MAJOR NATIONAL UNIVERSITY OF SAN MARCOS

(University of Peru, DEAN OF AMERICA)

SCHOOL OF SYSTEMS ENGINEERING AND INFORMATICS

E.A.P SYSTEMS ENGINEERING

EXCECUTIVE SUMMARY

COURSE: Operation research II

TEAHER: Gabriel Solari Carbajal
DATE: February 24, 2018
MEMBERS:

 Arribasplata Benites Alexis Pablo 14200125

 Rodriguez solis Laura Liz 14200152

 Sulca Tito Lisseth Stefany 14200158

 Uruchi Acho Erika Betzabel 14200118

 Vilcacuri Huamani, Elizabeth 14200121

 2017

1.- What is the big M method?

If a linear programming has any >= or = constraints, a starting basic feasible solution may not be
readily apparent.

The Big M method is a version of the Simplex Algorithm that first finds a basic feasible solution
by adding "artificial" variables to the problem. The objective function of the original LP must, be
modified to ensure that the artificial variables are all equal to 0 at the conclusion of the simplex
algorithm.
To accomplish this, in a min LP, a term M*ai is added to the objective function for each artificial
variable ai. For a max LP, the term –M*ai is added to the objective function for each ai.

Note: A better and easier method is to allocate a value for M, this value must be higher than the
cost coefficients of the decision variables. For example the cost coefficients of the decision variable
for X is 3 and for Y is 2. We can allocate a cost coefficient to M as 10, which is greater than 3-2.
Depending the value of decision variables, this value may be fixed at a higher level. (Preferably the
value must be multiples of 10 so that the calculation part will be easier).

2.- Brief History of big M method

3.- Why is this method used?

 Because in the method simplex when we use artificial variables they affect the equation and
for what we are looking is to give a balance in this adding M's, (This supposes a very big
number that tends to the infinite).
 We use it because first it creates a feasible solution making use of the artificial variables
and then it gives the general solution thanks to the variable M.
 Because by means of M's the artificial variables are penalized and this way we obtain a
more precise result as if these variables had never existed.
 We use it because for the cases of (>, >=) the coefficients of the artificial variables are very
high values, and this one comes to be M.
Note: In the theory M debit is a number that tends to infinite, but in the computer it must be finite.

4.- What is the advantages and disadvantages of big M

method?

There is little advantage to using the Big-M Method instead of phase I of the Simplex Method for
linear programs.

Advantages:
 Maintain the linearity of constraints
 The advantage of Big M is that it only requires an objective function and we can determine
if the problem has a solution or not with the artificial variable M.
 Works with any type of linear model where the variables are real.
Disadvantage
 An important disadvantage of the Big M method is that it is computationally inefficient.
Mathematically it is said that M should be a very large number, but sometimes very large
values of M can lead to calculation errors, such as rounding errors in computer operations.
To avoid this difficulty, the problem can be solved by the method of the 2 phases.
5.- What changes has this method suffered in recent
years?

6.- Bibliography

 P. Rama Murthy, Operations Research, One World

 Unit 1-The Big M Method

http://businessmanagementcourses.org/Lesson09TheBigMMethod.pdf

 Brooks/Cole, The Big M Method, Thomson Learning

http://www.columbia.edu/~cs2035/courses/ieor3608.F05/david-bigM.pdf

 Hamdy A. Taha 2003, Operations research an introducion – eighth edition, Pearson –

pretince Hall. New Jersey – EE.UU.

 Vishakha Thamilalagan 31-August of 2017, When do we apply the BIG M method for
operational research?
https://www.quora.com/When-do-we-apply-the-BIG-M-method-for-operational-research

 Noel Artiles-Leon 2015 University of Puerto Rico at Mayagüez, In the Big-M Method
(Linear Programming), how big should M Be?
https://www.researchgate.net/post/In_the_Big-
M_Method_Linear_Programming_how_big_should_M_Be

 Mark Hutchinson (non date), The Big M Method or 'how not to be a Simplex widow'.
http://www.hutchies.iconbar.com/bigm.html

 Universal teacher publications 2015, Big M Method : Linear Programming

http://www.universalteacherpublications.com/univ/ebooks/or/Ch3/mmethod.htm

 Richard W. Cottle - Mukund N. Thapa, Linear and Nonlinear Optimization, Springer, 11

jun. 2017

 Big-M Two Phase Methods, 29 September 2015- Articulo, bits_who_am_i -Scribd

 Technological Institute of Laguna-México, Industrial Engineering - Operational Research