LINER PROGRAMMING PROBLEM- ARTIFICIAL

VARIABLE METHOD BIG M METHOD

Prof G SUNDARAMALI
 ARTIFICIAL VARIABLE METHOD BIG M METHOD
Ex 2: Minimize Z = 12x1 + 20x2 To convert LPP into standard form

Subject to Inequality Add Variable

6x1 + 8x2 100, +S Slack variable

-S+A Surplus Artificial
7x1 + 12x2 120 and variable variable
X1, X2 0 = A Artificial variable

Sol: Step 1- Express the LPP in standard form

Minimize Z = 12x1 + 20x2 + 0s1 + 0s2
Subject to
6x1 + 8x2 - s1 = 100
7x1 + 12x2 - s2 = 120
x1,x2, s1, s2 0

12/1/2017 5:50 AM MEE 437 Operations Research

 ARTIFICIAL VARIABLE METHOD BIG M METHOD
Since they are artificial variables A1 and A2
should not appear in the final solution. Hence they
are assigned a large unit penalty ( a large + value M)
in the objective function which can be written as
Minimize Z = 12x1+20x2+0s1+0s2+MA1+MA2
Now there are 6 variables and two constraints
and hence we have to set zero to four variables to
get the initial basic feasible solution.
Assume x1=x2=s1=s2=0
A1 = 100, A2 = 120, Z = 220 M

12/1/2017 5:50 AM MEE 437 Operations Research

 Minimize Z = 12x1+20x2+0s1+0s2+MA1+MA2
BIG M Method ST 6x1 + 8x2 - s1 + A1 = 100
Table:1 IBFS Key column 7x1 + 12 x2 - s2 + A2 = 120
x1,x2, s1, s2,A1, A2 0
CJ 12 20 0 0 M M
F.R CB Basis
Variable X1 X2 S1 S2 A1 A2 b

2/3 M A1 6 8 -1 0 1 0 100 25/2

M A2 7 12 0 -1 0 1 120 10
ZJ 13M 20M -M -M M M 220M

CJ- ZJ 12-13M 20-20M M M 0 0

Optimal If all (Cj-Zj) 0 Key row

Entering variable = Leaving variable =
Smallest +ve
largest negative

Key element= intersection

of key col and key row
= b/Key col element
4
 F.R CB Basis X1 X2 S1 S2 A1 b
Variable
BIG M Method 2/3 M A1 6 8 -1 0 1 100
Table:2 Iteration 1 M A2 7 12 0 -1 0 120

CJ 12 20 0 0 M
F.R CB Basis
Variable X1 X2 S1 S2 A1 b

M A1 4/3 0 -1 2/3 1 20 15
7/16 20 X2 7/12 1 0 -1/12 0 10 120/7
200+
ZJ 35/3+4/3M 20 -M -5/3+2/3M M 20M

5/3
CJ- ZJ 1/3-4/3M 0 M 0
2/3M
Leaving variable =
Optimal If all (Cj-Zj) 0 Smallest +ve
Entering variable =

largest negative
 BIG M Method
Table:3 Iteration 2

CJ 12 20 0 0
CB Basis
Variable X1 X2 S1 S2 b
ANS:
12 X1 1 0 -3/4 1/2 15
X1 = 15,
20 X2 0 1 7/16 -3/4 5/4
X2 = 5/4
205
ZJ 12 20 -1/4 -9 Zmin = 205

CJ- ZJ 0 0 1/4 9

As (CJ- ZJ) = non negative

F.R CB Basis X1 X2 S1 S2 b
Table:3 is optimal
Variable
M A1 4/3 0 -1 2/3 20
7/16 20 X2 7/12 1 0 -1/12 10
6