OPERATIONS RESEARCH
Artificial Starting Solution The Big M Method
Example
OPERATIONS RESEARCH
Artificial Starting Solution The Big M Method
If the equation i does not have a slack (or a variable that can play the
role of a slack), an artificial variable, ai , is added to form a starting
solution similar to the all-slack basic solution. However, because the
artificial variables are not part of the original linear model, they are as-
signed a very high penalty in the objective function, thus forcing them
(eventually) to equal zero in the optimal solution.
OPERATIONS RESEARCH
Artificial Starting Solution The Big M Method
So we have:
OPERATIONS RESEARCH
Artificial Starting Solution The Big M Method
BV a1 a2 x1 x2 x3 s1 Solution
1 1
x1 0 2 1 2 0 0 7
1
s1 1 2 0 12 1 1 1
Z 100 101 0 0 3 0 14
OPERATIONS RESEARCH
Artificial Starting Solution The Big M Method
The use of the penalty M will not force an artificial variable to zero level
in the final simplex iteration if LPP does not have a feasible solution
(i.e. the constraints are not consistent). In this case, the final simplex
tableau will include at least one artificial variable at positive level.
OPERATIONS RESEARCH
Artificial Starting Solution The Big M Method
cB BV s1 a2 x~1 x2 s2 Solution
0 s~1 1 0 6 4 0 24 24/6 = 4
M a2 0 1 1 0 1 5 5/1 = 5
Z 0 0 M 2 2 M 5M
cB BV s1 a2 x1 x2 s2 Solution
1 2
2 x1 6 0 1 3 0 4
M a2 16 1 0 32 1 1
1 1 2 2
Z 6M + 3 0 0 3M 3 M M + 8
The last simplex tableau is optimal - all Z - row coefficients are
nonnegative. The artificial variable a2 is basic variable with positive
value so the problem is not consistent - it has no feasible solutions.
OPERATIONS RESEARCH