PROCEDURE OF BIG-M METHOD The Artificial Variable Techniques incorporate imaginary artificial variables as a penalty, in addition to the surplus

variables, to generate the initial basic feasible. But the methods like Big-M method and Two-Phase methods are adopted basing on the objectivity to drive out the Artificial Variables out, while obtaining the objective function value. The Big-M method handles the panelized artificial variables assigning either very small (i.e. maximization problem are assigned with -M) or very large (i.e. minimization problem are assigned with +M) coefficients to the artificial variables, to reduce their influence on the objective function optimal value and the coefficient M is treated to be of very large in value (i.e. M>>>>0). This method also is termed as Charne`s Penalty Method, as it utilizes a large or small penalty M. It tries to get driven of the Artificial Variables, as soon as they leave the basis by deleting/eliminating their computation in the next iteration. Step 1: Formulation of LPP i.e. Maximize / Minimize Z = c1x1 + c2 x2 + .......... + cn xn
a11 x1 + a12 x2 + ..... + a1n xn ( or = ) b1 a21 x1 + a22 x2 + ..... + a2n xn ( or = ) b2 . Subjected to . . am1x1 + am 2 x2 + ..... + amn x n ( or = ) bm x1, x2 ,...xn 0 or un restricted and bm 0

So, General/Standard form of LPP can be written as, Max / Min Z = c j x j

j =1

Subjected to

a x ( or = ) b , i = 1,2......m
ij j i j =1

and x j 0 and bi 0

Where c j is termed Cost Coefficients, bi is termed as Resources/Solution Values of Basic variables, aij is termed as Technological/Input-Output coefficients, n is number of variables, m is number of constraint equations. Step 2: Verifying the suitability of applying Simplex method or Artificial Variable Technique (like Big-M method or Two-Phase Method) Check whether the RHS (i.e. all bi ) of constraint equations are positive or not. If not, change their sign by multiplying throughout by -1 and thereafter check whether all the inequality symbols in the constraint equations are greater than or equal to ( or = ) or not. If not adopt Simplex method. Step 3: Subtracting Slack variables and adding Artificial Variables Subtract slack variables and add artificial variables to convert all inequalities constraint equations to equality equations. I.e. the constraint equation having Greater than inequality ( ) should be subtracted with slack variable ( Si or in other words also termed as Surplus Variable), which represent over fulfillment of requirement and at the same time add an imaginary penalty artificial variable ( ( Ai ) , to the L.H.S thereby the equal (=) type constraint generates between LHS and RHS of the constraint equation. E.g: if constrain equation is a11 x1 + a12 x2 + ... + a1n xn b1 , then convert it as a11 x1 + a12 x2 + ... + a1n xn S1 + A1 = b1 and add the surplus with 0 coefficients and -M or +M coefficients for Artificial variables respectively, in the objective function. E.g: Maximize Z = c1x1 + c2 x2 + .... + cn xn + 0 * S1 + 0 * S2 + .... + 0 * Sm M * A1 M * A2 ...... M * Am or
Maximize Z = c1x1 + c2 x2 + .... + cn xn + 0 * S1 + 0 * S2 + .... + 0 * Sm + M * A1 + M * A2 + ...... + M * Am

If the constrain equation has only equal to (=) symbol between LHS and RHS of the equation, then add only Artificial Variable. E.g.: if constrain equation is a11 x1 + a12 x2 + ... + a1n xn = b1 , then convert it as a11 x1 + a12 x2 + ... + a1n xn + A1 = b1 and add the surplus with 0 coefficients and -M or +M coefficients for Artificial variables respectively, in the objective function. E.g: Maximize Z = c1x1 + c2 x2 + .... + cn xn + 0 * S1 + 0 * S2 + .... + 0 * Sm M * A1 M * A2 ...... M * Am or
Maximize Z = c1x1 + c2 x2 + .... + cn xn + 0 * S1 + 0 * S2 + .... + 0 * Sm + M * A1 + M * A2 + ...... + M * Am

Hence, the modified objective function and constraint equations will be written as;
Maximize / Minimize Z = c1x1 + c2 x2 + .... + 0 * S1 + 0 * S2 + .... + 0 * Sm M * A1 M * A2 ..... M * Am
a11x1 + a12 x2 + ... + a1n xn S1 + A1 = b1 a21x1 + a22 x2 + ... + a2 n xn S2 + A2 = b2 . Subjected to . . am1x1 + am 2 x2 + ... + amn xn Sm + Am = bm x1, x2 ,...xn , S1, S2 ,....,Sm 0 and bm 0

So, General/Standard form of LPP can be written as, Max / Min Z = c j x j 0 * Si M * Ai

j =1 i =1 i =1

Subjected to

(a x ) S
ij j j =1

+ Ai = bi , i = 1,2......m and x j , Si 0 and bi 0

Step 4: Apply the procedure of Simplex method by giving preference to artificial variables as Initial Basic variables, so that they can be drive out in later iterations. Note: 1. In a constraint equation, if a surplus and Artificial Variables are present then the artificial variable need to be taken into the basis. 2. The iterations should be done, to drive out the artificial variables. Once they (i.e. Artificial Variables) are driven out, eliminate its computation in the successive iterations. Step 5: Carry out the Simplex algorithm till optimality is reached. The optimal table generates solution to the objective function, while the artificial variables may or may not be driven out. In this regard, there arise three cases in the optimal table, mentioned below. Case 1: If no artificial variables remains as basic variables (i.e. in basis) in the optimality tableau, then the original problem is feasible and has unique optimal solution in the optimal table. Case 2: If any of the artificial variables remains as basic variables (i.e. in basis) in the optimality tableau, with zero value, then the original problem has to be solved for optimal solution. Case 3: If any artificial variables are positive in value in the optimal solution (i.e. in optimality Tableau), then the original problem has infeasible solution.