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Lecture 7-8 Operation Research, BIG M METHOD

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29 views21 pages

Lecture 7-8 Operation Research, BIG M METHOD

OR mumbai university notes

Uploaded by

Deep Prajapati
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Operation Research- Lecture 7- 8

Big M Method
By Prof. Saket Kumar
Artificial Variable Technique:

So far we have seen the problem in which all constraint were of less than or
equal to type (≤). The coefficients of slack variable in the constraints (in
standard form) were either 1 or 0.

Linear programming problems, in which constraints may also have ≥ 𝑜𝑟 =sign


after insuring that all bi are ≥ 0 are considered in this section. In such
problems, basis matrix is not an identity matrix in the starting simplex table.

Therefore we add new type of variables called artificial variables. These


variables are fictitious and can not have physical meaning. The artificial
Variables technique is merely a device to get the starting basic feasible solution
so that the simplex procedure may be adopted as usual until the optimal
solution is obtained. Artificial Variables can be eliminated from the simplex
table as and when they become zero (Non-basic).
Big M-Method or Charne’s Penalty Method or
Penalty Method:

(Constraints ≥, = 𝒕𝒚𝒑𝒆)

Step 1: Express the problem in standard form

Step 2: Add Non-negative artificial Variables to the


LHS of each of the equation corresponding to the
constraints of the type (≥) and (=) and assign the big
penalty to these artificial variables in the objective
function. Such Large penalty will be –M for
maximization problem (+ M for Minimization
problem), where M > 0.

Step 3: Use the artificial variables for the starting


solution and proceed with usual simplex routine until
the optimal solution is obtained.
Note:
• The artificial variables leave the process and the
optimality condition is satisfied by the basic variables
then this is the optimal basic feasible solution.

• Atleast one of the artificial variables remains in the basis


with 0 value and the optimality condition is satisfied.
This is the optimal basic feasible solution (though
degenerate) to the given problem.

• At least one of the artificial variable remains in the basis


with non-zero value. In such a case the given LPP does
not possess an optimum basic feasible solution. Such a
solution is called Pseudo-optimal solution.
Q.1 Solve the following LPP by using Big M Method

𝑀𝑎𝑥 𝑍 = −2𝑥1 − 𝑥2

Subject to 3 𝑥1 + 𝑥2 = 3
4 𝑥1 + 3𝑥2 ≥ 6
𝑥1 + 2𝑥2 ≤ 4
Ans 𝑥1 , 𝑥2 ≥ 0

3 6 12
[Answer : Optimal Solution is 𝑥1 = 5 , 𝑥2 = 5 , 𝑧𝑚𝑎𝑥 = − ]
5
Solution: write the LPP in standard form
𝑀𝑎𝑥 𝑍 = −2𝑥1 − 𝑥2 + 0𝑆1 + 0𝑆2 − 𝑀𝐴1 − 𝑀𝐴2

Subject to 3 𝑥1 + 𝑥2 + 𝐴1 = 3
4 𝑥1 + 3𝑥2 − 𝑆1 + 𝐴2 = 6
𝑥1 + 2𝑥2 + 𝑆2 = 4
And 𝑥1 , 𝑥2 , 𝑆1 , 𝑆2 , 𝐴1 , 𝐴2 ≥ 0

M > 0 is a very large positive number

Initial Basic Feasible solution is

Put x1 = x2 = S1 = 0 [non basic Variables]

𝐴1 = 3
𝐴2 = 6 [Basic Variables]
𝑆2 = 4
Q.2 Use Penalty (Big M) Method to solve the LPP

𝑀𝑎𝑥 𝑍 = 6𝑥1 + 4𝑥2

Subject to 2 𝑥1 + 3𝑥2 ≤ 30
3 𝑥1 + 2𝑥2 ≤ 24
𝑥1 + 𝑥2 ≥ 3

And 𝑥1 , 𝑥2 ≥ 0

Is the solution unique? If not, find another solution.


[Answer: Optimal Solution 𝑖 𝑥1 = 8, 𝑥2 = 0, 𝑧𝑚𝑎𝑥 = 48
12 42
𝑖𝑖 𝑥1 = 5 , 𝑥2 = 5 , 𝑧𝑚𝑎𝑥 = 48 ]
Solution: write the LPP in standard form

𝑀𝑎𝑥 𝑍 = 6𝑥1 + 4𝑥2 + 0𝑆1 + 0𝑆2 + 0𝑆3 − 𝑀𝐴1


Subject to 2 𝑥1 + 3𝑥2 + 𝑆1 = 30
3 𝑥1 + 2𝑥2 + 𝑆2 = 24
𝑥1 + 𝑥2 − 𝑆3 + 𝐴1 = 3

And
𝑥1 , 𝑥2 , 𝑆1 , 𝑆2 , 𝑆3 , 𝐴1 ≥ 0

M > 0 is a very large positive number

Initial Basic Feasible Solution is

Put x1 = x2 = S3= 0 [non-basic variables]

𝑆1 = 30
𝑆2 = 24 [Basic Variables]
𝐴1 = 3

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