The Big-M method

The Big-M method is a technique used in linear programming to handle

constraints with integer variables. It involves adding a large positive
constant M to the objective function when formulating the problem,
allowing the integer constraints to be relaxed and then enforced through the
use of additional constraints. This method allows for the formulation of
linear programming problems with integer constraints as standard linear
programming problems, facilitating the use of standard LP solvers to find
feasible solutions. However, it's important to note that the Big-M method
may introduce numerical instability and can be sensitive to the choice of the
big-M value.
❖ The following steps are involved in solving an LPP using the Big M
method.
Step 1: Express the problem in the standard form.
Step 2: Add non-negative artificial variables to the left side of each of the
equations corresponding to constraints of the type ≥ or =.
-Surplus (S) +Artificial Variable (A) ≥
+ Artificial Variable (A) =
+ Slack (S) ≤
However, the addition of these artificial variables causes a violation of the
corresponding constraints. Therefore, we would like to get rid of these
variables and not allow them to appear in the final solution. This is achieved
by assigning a very large penalty (–M for maximization and M for
minimization) in the objective function.
Step 3: Solve the modified LPP by the simplex method, until one of the
following three cases arises.
1. If no artificial variable appears in the basis and the optimality conditions
are satisfied, then the current solution is an optimal basic feasible solution.
2. If at least one artificial variable appears in the basis at the zero level and
the optimality condition is satisfied, then the current solution is an optimal
basic feasible solution (though a degenerated solution).
3. If at least one artificial variable appears in the basis at the positive level
and the optimality condition is satisfied, then the original problem has no
feasible solution. The solution satisfies the constraints but does not optimize
the objective function since it contains a very large penalty M, and is called
a pseudo-optimal solution.
❖ M, a very large number, is used to ensure that the values of A1 and A2,
…, and An will be zero in the final (optimal) tableau as follows:
1. If the objective function is Minimization, then A1, A2, …, and An must be
added to the RHS of the objective function multiplied by a very large
number (M).
Example: if the objective function is Min Z = X1+2X2, then the obj. function
should be Min Z = X1 + X2+ MA1 + MA2+ …+ MAn
OR
Z – X1 - X2- MA1 - MA2- …- MAn = 0
2. If the objective function is Maximization, then A1, A2, …, and An must
be subtracted from the RHS of the objective function multiplied by a very
large number (M).
Example: if the objective function is Max Z = X1+2X2, then the obj. function
should be Max Z = X1 + X2- MA1 - MA2- …- MAn
OR
Z - X1 - X2+ MA1 + MA2+ …+ MAn = 0
Example1 : MIN Z=4X1+X2 Convert to the standard form
S.T 3 X1+ X2=3 → 3 X1+x2+R1=3 → R1=3-3 X1-x2
4 X1+3 X2≥6 → 4 X1+3x2-S1+R2=6 → R2=6-4 X1-3x2+S1
X1+2 X2≤4 → X1+2X2+S2=4
X1≥0, X2≥0 → X1,X2,S1,S2,R1,R2≥0
Solution :
Min z=4x1+x2+MR1+MR2
Z= 4X1+X2+M(3-3X1-X2)+M(6-4X1-3X2+S1)
=(4-7M)X1+(1-4M)X2+MS1+9M
(-4+7M)X1+(-1+4M)X2-MS1=9M
B. V. X1 X2 S1 S2 R1 R2 RH
Z -4+7M -1+4M -M 0 0 0 9M
R1 3 1 0 0 1 0 3
R2 4 3 -1 0 0 1 6
S2 1 2 0 1 0 0 4

B. V. X1 X2 S1 S2 R1 R2 RH
Z -4+7M -1+4M -M 0 0 0 9M
R1 3 1 0 0 1 0 3
R2 4 3 -1 0 0 1 6
S2 1 2 0 1 0 0 4

B. V. X1 X2 S1 S2 R1 R2 RH
Z
X1 1 1/3 0 0 1/3 0 1
R2
S2
 B. V. X1 X2 S1 S2 R1 R2 RH
old Z -4+7M -1+4M -M 0 0 0 9M

4-7M* X1 1 1/3 0 0 1/3 0 1

new Z 0 1/3+5/3M -M 0 4/3-7/3M 0 4+2M

B. V. X1 X2 S1 S2 R1 R2 RH
old R2 4 3 -1 0 0 1 6

-4* X1 1 1/3 0 0 1/3 0 1

new R2 0 5/3 -1 0 -4/3 1 2

B. V. X1 X2 S1 S2 R1 R2 RH
old S2 1 2 0 1 0 0 4

-1* X1 1 1/3 0 0 1/3 0 1

new S2 0 5/3 0 1 -1/3 0 3

B. V. X1 X2 S1 S2 R1 R2 RH
Z 0 1/3+5/3M -M 0 4/3-7/3M 0 4+2M
X1 1 1/3 0 0 1/3 0 1
R2 0 5/3 -1 0 -4/3 1 2
S2 0 5/3 0 1 -1/3 0 3
 B. V. X1 X2 S1 S2 R1 R2 RH
Z 0 1/3+5/3M -M 0 4/3-7/3M 0 4+2M
X1 1 1/3 0 0 1/3 0 1
R2 0 5/3 -1 0 -4/3 1 2
S2 0 5/3 0 1 -1/3 0 3

B. V. X1 X2 S1 S2 R1 R2 RH
Z
X1
X2 0 1 -3/5 0 -4/5 3/5 6/5
S2

Z X1 S2
X1 0+(-1/3-5/3M)*0 1-1/3*0 0-5/3*0
X2 (1/3+5/3M)+(-1/3-5/3M)*1 1/3-1/3*1 5/3-5/3*1
S1 -M+(-1/3-5/3M)*-3/5 0-1/3*-3/5 0-5/3*-3/5
S2 0+(-1/3-5/3M)*0 0-1/3*0 1-5/3*0
R1 (4/3-7/3M)+(-1/3-5/3M)*-4/5 1/3-1/3*-4/5 -1/3-5/3*-4/3
R2 0+(-1/3-5/3M)*3/5 0-1/3*3/5 0-5/3*3/5
RH (4+2M)+(-1/3-5/3M)*6/5 1-1/3*6/5 3-5/3*6/5

B. V. X1 X2 S1 S2 R1 R2 RH
Z 0 0 1/5 0 8/5-M -1/5-M 18/5
X1 1 0 1/5 0 3/5 -1/5 3/5
X2 0 1 -3/5 0 -4/5 3/5 6/5
S2 0 0 1 1 1 -1 1

B. V. X1 X2 S1 S2 R1 R2 RH
Z 0 0 1/5 0 8/5-M -1/5-M 18/5
X1 1 0 1/5 0 3/5 -1/5 3/5
X2 0 1 -3/5 0 -4/5 3/5 6/5
S2 0 0 1 1 1 -1 1
 B. V. X1 X2 S1 S2 R1 R2 RH
Z 0 0 0 -1/5 7/5-M -M 17/5
X1 1 0 0 -1/5 2/5 0 2/5
X2 0 1 0 3/5 -1/5 0 9/5
S2 0 0 1 1 1 -1 1
Optimul solution ( X1 =0.4 , X2 = 1.8 , Z= 3.4)
Home Work : Formulate and solve the following questions ?
1- Minimize Z = 40x1 + 24x2
Subject to 20x1 + 50x2 >= 4800
80x1 + 50x2 >= 7200
x1 , x2 >= 0
2- Maximize Z = x1 + 2x2 + 3x3 – x4
Subject to, x1 + 2x2 + 3x3 = 15
2x1 + x2 + 5x3 = 20
x1 + 2x2 + x3 + x4 = 10
3- Z= -2X1-X2-3X3-5x4
- X1+ X2-2X4≤-1
- X1- X2+2 X3-3x4≤2
2 X1-3 X2-4 X3+6X4≤-3
X1,X2,X3,X4 ≥0
4- Max z= 5x1+12x2+4x3
X1+2x2+x3≤5
2x1+x2+3x3=2
X1≥0 x2≥0 x3≥0
5- Min Z =2 X1 + 3 X2
S.t. ½ X1 + ¼ X2 ≤ 4
X1 + 3X2  20
X1 + X2 = 10
X1, X2  0
Q6: A municipality has two incinerators for burning trash. Incinerator A costs $3 .80
per ton of trash to operate, and has a capacity of 28 tons per day.Incinerator B costs
$4.25 per ton to operate, and has a capacity of 30 tons per day. The municipality
produces over 100 tons of trash per day, and all
trash not burned in the incinerators must be buried in a land fill at a cost of $5 .00 per
ton . The city manager wants to minimize costs by burning as much trash as possible.
However, the city must conform to environmental regulations limiting production of
pollutants from burning in the incinerators to 180 pounds of hydrocarbons and 640
pounds of particulates a day . Incinerator
A produces 3 pounds of hydrocarbons and 20 pounds of particulates for every ton of
trash burned, and incinerator B produces 5 pounds of hydrocarbons and 10 pounds of
particulates for every ton of trash . Determine the optimum amount of trash to burn in
each incinerator
Q7: A farmer has 200 acres of land. He produces three products X, Y & Z. Average
yield per acre for X, Y & Z is 4000, 6000 and 2000 kg.
Selling price of X, Y & Z is Rs. 2, 1.5 & 4 per kg respectively. Each product needs
fertilizers. Cost of fertilizer is Rs. 1 per kg. Per acre need for fertilizer for X, Y & Z is
200, 200 & 100 kg respectively. Labour requirements for X, Y & Z is 10, 12 & 10 man
hours per acre. Cost of labour is Rs. 40 per man hour. Maximum availability of labour
is 20, 000 man hours.
Q8: A small petroleum company owns two refineries. Refinery 1 costs $25,000 per
day to operate, and it can produce 300 barrels of high-grade oil, 200 barrels of medium-
grade oil, and 150 barrels of low-grade oil each day. Refinery 2 is newer and more
modern. It costs $30,000 per day to operate, and it can produce 300 barrels of high-
grade oil, 250 barrels of medium-grade oil, and 400 barrels of low-grade oil each day.
The company has orders totalling 35,000 barrels of high-grade oil, 30,000 barrels of
medium grade oil, and 40,000 barrels of low-grade oil. How many days should the
company run each refinery to minimize its costs and still meet its orders?
Q9. A company produces two products, A and B. Each unit of product A requires 3
hours of labour, while each unit of product B requires 2 hours of labour. The
company has 600 hours of labour available each week. The profit per unit of product
A is $10, and the profit per unit of product B is $15. The company wants to determine
the optimal number of units of each product to produce in order to maximize profit.
Formulate this problem as a Big-M linear program.
Q10.Shale Oil refinery blends two petroleum stocks, A and B, to produce two high-
octane gasoline products, I and II. Stocks A and B are produced at the maximum rates
of 450 and 700 bbl/hr, respectively. The corresponding octane numbers are 98 and
89, and the vapor pressures are 10 and 8 lb/in2 Gasoline I and gasoline II must have
octane numbers of at least 91 and 93, respectively. The vapor pressure associated
with both products should not exceed 12 lb/in2 . The profits per bbl of I and II are $7
and $10, respectively. Develop an LP model to determine the optimum production
rate for I and II and their blend ratios from stocks A and B (Hint: Vapor pressure,
like the octane number, is the weighted average of the vapor pressures of the blended
stocks.).