13-11-2012, 06:22 PM
Big-M Method
Big-M.ppt (Size: 248 KB / Downloads: 47)
Artificial Variable Technique
This method removes artificial variables from the basis. Here, we assign a large undesirable (unacceptable penalty) coefficients to artificial variables from the objective function point of view. If the objective function (Z) is to be minimized, then a very large positive price (penalty, M) is assigned to each artificial variable and if Z is to be maximized, then a very large negative price is to be assigned. The penalty will be designated by +M for minimization problem and by –M for a maximization problem and also M>0.