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Artificial Variable Techniques - Big M-Method
Artificial Variable Techniques - Big M-Method
Techniques
Big M-method
Lecture 6
Abstract If in a starting simplex tableau,
we dont have an identity submatrix (i.e. an
obvious starting BFS), then we introduce
artificial variables to have a starting BFS.
This is known as artificial variable
technique. There are two methods to find
the starting BFS and solve the problem
the Big M method and two-phase method.
In this lecture, we discuss the Big M
method.
z 2 x1 x2
3 x1 x2 9
x1 x2 6
x1 , x2 0
z 2 x1 x2
3 x1 x2 s1
x1 x2
s2 6
x1 , x2 , s1 , s2 0
Here s1, s2 are surplus variables.
Note that we do NOT have a 2x2 identity
submatrix in the LHS.
z 2 x1 x2 MR1 MR2
Basic z
x1
x2
s1
-2+4M -1+2M -M
-2
-1
0
s2
R1
R2
Sol.
-M 0
0 -M
0
-M
15M
0
0
1
0
9
6
6+3M
R1
R2
z
0
0
1
3
1
0
x1
1
-1
0
1
1
0
-1 0
-1/3+ -2/3+ -M 2/32M/3 M/3
4M/3
1/3
-1/3 0 1/3
R2
2/3
1/3
x1
-1/2
1/2 1/2
-1/2
3/2
x2
1/2
-3/2 -1/2
3/2
9/2
-1 -1/3
3
9
x1 , x2
2
2
15
Optimal z = Minimum z
2
It is illuminating to look at the graphical
solution also.
(0.9)
SF
(0,6)
3 9
( , )
2 2
(0,0)
(3,0)
(6,0)
z minimum at
3 9
( , )
2 2
z 2 x1 3 x2 5 x3
x1 x2 x3 7
2 x1 5 x2 x3 10
x1 , x2 , x3 0
z 2 x1 3 x2 5 x3 MR1 MR2
Subject to the constraints
x1 x2 x3
R1
7
2 x1 5 x2 x3 s2
R2 10
x1 , x2 , x3 , s2 , R1 , R2 0
Now we solve the above LPP by the Simplex
method.
Basic z
x1
x2
x3
s2
R1
R2
Sol.
0
M
0
M
-17M
0
R1
R2
z
0
1
R1
x1
0
0
0
1
-5
-8 7M/2
7/2
-5/2
1
6M/2
1/2
1/2
50/7
x2
1/7
x1
6/7
-1/7 5/7
-1 0
-1 - 0
M/2
1/2 1
-1/2 0
1
1+
3M/2
-1/2
1/2
1/7
10
10 2M
2
5
45/7
Remarks
If in any iteration, there is a tie for entering
variable between an artificial variable and
other variable (decision, surplus or slack),
we must prefer the non-artificial variable to
enter the basis.
If in any iteration, there is a tie for leaving
variable between an artificial variable and
other variable (decision, surplus or slack),
we must prefer the artificial variable to
leave the basis.
z 5 x1 6 x2
2 x1 3 x2 3
x1 2 x2 5
6 x1 7 x2 3
x1 , x2 0
z 5 x1 6 x2 MR1
s2
s3 3
x1 , x2 , R1 , s2 , s3 0
Basic z
x1
x2
-5+2M -6-3M
-5
-6
R1
s2
s3
Sol
0
M
0
0
0
0
-3M
0
R1
s2
0
0
-2
1
3
2
1
0
0
1
0
0
3
5
s3
R1
1/7+
32M/7
-32/7
s2
-12/7
-2/7
29/7
x2
6/7
1/7
3/7
z 4 x1 6 x2
2 x1 3 x2 3
4 x1 5 x2 10
4 x1 8 x2 5
x1 , x2 0
Basic z
x1
x2
s2
-4+6M -6+16M -M
-4
-6
0
s3
R1
R2
R3 Sol.
-M
0
0
-M
0
0 18M
-M -M 0
R1
R2
0
0
-2
4
3
5
0
-1
0
0
1
0
0
1
0
0
3
10
R3
-1
-1-2M
-M
-3/4 0
3/4 15/4
+M
R1
+8M
0-2M -7/2
3/8
-3/8 9/8
R2
3/2
-1
5/8
1 -5/8 55/8
x2
1/2
-1/8
1/8 5/8
Basic z
x1
x2
s2
s3
R1
R2
R3 Sol.
3/4 15/4
+M
-1-2M
-M
-3/4 0
R1
R2
+8M
0 -2M-7/2
0
3/2
0
0
0
-1
3/8
5/8
1
0
0 -3/8 9/8
1 -5/8 55/8
x2
-1/8
1/8 5/8
-M
1/2
-8 +
-8M/3 0
s3
-28/3 +5M
0
R2
22/3
x2
-2/3
-M
0
22M/3
0
8/3
-1
-1
-5/3
1/3
Basic z
z
x1
-8 +
x2
s2
s3
R1
R2
R3 Sol.
-M
0
22M/3
-M
-8M/3 0
s3
R2
0
-28/3 +5M
0
22/3
0
0
-1
1
0
8/3
-5/3
0
1
-1
0
3
5
x2
-2/3
1/3
-6/11 0
2/11 12/11 -M
- M -M
6/11 14/11 -1
126
11
103
11
s3
-14/11 1
x1
-3/22
-5/22 3/22 0
15
22
x2
-1/11
2/11 1/11 0
16
11
15
16
x1 , x2
22
11
126
And Optimal z = Min z =
11