Big M Method

If LP model have or = constraints , a starting feasible

solution may not be readily apparent

The Big M Method is a version of Simplex Method that

first find a basic feasible solution by adding artificial

variable to the problem.

The Big M Method

Maximize z = 3x + 4y
Subject to

2x + y 600

x + y 225
5x + 4y 1000

x + 2y 150
x, y 0

Standard Form
2x + y + s1 = 600
x + y + s2 = 225
5x + 4y + s3 = 1000
-x - 2y + s4 = -150

x, y, s1, s2, s3, s4, 0

z - 3x - 4y + 0s1 + 0s2 + 0s3 + 0s4 + = 0

2x + y + s1 = 600
x + y + s2 = 225
5x + 4y + s3 = 1000
x + 2y - s4 + a1 = 150
x, y, s1, s2, s3, s4, a1 0

z - 3x - 4y + 0s1 + 0s2 + 0s3 + 0s4 + Ma1 = 0

Row Row

s1

s2

s3

s4

a1

RHS ratio

-3

-4

s1

600

200

s2

225

225

s3

1000

250

s4

-1

150

75

* Not in Canonical Form because +M entry on z-row for 1 basic variable

R0* = R0 MR4

BV Row

s1

s2

s3

s4

a1

RHS ratio

-3-M

-4-2M

-150M

s1

600

200

s2

225

225

s3

1000

250

a1

-1

150

75

Pivoting column = y
Pivoting Row = R4
R4* = 1/2R4
R3* = R3 4R4*
R2* = R2 - R4*

R1* = R1 -3R4*
R0* = R0 + (4+2M)R4*

BV

Row

s1

s2

s3

s4

a1

-1

-2

2+M

300

-150

s1

3/2

-3/2

375

250

s2

-1/2

150

300

s3

-2

700

350

-1/2

1/2

75

-150

Pivoting column = s4
Pivoting Row = R1
R1* = 2/3R1
R3* = R3 2R1*
R4* = R4 + 1/2R1*

R2* = R2 -1/2R1*
R0* = R0 + 2R1*

RHS ratio

BV

Row

s1

s2

s3

s4

a1

-1/3

4/3

800

-150

s4

1/3

2/3

-1

250

750

s2

1/3

-1/3

25

75

s3

7/3

-4/3

200

600/
7

2/3

1/3

200

300

Pivoting column = x
Pivoting Row = R2
R2* = 3R2
R3* = R3 7/3R2*
R4* = R4 2/3R2*

R1* = R1 -1/3R3*
R0* = R0 + 1/3R3*

RHS ratio

BV

Row

s1

s2

s3

s4

a1

RHS

825

s4

-1

-1

225

-1

75

s3

-7

25

-2

150

x = 75
y = 150
z = 825