Artificial Variable Techniques
Big M-method
Rajesh P Mishra
1228A
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Rajesh P Mishra lect 12
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(Rajesh Mishra)
Rajesh P Mishra lect 12
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.
Rajesh P Mishra lect 12
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,
Rajesh P Mishra lect 12
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.
Rajesh P Mishra lect 12
Consider the LPP:
Minimize
z 2 x1 x2
Subject to the constraints
3 x1 x2 9
x1 x2 6
x1 , x2 0
Rajesh P Mishra lect 12
Putting this in the standard form, the LPP is:
Minimize
z 2 x1 x2
Subject to the constraints
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.
Rajesh P Mishra lect 12
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.
Rajesh P Mishra lect 12
Now we solve the above LPP by the
Simplex method.
Rajesh P Mishra lect 12
Basic z
x1
x2
s1
-2+4M -1+2M -M
-2
-1
0
R1
R2
z
0
1
1
0
x1
R2
-1
s2
R1
R2
Sol.
-M 0
0 -M
0
-M
15M
0
1
0
6
6+3M
1
0
-1 0
-1/3+ -2/3+ -M 2/32M/3 M/3
4M/3
1/3
-1/3 0 1/3
2/3
1/3
-1/2 -1/2 1/2M 1/2-M 15/2
x1
-1/2
1/2
1/2
-1/2
3/2
x2
1/2
-3/2 -1/2
3/2
9/210
-1
Rajesh P Mishra lect 12
-1/3
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.
Rajesh P Mishra lect 12
11
(0.9)
SF
(0,6)
3 9
( , )
2 2
(0,0)
(3,0)
(6,0)
z minimum at
Rajesh P Mishra lect 12
3 9
( , )
2 2
12
Problem 5(a) Problem Set 3.4A Page 97
Maximize
z 2 x1 3x2 5x3
Subject to the constraints
x1 x2 x3 7
2 x1 5 x2 x3 10
x1 , x2 , x3 0
Rajesh P Mishra lect 12
13
Introducing surplus and artificial variables,
s2, R1and R2, the LPP is modified as follows:
Maximize
z 2 x1 3x2 5x3 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.
Rajesh P Mishra lect 12
14
Basic z
x1
x2
x3
s2
-2-3M -3+4M 5-2M M
-2
-3
5
0
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
-1 0
-1 - 0
M/2
1/2 1
-1/2 0
1
1+
3M/2
-1/2
1/2
10
10 2M
2
5
50/7
102/7
x2
1/7
1/7 16/7 + -1/7
M
+M
1/7 2/7 -1/7
x1
6/7
-1/7
45/715
Rajesh P Mishra lect 12
5/7
1/7
4/7
The optimum (Maximum) value of
z = 102/7
and it occurs at
x1 = 45/7, x2 = 4/7, x3 = 0
Rajesh P Mishra lect 12
16
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.
Rajesh P Mishra lect 12
17
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.
Rajesh P Mishra lect 12
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Problem 4(a) Problem Set 3.4A Page 97
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
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Introducing slack and artificial variables, s2,
s3, and R1, the LPP is modified as follows:
Maximize
z 5x1 6 x2 MR1
Subject to the constraints
2 x1 3 x2 R1
x1 2 x2
s2
6 x1 7 x2
s3 3
x1 , x2 , R1 , s2 , s3 0
Rajesh P Mishra lect 12
20
Basic z
x1
x2
-5+2M -6-3M
-5
-6
R1
s2
s3
Sol
0
M
0
0
0
0
-3M
0
R1
-2
s2
s3
R1
1/7+
32M/7
-32/7
6/7+ 18/73M/7 12M/7
-3/7
12/7
s2
-12/7
-2/7
29/7
x2
6/7
1/7
3/7
This is the optimal tableau. AsRajesh
R1 is
notlect
zero,
there is NO feasible
P Mishra
12
21
Problem 4(d) Problem Set 3.4A Page 97
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
Rajesh P Mishra lect 12
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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
Rajesh P Mishra lect 12
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Basic z
x1
x2
s2
s3
R1
R2
R3 Sol.
-4+6M -6+16M -M
-4
-6
0
-M
0
0
-M
0
-M
0 18M
-M
0
R1
-2
R2
-1
10
R3
-1
-1-2M
-M
-3/4 0
+M
3/4 15/4
-2M +8M
R1
-7/2
3/8
-3/8 9/8
R2
3/2
-1
5/8
-5/8 55/8
x2
1/2
-1/8
1/8 5/8
Rajesh P Mishra lect 12
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Basic z
x1
x2
s2
s3
R1
-3/4 0
+M
R2
R3 Sol.
3/4 15/4
-2M +8M
-1-2M
-M
R1
-7/2
3/8
-3/8 9/8
R2
3/2
-1
5/8
-5/8 55/8
x2
1/2
-1/8
1/8 5/8
-8 +
22M/3
-M
s3
-28/3
8/3
-1
R2
22/3
-1
-5/3
x2
-2/3
1/3
Rajesh P Mishra lect 12
2
0
-8M/3
-M
6
+5M
25
Basic z
x1
x2
s2
s3
R1
R2
-8 +
22M/3
-M
s3
R2
0
0
-28/3
22/3
0
0
0
-1
1
0
8/3
-5/3
0
1
-1
0
3
5
x2
-2/3
1/3
-6/11
2/11 12/11 -M
- M -M
6/11 14/11 -1
s3
-14/11 1
x1
-3/22
x2
2
0
-8M/3
R3 Sol.
-M
6
+5M
126
11
103
11
-5/22 3/22 0
15
22
-1/11 0
Rajesh P Mishra lect 12
2/11 1/11 0
16
26
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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