Big M Method Ecb844
1. **State the problem:**
We want to minimize the objective function $$Z = 5x_1 + 3x_2$$ subject to the constraints:
$$2x_1 + 4x_2 \leq 12$$
$$2x_1 + 2x_2 = 10$$
$$5x_1 + 2x_2 \geq 10$$
$$x_1, x_2 \geq 0$$
2. **Penalty (Big-M) method overview:**
This method converts inequalities and equalities into equations by adding slack, surplus, and artificial variables. Artificial variables are penalized in the objective function with a large positive constant $M$ to force them out of the solution.
3. **Convert constraints:**
- For $$2x_1 + 4x_2 \leq 12$$ add slack variable $s_1 \geq 0$:
$$2x_1 + 4x_2 + s_1 = 12$$
- For $$2x_1 + 2x_2 = 10$$ add artificial variable $a_1 \geq 0$:
$$2x_1 + 2x_2 + a_1 = 10$$
- For $$5x_1 + 2x_2 \geq 10$$ subtract surplus variable $s_2 \geq 0$ and add artificial variable $a_2 \geq 0$:
$$5x_1 + 2x_2 - s_2 + a_2 = 10$$
4. **Formulate the modified objective function:**
Since we minimize $Z$, add penalty terms for artificial variables:
$$Z = 5x_1 + 3x_2 + M a_1 + M a_2$$
where $M$ is a very large positive number.
5. **Set up the initial simplex tableau:**
Variables: $x_1, x_2, s_1, s_2, a_1, a_2$
6. **Solve using simplex method:**
- Start with basic variables $s_1, a_1, a_2$
- Perform pivot operations to remove artificial variables from basis
- Continue iterations until no artificial variables remain or their values are zero
7. **Interpret the solution:**
- If artificial variables are zero in the optimal solution, the original problem is feasible.
- The values of $x_1$ and $x_2$ at optimality minimize $Z$.
**Summary:**
- Introduce slack, surplus, and artificial variables.
- Modify objective with big penalty $M$ for artificial variables.
- Use simplex to solve.
- Check artificial variables to confirm feasibility.
This method ensures constraints are met while minimizing $Z$.