Question

We know from Dr. Song that the big-M parameter in an integer programming model should be...

We know from Dr. Song that the big-M parameter in an integer programming model
should be “big enough but not too big”. What happens if your choice of the big-M
parameter is “too big”? What happens if your choice of the big-M parameter is “not
big enough”?

Homework Answers

Answer #1

When we talk about operations research, the Bog M method is commonly utilized for the solution of linear programming problems with the help of the simplex method. The selection of an appropriate value of M is quite important. Ideally, the value of M should be taken 100 times more than the largest value of the any variable in the LP

If the value of M is not big appropriately, it will result in the change of solution space/. While if the value of M is very small then it will result in confusion due to the scaling problem and it will violate the valid constraint On the other hand if the value of M is selected too large, it will result in rounding errors.

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