The Big M Method Minimize z = 4x + 3y Subject to    8x   +  8y     640     10x +  6y    600   6x + 10y    600   x    30   y    30     x, y  ≥  0
z = 4x + 3y + 0e 1  + 0e 2  + 0e 3  + 0s 1  + 0s 2   + Ma 1  + Ma 2  + Ma 3     8x   +  8y – e 1   + a 1  = 640     10x +  6y   – e 2   + a 2  = 600   6x + 10y – e 3   + a 3  = 600     x + s 1  = 30 y + s 2  = 30     x, y,  e 1 , e 2 ,  e 3 , a 1 ,  a 2  , a 3 ,  s 1 , s 2   ≥  0
z - 4x - 3y + 0e 1  + 0e 2  + 0e 3  + 0s 1  + 0s 2   - Ma 1  - Ma 2  - Ma 3     8x   +  8y – e 1   + a 1  = 640     10x +  6y   – e 2   + a 2  = 600   6x + 10y – e 3   + a 3  = 600     x + s 1  = 30 y + s 2  = 30     x, y,  e 1 , e 2 ,  e 3 , a 1 ,  a 2  , a 3 ,  s 1 , s 2   ≥  0
to make it 0 BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 -4 -3 0 0 0 -M -M -M 0 0 0 a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30
to make it 0 BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 8M-4 8M-3 -M 0 0 0 -M -M 0 0 640M a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30
to make it 0 BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 18M-4 14M-3 -M -M 0 0 0 -M 0 0 1240M a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30
Initial tablo BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 24M-3 -M -M -M 0 0 0 0 0 1840M a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30
Initial tablo most +ve BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 24M-3 -M -M -M 0 0 0 0 0 1840M a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 80 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 100 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 60 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30 30
1 st  Iteration BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 0 -M -M -M 0 0 0 0 -24M+3 1120M+90 a1 1 0 8 0 -1 0 0 1 0 0 0 -8 400 a2 2 0 10 0 0 -1 0 0 1 0 0 -6 420 a3 3 0 6 0 0 0 -1 0 0 1 0 -10 300 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 y 5 0 0 1 0 0 0 0 0 0 0 1 30
most +ve BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 0 -M -M -M 0 0 0 0 -24M+3 1120M+90 a1 1 0 8 0 -1 0 0 1 0 0 0 -8 400 50 a2 2 0 10 0 0 -1 0 0 1 0 0 -6 420 42 a3 3 0 6 0 0 0 -1 0 0 1 0 -10 300 50 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 30 y 5 0 0 1 0 0 0 0 0 0 0 1 30
most +ve BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 0 -M -M -M 0 0 0 0 -24M+3 1120M+90 a1 1 0 8 0 -1 0 0 1 0 0 0 -8 400 50 a2 2 0 10 0 0 -1 0 0 1 0 0 -6 420 42 a3 3 0 6 0 0 0 -1 0 0 1 0 -10 300 50 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 30 y 5 0 0 1 0 0 0 0 0 0 0 1 30
2 nd  Iteration OPTIMUM! Optimum, but artificial variables still as BV    infeasible BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 0 0 -M -M -M 0 0 0 -24M+4 -24M+3 400M+210 a1 1 0 0 0 -1 0 0 1 0 0 -8 -8 160 a2 2 0 0 0 0 -1 0 0 1 0 -10 -6 120 a3 3 0 0 0 0 0 -1 0 0 1 -6 -10 120 x 4 0 1 0 0 0 0 0 0 0 1 0 30 y 5 0 0 1 0 0 0 0 0 0 0 1 30

Simplex method Big M infeasible

  • 1.
    The Big MMethod Minimize z = 4x + 3y Subject to 8x + 8y  640 10x + 6y  600 6x + 10y  600 x  30 y  30 x, y ≥ 0
  • 2.
    z = 4x+ 3y + 0e 1 + 0e 2 + 0e 3 + 0s 1 + 0s 2 + Ma 1 + Ma 2 + Ma 3 8x + 8y – e 1 + a 1 = 640 10x + 6y – e 2 + a 2 = 600 6x + 10y – e 3 + a 3 = 600 x + s 1 = 30 y + s 2 = 30 x, y, e 1 , e 2 , e 3 , a 1 , a 2 , a 3 , s 1 , s 2 ≥ 0
  • 3.
    z - 4x- 3y + 0e 1 + 0e 2 + 0e 3 + 0s 1 + 0s 2 - Ma 1 - Ma 2 - Ma 3 8x + 8y – e 1 + a 1 = 640 10x + 6y – e 2 + a 2 = 600 6x + 10y – e 3 + a 3 = 600 x + s 1 = 30 y + s 2 = 30 x, y, e 1 , e 2 , e 3 , a 1 , a 2 , a 3 , s 1 , s 2 ≥ 0
  • 4.
    to make it0 BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 -4 -3 0 0 0 -M -M -M 0 0 0 a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30
  • 5.
    to make it0 BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 8M-4 8M-3 -M 0 0 0 -M -M 0 0 640M a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30
  • 6.
    to make it0 BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 18M-4 14M-3 -M -M 0 0 0 -M 0 0 1240M a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30
  • 7.
    Initial tablo BVRow z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 24M-3 -M -M -M 0 0 0 0 0 1840M a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30
  • 8.
    Initial tablo most+ve BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 24M-3 -M -M -M 0 0 0 0 0 1840M a1 1 0 8 8 -1 0 0 1 0 0 0 0 640 80 a2 2 0 10 6 0 -1 0 0 1 0 0 0 600 100 a3 3 0 6 10 0 0 -1 0 0 1 0 0 600 60 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 s2 5 0 0 1 0 0 0 0 0 0 0 1 30 30
  • 9.
    1 st Iteration BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 0 -M -M -M 0 0 0 0 -24M+3 1120M+90 a1 1 0 8 0 -1 0 0 1 0 0 0 -8 400 a2 2 0 10 0 0 -1 0 0 1 0 0 -6 420 a3 3 0 6 0 0 0 -1 0 0 1 0 -10 300 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 y 5 0 0 1 0 0 0 0 0 0 0 1 30
  • 10.
    most +ve BVRow z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 0 -M -M -M 0 0 0 0 -24M+3 1120M+90 a1 1 0 8 0 -1 0 0 1 0 0 0 -8 400 50 a2 2 0 10 0 0 -1 0 0 1 0 0 -6 420 42 a3 3 0 6 0 0 0 -1 0 0 1 0 -10 300 50 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 30 y 5 0 0 1 0 0 0 0 0 0 0 1 30
  • 11.
    most +ve BVRow z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 24M-4 0 -M -M -M 0 0 0 0 -24M+3 1120M+90 a1 1 0 8 0 -1 0 0 1 0 0 0 -8 400 50 a2 2 0 10 0 0 -1 0 0 1 0 0 -6 420 42 a3 3 0 6 0 0 0 -1 0 0 1 0 -10 300 50 s1 4 0 1 0 0 0 0 0 0 0 1 0 30 30 y 5 0 0 1 0 0 0 0 0 0 0 1 30
  • 12.
    2 nd Iteration OPTIMUM! Optimum, but artificial variables still as BV  infeasible BV Row z x y e1 e2 e3 a1 a2 a3 s1 s2 rhs ratio z 0 1 0 0 -M -M -M 0 0 0 -24M+4 -24M+3 400M+210 a1 1 0 0 0 -1 0 0 1 0 0 -8 -8 160 a2 2 0 0 0 0 -1 0 0 1 0 -10 -6 120 a3 3 0 0 0 0 0 -1 0 0 1 -6 -10 120 x 4 0 1 0 0 0 0 0 0 0 1 0 30 y 5 0 0 1 0 0 0 0 0 0 0 1 30