 -1/9 0 10/3
4-[4 X 1]= 0
CBi Cj 7 15 20 0 0 M M Iteration -1
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3
15 X2 1/3 1 2/3 0 -1/9 0 10/3
CBi Cj 7 15 20 0 0 M M Iteration -1
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3
15 X2 1/3 1 2/3 0 -1/9 0 10/3
CBi Cj 7 15 20 0 0 M M Iteration -1
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3
15 X2 1/3 1 2/3 0 -1/9 0 10/3
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
CBi Cj 7 15 20 0 0 M M Iteration -1
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2 4 6 -1 0 1 0 24 24/4=6
M A2 3 9 6 0 -1 0 1 30 30/9=10/3
Zj 5M 13M 12M -M -M M M 54M
Cj-Zj 7-5M 15-13M 20-12M M M 0 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3
15 X2 1/3 1 2/3 0 -1/9 0 10/3
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
Iteration -1
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3
15 X2 1/3 1 2/3 0 -1/9 0 10/3
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
Iteration -1
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3
15 X2 1/3 1 2/3 0 -1/9 0 10/3
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
Key Column
Key Column
Key Column
Key Row
Key Column
Least positive
Most Negative Cj-Zj Value
Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3 16/5
15 X2 1/3 1 2/3 0 -1/9 0 10/3 5
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
Key Row
Key Column
Least positive
Most Negative Cj-Zj Value
Entering Variable Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3 16/5
15 X2 1/3 1 2/3 0 -1/9 0 10/3 5
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
Iteration -2
CBi Cj
Basic variable solution ratio
NITK , Surathkal
OPERATION RESEARCH Step 6: Create the New Tableau.
Iteration -2
CBi Cj 7 15 20 0 0 M M
Basic X1 X2 X3 S1 S2 A1 A2 Sol ratio
variable
20 X3
15 X2
Entering Variable - X3
Leaving Variable- A1
NITK , Surathkal
Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3 16/5
15 X2 1/3 1 2/3 0 -1/9 0 10/3 5
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2
Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3 16/5
15 X2 1/3 1 2/3 0 -1/9 0 10/3 5
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2 1/5
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2 1/5 1
Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3 16/5
15 X2 1/3 1 2/3 0 -1/9 0 10/3 5
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2 1/5 1 0
Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3 16/5
15 X2 1/3 1 2/3 0 -1/9 0 10/3 5
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2 1/5 1 0 1/5 -1/5 6/5
Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3 16/5
15 X2 1/3 1 2/3 0 -1/9 0 10/3 5
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2 1/5 1 0 1/5 -1/5 6/5
Zj 7 15 20 -3 -1/3 - - 82
Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
M A1 2/3 0 10/3 -1 4/9 1 32/3 16/5
15 X2 1/3 1 2/3 0 -1/9 0 10/3 5
Zj 2/3M+5 15 10/3M+10 -M 4/9M-5/3 M 32/3M+50
Cj-Zj -2/3M+2 0 -10/3M+10 M -4/9M+5/3 0
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2 1/5 1 0 1/5 -1/5 6/5
Zj 7 15 20 -3 -1/3 - - 82
Cj-Zj 0 0 0 3 1/3 - -
Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2 1/5 1 0 1/5 -1/5 6/5
Zj 7 15 20 -3 -1/3 - - 82
Cj-Zj 0 0 0 3 1/3 - -
Iteration -2
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2 1/5 1 0 1/5 -1/5 6/5
Zj 7 15 20 -3 -1/3 - - 82
Cj-Zj 0 0 0 3 1/3 - -
Optimality reached
CBi Cj 7 15 20 0 0 M M
BV X1 X2 X3 S1 S2 A1 A2 Sol ratio
20 X3 1/5 0 1 -3/10 2/15 16/5
15 X2 1/5 1 0 1/5 -1/5 6/5
Zj 7 15 20 -3 -1/3 - - 82
Cj-Zj 0 0 0 3 1/3 - -
Optimum Solution = 82
X1 =0
X2= 6/5
X3= 16/5