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Artificial Variable Techniques - Big M-Method

The document describes the Big M method for introducing artificial variables to solve linear programming problems (LPPs) with the simplex method when no obvious starting basis exists. It provides examples of using the Big M method by introducing artificial variables with large negative coefficients to the objective function. The optimal solutions found confirm the Big M method provides a starting basis to find the optimal values for the given LPPs.

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Ranjan Kumar
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25 views25 pages

Artificial Variable Techniques - Big M-Method

The document describes the Big M method for introducing artificial variables to solve linear programming problems (LPPs) with the simplex method when no obvious starting basis exists. It provides examples of using the Big M method by introducing artificial variables with large negative coefficients to the objective function. The optimal solutions found confirm the Big M method provides a starting basis to find the optimal values for the given LPPs.

Uploaded by

Ranjan Kumar
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Artificial Variable

Techniques –
Big M-method
If in a starting simplex tableau, we don’t
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.
Suppose a constraint equation i does not
have a slack variable. i.e. there is no ith
unit vector column in the LHS of the
constraint equations. (This happens for
example when the ith constraint in the
original LPP is either ≥ or = .) Then we
augment the equation with an artificial
variable Ri to form the ith unit vector
column. However as the artificial
variable is extraneous to the given LPP,
we use a feedback mechanism in which the
optimization process automatically attempts
to force these variables to zero level. This is
achieved by giving a large penalty to the
coefficient of the artificial variable in the
objective function as follows:
Artificial variable objective coefficient
= - M in a maximization problem,
= M in a minimization problem
where M is a very large positive number.
Consider the LPP:
Minimize z  2 x1  x2
Subject to the constraints

3 x1  x2  9
x1  x2  6
x1 , x2  0
Putting this in the standard form, the LPP is:
Minimize z  2 x1  x2
Subject to the constraints
3 x1  x2  s1 9
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.
Introducing the artificial variables, R1,
R2, the LPP is modified as follows:
Minimize z  2 x1  x2  MR1  MR2
Subject to the constraints
3 x1  x2  s1  R1 9
x1  x2  s2  R2  6
x1 , x2 , s1 , s2 , R1 , R2  0
Note that we now have a 2x2 identity
submatrix in the coefficient matrix of the
constraint equations.
Now we solve the above LPP by the
Simplex method.
Basic z x1 x2 s1 s2 R1 R2 Sol.

-2+4M -1+2M -M -M 0 0 15M


z 1 -2 -1 0 0 -M -M 0
R1 0 3 1 -1 0 1 0 9
R2 0 1 1 0 -1 0 1 6
z 1 0 -1/3+ -2/3+ -M 2/3- 0 6+3M
2M/3 M/3 4M/3
x1 0 1 1/3 -1/3 0 1/3 0 3
R2 0 0 2/3 1/3 -1 -1/3 1 3
z 1 0 0 -1/2 -1/2 1/2–M 1/2-M 15/2

x1 0 1 0 -1/2 1/2 1/2 -1/2 3/2

x2 0 0 1 1/2 -3/2 -1/2 3/2 9/2


Note that we have got the optimal solution
to the given problem as
3 9
x1  , x2 
2 2
15
Optimal z = Minimum z 
2
It is illuminating to look at the graphical
solution also.
Problem
Maximize z  2 x1  3 x2  5 x3
Subject to the constraints

x1  x2  x3  7
2 x1  5 x2  x3  10
x1 , x2 , x3  0
Introducing surplus and artificial variables,
s2, R1and R2, the LPP is modified as follows:
Maximize
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.

-2-3M -3+4M 5-2M M 0 0 -17M


z 1 -2 -3 5 0 M M 0
R1 0 1 1 1 0 1 0 7
R2 0 2 -5 1 -1 0 1 10
z 1 0 -8 - 6- -1 - 0 1+ 10 -
7M/2 M/2 M/2 3M/2 2M
R1 0 0 7/2 1/2 1/2 1 -1/2 2
x1 0 1 -5/2 1/2 -1/2 0 1/2 5
z 1 0 0 50/7 1/7 16/7 + -1/7 102/7
M +M
x2 0 0 1 1/7 1/7 2/7 -1/7 4/7
x1 0 1 0 6/7 -1/7 5/7 1/7 45/7
The optimum (Maximum) value of
z = 102/7
and it occurs at
x1 = 45/7, x2 = 4/7, x3 = 0
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.
• If in the final optimal tableau, an
artificial variable is present in the
basis at a non-zero level, this means
our original problem has no feasible
solution.
Problem
Maximize z  5 x1  6 x2
Subject to the constraints
2 x1  3 x2  3
x1  2 x2  5
6 x1  7 x2  3
x1 , x2  0
Introducing slack and artificial variables, s2,
s3, and R1, the LPP is modified as follows:

Maximize z  5 x1  6 x2  MR1
Subject to the constraints
2 x1  3 x2  R1 3
x1  2 x2  s2 5
6 x1  7 x2  s3  3
x1 , x2 , R1 , s2 , s3  0
Basic z x1 x2 R1 s2 s3 Sol

-5+2M -6-3M 0 0 0 -3M


z 1 -5 -6 M 0 0 0
R1 0 -2 3 1 0 0 3
s2 0 1 2 0 1 0 5

s3 0 6 7 0 0 1 3
z 1 1/7+ 0 0 0 6/7+ 18/7-
32M/7 3M/7 12M/7
R1 0 -32/7 0 1 0 -3/7 12/7
s2 0 -12/7 0 0 1 -2/7 29/7
x2 0 6/7 1 0 0 1/7 3/7
This is the optimal tableau. As R1 is not zero, there is NO feasible
Problem
Minimize z  4 x1  6 x2
Subject to the constraints
 2 x1  3 x2  3
4 x1  5 x2  10
4 x1  8 x2  5
x1 , x2  0
Introducing the surplus and artificial variables,
R1, R2, the LPP is modified as follows:
Minimize z  4 x1  6 x2  M R1  M R2  M R3

Subject to the constraints


2 x1  3 x2  R1  3
4 x1  5 x2  s2  R2  10
4 x1  8 x2  s3  R3  5
x1 , x2 , s2 , s3 , R1 , R2 , R3  0
Basic z x1 x2 s2 s3 R1 R2 R3 Sol.

-4+6M -6+16M -M -M 0 0 0 18M


z 1 -4 -6 0 0 -M -M -M 0
R1 0 -2 3 0 0 1 0 0 3
R2 0 4 5 -1 0 0 1 0 10
R3 0 4 8 0 -1 0 0 1 5
z 0 -1-2M 0 -M -3/4 0 0 3/4 15/4
+M
R1 0-2M -7/2
+8M 0 0 3/8 1 0 -3/8 9/8
R2 0 3/2 0 -1 5/8 0 1 -5/8 55/8
x2 0 1/2 1 0 -1/8 0 0 1/8 5/8
Basic z x1 x2 s2 s3 R1 R2 R3 Sol.

z 1 -1-2M 0 -M -3/4 0 0 3/4 15/4


+M
R1 0 -2M-7/2
+8M 0 0 3/8 1 0 -3/8 9/8
R2 0 3/2 0 -1 5/8 0 1 -5/8 55/8
x2 0 1/2 1 0 -1/8 0 0 1/8 5/8
z 1 -8 + 0 -M 0 2 0 -M 6
22M/3
-8M/3 0
s3 -28/3 +5M
0 0 1 8/3 0 -1 3
R2 0 22/3 0 -1 0 -5/3 1 0 5
x2 0 -2/3 1 0 0 1/3 0 0 1
Basic z x1 x2 s2 s3 R1 R2 R3 Sol.

z 1 -8 + 0 -M 0 2 0 -M 6
22M/3
-8M/3 0
s3 -28/3 +5M
0 0 1 8/3 0 -1 3
R2 0 22/3 0 -1 0 -5/3 1 0 5
x2 0 -2/3 1 0 0 1/3 0 0 1
z 1 0 0 -6/11 0 2/11 12/11 -M 126
- M -M 11
103
s3 0 0 0 -14/11 1 6/11 14/11 -1 11

x1 0 1 0 -3/22 0 -5/22 3/22 0 15


22

16
x2 0 0 1 -1/11 0 2/11 1/11 0
11
This is the optimal tableau.

The Optimal solution is:

15 16
x1  , x2 
22 11
126
And Optimal z = Min z =
11

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