Mathematics, 14.09.2019 02:30 dmperez1213

The big-m method is an adaptation of the simplex algorithm which is used as an alternative to the two-phase simplex method. the pseudo-code for the big-m method is as follows: algorithm big-m input: an lp in canonical form with objective maxz = f(x) and artiﬁcial variables output: an optimal solution to the lp or a statement that the lp is infeasible or unbounded 1: let m be a very large constant 2: modify the objective of the lp to maxz0 = f(x)−mpp i=1 yi 3: employ the standard simplex algorithm to solve the lp with the modiﬁed objective. the optimality criterion is satisﬁed when there are no more negative reduced costs in the columns of the non-artiﬁcial variables
solve the following lp by using the big-m method
minz = 2x1 + 3x2 −5x3
s. t.
x1 + x2 + x3 = 7
2x1 −5x2 + x3 ≥ 10
x1,x2,x3 ≥ 0

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The big-m method is an adaptation of the simplex algorithm which is used as an alternative to the tw...

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