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Big-M method max:Z=2x₁+x₂
Short answer
The problem is solved by Big-M method: introduce artificial variable A1 for the ≥ constraint with cost −M. After simplex iterations, optimal solution is x1 = 4, x2 = 6, max Z = 14.
Solve the following linear programming problem by the simplex method using the Big-M method: Maximize Z = 2x₁ + x₂ subject to x₁ + x₂ ≤ 10, −x₁ + x₂ ≥ 2, 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 Z = 2x₁ + x₂ − M·A₁
subject to
x₁ + x₂ + s₁ = 10
−x₁ + x₂ − s₂ + A₁ = 2
Step 2: Initial solution. Put x₁ = x₂ = s₂ = 0. The basic variables are the slack s₁ = 10 (from the ≤ row) and the artificial A₁ = 2 (from the ≥ row).
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 1 0 0 -M
Basis CB x₁ x₂ s₁ s₂ A₁ b Ratio
---------------------------------------
s₁ 0 1 1 1 0 0 10 10
A₁ -M -1 1 0 -1 1 2 2
---------------------------------------
Zj M -M 0 M -M -2M
Cj-Zj 2-M 1+M 0 -M 0
Entering: x₂ Leaving: A₁ Pivot = 1
Table 2
Cj 2 1 0 0
Basis CB x₁ x₂ s₁ s₂ b Ratio
--------------------------------
s₁ 0 2 0 1 1 8 4
x₂ 1 -1 1 0 -1 2 -
--------------------------------
Zj -1 1 0 -1 2
Cj-Zj 3 0 0 1
Entering: x₁ Leaving: s₁ Pivot = 2
Table 3
Cj 2 1 0 0
Basis CB x₁ x₂ s₁ s₂ b
-------------------------------
x₁ 2 1 0 1/2 1/2 4
x₂ 1 0 1 1/2 -1/2 6
-------------------------------
Zj 2 1 3/2 1/2 14
Cj-Zj 0 0 -3/2 -1/2
Step 4: Optimality. All Cj − Zj ≤ 0 and no artificial variable remains in the basis, so the solution is optimal and feasible.
Answer: x₁ = 4, x₂ = 6, and Maximum Z = 14.
✓ Answer checked by Claude Opus 5.5 (high effort)
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