Results 1 to 2 of 2

Math Help - Big-M Method

  1. #1
    Junior Member
    Joined
    Jan 2010
    Posts
    55

    Big-M Method

    Hello, everyone.
    Again the same problem - what seems to be obvious for everyone, do not seems obvios for me
    So - I have a LP:
    min cx
    s.t. Ax=b, x\geq 0

    I apply the Big M method to get initial basic feasible solution, so I get a LP':
    min cx+M\sum_{i=1}^m{y_i}, where M is large number
    s.t. Ax+y=b, x,y\geq 0
    Simplex algorithm is applied.
    1)In all text-books it is said, that one can easily see, that if LP' has an optimal solution with y\neq 0, then LP is unfeasible. Why is that?
    2)If it is known that LP' is not bounded, then it follows LP is unbounded or unfeasible. What is justification for that?

    Maybe someone can explain or give a hint?
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Junior Member
    Joined
    Jan 2010
    Posts
    55

    Re: Big-M Method

    ok, I think I managed this by myself. One should simply assume the opposite in both cases and then it really comes quite obvious.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 3
    Last Post: March 6th 2010, 04:40 AM
  2. Replies: 5
    Last Post: January 22nd 2010, 06:50 AM
  3. Replies: 2
    Last Post: August 17th 2008, 01:02 PM
  4. Replies: 3
    Last Post: November 3rd 2007, 02:43 PM
  5. Replies: 0
    Last Post: January 4th 2007, 02:29 PM

Search Tags


/mathhelpforum @mathhelpforum