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CHARNES BIG-M OR PENALTY METHOD

COMPILED BY DR ARUP ROY CHOUDHURY

ASSOCIATE PROFESSOR

DEPARTMENT OF MATHEMATICS, MALDA COLLEGE

​

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BIG-M METHOD

  •  

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BIG-M METHOD

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BIG-M METHOD

Table 1:

​

​

​

​

​

3

-1

0

0

0

-M

​

B

​

b

​

​

​

​

​

​

-M

​

​

2

2

1

-1

0

0

1

0

​

​

3

1

3

0

1

0

0

0

​

​

4

0

1

0

0

1

0

​

​

-2M-3

-M+1

M

0

0

0

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BIG-M METHOD

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BIG-M METHOD

Table 2:

​

​

​

​

​

3

-1

0

0

0

-M

​

B

​

b

​

​

​

​

​

​

3

​

​

1

1

½

-1/2

0

0

​

0

​

​

2

0

5/2

1/2

1

0

​

0

​

​

4

0

1

0

0

1

​

​

​

0

5/2

-3/2

0

0

​

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BIG-M METHOD

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BIG-M METHOD

Table 3:

​

​

​

​

​

3

-1

0

0

0

-M

​

B

​

b

​

​

​

​

​

​

3

​

​

3

1

3

0

1

0

​

0

​

​

4

0

5

1

2

0

​

0

​

​

4

0

1

0

0

1

​

​

​

0

10

0

3

0

​

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BIG-M METHOD

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BIG-M METHOD

  • (iii) if the basis contain one or more artificial variables at positive level, then there is no feasible solution of the given problem.