Lect Class 12

Artificial Variable Techniques
Big M-method
Rajesh P Mishra
1228A
rpm@pilani.bits-pilani.ac.in
Rajesh P Mishra lect 12
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(Rajesh Mishra)
Abstract
If in a starting simplex tableau, we dont

have an identity submatrix (i.e. an obvious
starting BFS), then we introduce artificial
variables to have a starting BFS.
This is known as artificial variable
technique.
There are two methods to find the starting
BFS and solve the problem the Big M
method and two-phase method. In this
lecture, we discuss the Big M method.
Suppose a constraint equation i does not

have a slack variable. i.e. there is no ith
unit vector column in the LHS of the
constraint equations. (This happens for
example when the ith constraint in the
original LPP is either or = .)
Then we augment the equation with an
artificial variable Ri to form the ith unit
vector column.
However as the artificial variable is
extraneous to the given LPP,
we use a feedback mechanism in which the

optimization process automatically attempts
to force these variables to zero level. This is
achieved by giving a large penalty to the
coefficient of the artificial variable in the
objective function as follows:
Artificial variable objective coefficient
= - M in a maximization problem,
= M in a minimization problem
where M is a very large positive number.
Consider the LPP:

Minimize
z 2 x1 x2
Subject to the constraints
3 x1 x2 9
x1 x2 6
x1 , x2 0
Putting this in the standard form, the LPP is:

Minimize
z 2 x1 x2
3 x1 x2 s1
x1 x2
s2 6
x1 , x2 , s1 , s2 0
Here s1, s2 are surplus variables.
Note that we do NOT have a 2x2 identity
submatrix in the LHS.
Introducing the artificial variables, R1,

R2, the LPP is modified as follows:
Minimize
z 2 x1 x2 MR1 MR2

3 x1 x2 s1 R1
9
x1 x2
s2 R2 6
x1 , x2 , s1 , s2 , R1 , R2 0
Note that we now have a 2x2 identity
submatrix in the coefficient matrix of the
constraint equations.
Now we solve the above LPP by the

Simplex method.
Basic z
x1
x2
s1
-2+4M -1+2M -M
-2
-1
0
R1
R2
z
0
1
1
0
x1
R2
-1
s2
R1
R2
Sol.
-M 0
0 -M
0
-M
15M
0
1
0
6
6+3M
1
0
-1 0
-1/3+ -2/3+ -M 2/32M/3 M/3
4M/3
1/3
-1/3 0 1/3
2/3
1/3
-1/2 -1/2 1/2M 1/2-M 15/2
x1
-1/2
1/2
1/2
-1/2
3/2
x2
1/2
-3/2 -1/2
3/2
9/210
-1
-1/3
Note that we have got the optimal solution

to the given problem as
3
9
x1 , x2
2
2
15
Optimal z = Minimum z
2
It is illuminating to look at the graphical
solution also.
11
(0.9)
SF
(0,6)
3 9
( , )
2 2
(0,0)
(3,0)
(6,0)
z minimum at
3 9
( , )
2 2
12
Problem 5(a) Problem Set 3.4A Page 97

Maximize
z 2 x1 3x2 5x3
x1 x2 x3 7
2 x1 5 x2 x3 10
x1 , x2 , x3 0
13
Introducing surplus and artificial variables,

s2, R1and R2, the LPP is modified as follows:
Maximize
z 2 x1 3x2 5x3 MR1 MR2

x1 x2 x3
R1
7
2 x1 5 x2 x3 s2
R2 10
x1 , x2 , x3 , s2 , R1 , R2 0
Now we solve the above LPP by the Simplex

method.
14
Basic z
x1
x2
x3
s2
-2-3M -3+4M 5-2M M

-2
-3
5
0
R1
R2
Sol.
0
M
0
M
-17M
0
R1
R2
z
0
1
R1
x1
0
0
0
1
-5
-8 7M/2
7/2
-5/2
1
6M/2
1/2
1/2
-1 0
-1 - 0
M/2
1/2 1
-1/2 0
1
1+
3M/2
-1/2
1/2
10
10 2M
2
5
50/7
102/7
x2
1/7
1/7 16/7 + -1/7

M
+M
1/7 2/7 -1/7
x1
6/7
-1/7
45/715
5/7
1/7
4/7
The optimum (Maximum) value of

z = 102/7
and it occurs at
x1 = 45/7, x2 = 4/7, x3 = 0
16
Remarks
If in any iteration, there is a tie for entering
variable between an artificial variable and
other variable (decision, surplus or slack),
we must prefer the non-artificial variable to
enter the basis.
If in any iteration, there is a tie for leaving
variable between an artificial variable and
other variable (decision, surplus or slack),
we must prefer the artificial variable to
leave the basis.
17
If in the final optimal tableau, an

artificial variable is present in the
basis at a non-zero level, this means
our original problem has no feasible
solution.
18
Problem 4(a) Problem Set 3.4A Page 97

Maximize
z 5 x1 6 x2
2 x1 3 x2 3
x1 2 x2 5
6 x1 7 x2 3
x1 , x2 0
19
Introducing slack and artificial variables, s2,

s3, and R1, the LPP is modified as follows:
Maximize
z 5x1 6 x2 MR1

2 x1 3 x2 R1
x1 2 x2
s2
6 x1 7 x2
s3 3
x1 , x2 , R1 , s2 , s3 0
20
Basic z
x1
x2
-5+2M -6-3M
-5
-6
R1
s2
s3
Sol
0
M
0
0
0
0
-3M
0
R1
-2
s2
s3
R1
1/7+
32M/7
-32/7
6/7+ 18/73M/7 12M/7

-3/7
12/7
s2
-12/7
-2/7
29/7
x2
6/7
1/7
3/7
This is the optimal tableau. AsRajesh

R1 is
notlect
zero,
there is NO feasible
P Mishra
12
21
Problem 4(d) Problem Set 3.4A Page 97

Minimize
z 4 x1 6 x2
2 x1 3 x2 3
4 x1 5 x2 10
4 x1 8 x2 5
x1 , x2 0
22
Introducing the surplus and artificial variables,

R1, R2, the LPP is modified as follows:
Minimize z 4 x1 6 x2 M R1 M R2 M R3
2 x1 3 x2
R1
3
4 x1 5 x2
s2 R2 10
4 x1 8 x2
s3 R3 5
x1 , x2 , s2 , s3 , R1 , R2 , R3 0
23
Basic z
x1
x2
s2
s3
R1
R2
R3 Sol.
-4+6M -6+16M -M
-4
-6
0
-M
0
0
-M
0
-M
0 18M
-M
0
R1
-2
R2
-1
10
R3
-1
-1-2M
-M
-3/4 0
+M
3/4 15/4
-2M +8M
R1
-7/2
3/8
-3/8 9/8
R2
3/2
-1
5/8
-5/8 55/8
x2
1/2
-1/8
1/8 5/8
24
Basic z
x1
x2
s2
s3
R1
-3/4 0
+M
R2
R3 Sol.
3/4 15/4
-2M +8M
-1-2M
-M
R1
-7/2
3/8
-3/8 9/8
R2
3/2
-1
5/8
-5/8 55/8
x2
1/2
-1/8
1/8 5/8
-8 +
22M/3
-M
s3
-28/3
8/3
-1
R2
22/3
-1
-5/3
x2
-2/3
1/3
2
0
-8M/3
-M
6
+5M
25
Basic z
x1
x2
s2
s3
R1
R2
-8 +
22M/3
-M
s3
R2
0
0
-28/3
22/3
0
0
0
-1
1
0
8/3
-5/3
0
1
-1
0
3
5
x2
-2/3
1/3
-6/11
2/11 12/11 -M
- M -M
6/11 14/11 -1
s3
-14/11 1
x1
-3/22
x2
2
0
-8M/3
R3 Sol.
-M
6
+5M
126
11
103
11
-5/22 3/22 0
15
22
-1/11 0
2/11 1/11 0
16
26
11
This is the optimal tableau.
The Optimal solution is:
15
16
x1 , x2
22
11
126
And Optimal z = Min z =
11
27

Lect Class 12

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Artificial Variable Techniques

If in a starting simplex tableau, we dont

Rajesh P Mishra lect 12

Suppose a constraint equation i does not

we use a feedback mechanism in which the

Consider the LPP:

Subject to the constraints

Putting this in the standard form, the LPP is:

Subject to the constraints

Introducing the artificial variables, R1,

Subject to the constraints

Now we solve the above LPP by the

Rajesh P Mishra lect 12

-1/2 -1/2 1/2M 1/2-M 15/2

Rajesh P Mishra lect 12

Note that we have got the optimal solution

Rajesh P Mishra lect 12

Problem 5(a) Problem Set 3.4A Page 97

Subject to the constraints

Introducing surplus and artificial variables,

z 2 x1 3x2 5x3 MR1 MR2

Now we solve the above LPP by the Simplex

-2-3M -3+4M 5-2M M

1/7 16/7 + -1/7

Rajesh P Mishra lect 12

The optimum (Maximum) value of

Rajesh P Mishra lect 12

If in the final optimal tableau, an

Rajesh P Mishra lect 12

Problem 4(a) Problem Set 3.4A Page 97

Subject to the constraints

Introducing slack and artificial variables, s2,

Subject to the constraints

6/7+ 18/73M/7 12M/7

This is the optimal tableau. AsRajesh

Problem 4(d) Problem Set 3.4A Page 97

Subject to the constraints

Introducing the surplus and artificial variables,

Rajesh P Mishra lect 12

Rajesh P Mishra lect 12

This is the optimal tableau.

The Optimal solution is:

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