Big-M Method (Edexcel A-Level Further Mathematics): Flashcards

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Big-M Method
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What is the Big-M method for?

Alternative to two-stage Simplex for ≥\geq or == constraints

Big-M: penalty for artificial variables

Very large penalty MM in objective function

MM coefficient for maximisation problems

Negative coefficient (e.g., −M-M)

MM coefficient for minimisation problems

Positive coefficient (e.g., +M+M)

Variable added for ≤\leq constraint

Slack variable

Variables added for ≥\geq constraint

Surplus variable and artificial variable

Artificial variables requirement for optimal solution

Must exit the basis

Common mistake with MM-term signs in maximisation

Using +M+M instead of −M-M

Big-M method Step 2

Modify objective function to include MM terms

Big-M objective function formula

Z=original objective−M(artificial vars)Z = \text{original objective} - M(\text{artificial vars})

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