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Optimization Techniques for Managers MMA180022

The Big-M Method is a technique used in linear programming to find an initial basic feasible solution by introducing artificial variables to constraints that lack basic variables. The method modifies the objective function to penalize these artificial variables, ensuring they are driven to zero in the optimal solution. The document outlines the steps involved in applying the Big-M Method and differentiates it from the Assignment Problem, which is a specific case of the Transportation Problem.

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8 views4 pages

Optimization Techniques for Managers MMA180022

The Big-M Method is a technique used in linear programming to find an initial basic feasible solution by introducing artificial variables to constraints that lack basic variables. The method modifies the objective function to penalize these artificial variables, ensuring they are driven to zero in the optimal solution. The document outlines the steps involved in applying the Big-M Method and differentiates it from the Assignment Problem, which is a specific case of the Transportation Problem.

Uploaded by

gowaye2029
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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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Download as DOCX, PDF, TXT or read online on Scribd
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Big-M Method [Introduction]

In order to obtain an initial basic feasible solution, it is necessary to convert the given LPP
into its standard form; in order to obtain the standard form; a non-negative variable is added
to the left side of each of the equation that lacks the much needed starting basic variables. So
added variable is called an artificial variable and it places the role in providing initial basic
feasible solution.
The starting point of the big-M method is a basic solution that is feasible to the artificial
problem. This solution allows us to start the Simplex algorithm expeditiously, but it is not a
feasible solution to the original problem. Our goal is to iterate toward solutions that are inside
the original feasible set, assuming that it is not empty.
The artificial variables have no physical meaning from the view of the original problem; the
method will be valid only if it is possible to force these variables at zero level when the
optimum solution is attained.

To accomplish this goal, we designed an artificial objective function that is an aggregation of


two functional parts, of which one is a copy of the original objective function and the other is
a “penalty function” associated with the artificial variables.
The magnitude of the penalty, M, needs to be chosen to ensure that the contribution to this
aggregate objective function from the second part, whenever it is positive, always outweighs
that from the first part, for any solution.
Artificial Variable
If there is a constraint which is of > = or equality type then it is needed to write the constraint in
standard form because it is not possible to get unit column vector. The additional variable, which is
added in order to get unit column vector, is called an artificial variable.

Two methods are generally employed for the solution of linear programming problems having
artificial variables:

1. Two-Phase Method.
2. Big-M Method (or) Method of Penalties. We will have discussion only on Big-M Method here.

The Big M Method Procedure


If an LP has any > or = constraints, the Big M method or the two-phase simplex method may
be used to solve the problem.

The Big M method is a version of the Simplex Algorithm that first finds a best feasible
solution by adding “artificial” variables to the problem. The objective function of the original
LP must, of course, be modified to ensure that the artificial variables are all equal to 0 at the
conclusion of the simplex algorithm. The iterative procedure of the algorithm is given below.
Step-1

Modify the constraints so that the RHS of each constraint is non-negative (This requires that
each constraint with a negative RHS be multiplied by -1. Remember that if any negative
number multiplies an inequality, the direction of the inequality is reversed). After
modification, identify each constraint as a <, >, or = constraint.

Step-2

Convert each inequality constraint to standard form (If a constraint is a ≤ constraint, then add
a slack variable Xi; and if any constraint is a ≥ constraint, then subtract an excess variable
Xi , known as surplus variable).

Step-3

Add an artificial variable a1 to the constraints identified as ‘≥’ or with ‘=’ constraints at the
end of Step2. Also add the sign restriction ai ≥ 0.
Step-4

Let M denote a very large positive number. If the LP is a minimization problem, add (for
each artificial variable) Mai to the objective function. If the LP is a maximization problem,
add (for each artificial variable) -Mai to the objective function.

Step-5

Since each artificial variable will be in the starting basis, all artificial variables must be
eliminated from row 0 before beginning the simplex.

Now we solve the transformed problem by the simplex (In choosing the entering variable,
remember that M is a very large positive number). If all artificial variables are equal to zero
in the optimal solution, we have found the optimal solution to the original problem. If any
artificial variables are positive in the optimal solution, the original problem is infeasible!!!

1. If at least one artificial variable is present in the basis with zero value, in such a case the
current optimum basic feasible solution is a degenerate solution.

2. If at least one artificial variable is present in the basis with a positive value, then in such a
case, the given LPP does not have an optimum basic feasible solution. The given problem is
said to have a pseudo-optimum basic feasible solution.

Example-1

Solve the following LPP by using Big -M Method


Maximize Z = 6X1+4X2
Subject to constraints:
2X1+3X2<=30
3X1+2X2<=24
X1+X2>=3
2. THE ASSIGNMENT PROBLEM IS A SPECIAL CASE OF THE TRANSPORTATION
PROBLEM. THE DIFFERENCES ARE GIVEN BELOW.
Transportation Problem Assignment Problem

1. This is about reducing cost of transportation 1. This is about assigning finite sources to finite
merchandise destinations where only one destination is allotted
for one source with minimum cost
2. Number of sources and number of demand 2. Number of sources and the number of
need not be equal destinations must be equal
3. If total demand and total supply are not 3. If the number of rows are not equal to the
equal then the problem is said to be number of columns then problems are unbalanced.
unbalanced.
4. It requires 2 stages to solve Getting initial 4. It has only one stage. Hungarian method is
basic feasible solution, by NWC, LCM, VAM and sufficient for obtaining an optimal solution
optimal solution by MODI method

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