Big-M Method The Big-M method of handling instances with artificial variables is the “commonsense approach”. Essentially, the notion is to make the artificial variables, through their coefficients in the objective function, so costly or unprofitable that any feasible solution to the real problem would be preferred, unless the original instance possessed no feasible solutions at all. But this means that we need to assign, in the objective function, coefficients to the artificial variables that are either very small (maximization problem) or very large (minimization problem); whatever this value,let us call it Big M . In fact, this notion is an old trick in optimization in general; we simply associate a penalty value with variables that we do not want to be part of an ultimate solution(unless such an outcome is unavoidable). Indeed, the penalty is so costly that unless any of the respective variables' inclusion is warranted algorithmically, such variables will ...
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