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Big-M method max:P=2x₁+5x₂
Short answer
Add slack, surplus, and artificial variables, then apply the Big-M simplex method. The optimal solution is Maximum P = 41 at x₁ = 8, x₂ = 5.
Solve the following linear programming problem using the Big-M method: Maximize P = 2x₁ + 5x₂ subject to x₁ + 2x₂ ≤ 18, 2x₁ + x₂ ≥ 21, x₁, x₂ ≥ 0.
Step 1: Make the problem ready for the simplex method.
- Constraint 1 is ≤: add slack variable s₁.
- Constraint 2 is ≥: subtract surplus variable s₂ and add artificial variable A₁.
Artificial variables carry a cost of −M in the objective, where M is a very large positive number, so that the simplex method drives them out of the basis.
Maximize P = 2x₁ + 5x₂ − M·A₁
subject to
x₁ + 2x₂ + s₁ = 18
2x₁ + x₂ − s₂ + A₁ = 21
Step 2: Initial solution. Basic variables: the slack variables (for ≤ rows) and the artificial variables (for ≥ and = rows).
Step 3: Simplex tables. An artificial variable's column is dropped as soon as it leaves the basis. Cj − Zj entries contain M, and the large-M part decides which variable enters.
Table 1
Cj 2 5 0 0 -M
Basis CB x₁ x₂ s₁ s₂ A₁ b Ratio
-----------------------------------------
s₁ 0 1 2 1 0 0 18 18
A₁ -M 2 1 0 -1 1 21 21/2
-----------------------------------------
Zj -2M -M 0 M -M -21M
Cj-Zj 2+2M 5+M 0 -M 0
Entering: x₁ Leaving: A₁ Pivot = 2
Table 2
Cj 2 5 0 0
Basis CB x₁ x₂ s₁ s₂ b Ratio
--------------------------------------
s₁ 0 0 3/2 1 1/2 15/2 5
x₁ 2 1 1/2 0 -1/2 21/2 21
--------------------------------------
Zj 2 1 0 -1 21
Cj-Zj 0 4 0 1
Entering: x₂ Leaving: s₁ Pivot = 3/2
Table 3
Cj 2 5 0 0
Basis CB x₁ x₂ s₁ s₂ b
-------------------------------
x₂ 5 0 1 2/3 1/3 5
x₁ 2 1 0 -1/3 -2/3 8
-------------------------------
Zj 2 5 8/3 1/3 41
Cj-Zj 0 0 -8/3 -1/3
Step 4: Optimality. All Cj − Zj ≤ 0 and no artificial variable remains in the basis, so the solution is optimal and feasible.
Answer: x₁ = 8, x₂ = 5, and Maximum P = 41.
✓ Answer checked by Claude Opus 5.5 (high effort)
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