The Evaluation of Parameter M in the Big M Method of Linear Programming

DOI

10.2991/meita-15.2015.8How to use a DOI?

Keywords

linear programming; simplex method; big M method; parameter evaluation

Abstract

In the simplex method of linear programming, there is a big M method (the penalty factor method) for finding an initial feasible basis. The current textbooks of operations research only explain that the big M method is efficient when M is large enough, and never give precise evaluation to the parameter M. This paper determines a constant M0 and proves that the big M method is convergent to an optimal solution of the primal problem when M>M0.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Zhenzhen Song
PY  - 2015/08
DA  - 2015/08
TI  - The Evaluation of Parameter M in the Big M Method of Linear Programming
BT  - Proceedings of the 2015 International Conference on Materials Engineering and Information Technology Applications
PB  - Atlantis Press
SP  - 37
EP  - 40
SN  - 2352-5401
UR  - https://doi.org/10.2991/meita-15.2015.8
DO  - 10.2991/meita-15.2015.8
ID  - Song2015/08
ER  -