Big M method

In operations research, the Big M method is a method of solving linear programming problems using the simplex algorithm. The Big M method extends the simplex algorithm to problems that contain 'greater-than' constraints. It does so by associating the constraints with large negative constants which would not be part of any optimal solution, if it exists. In operations research, the Big M method is a method of solving linear programming problems using the simplex algorithm. The Big M method extends the simplex algorithm to problems that contain 'greater-than' constraints. It does so by associating the constraints with large negative constants which would not be part of any optimal solution, if it exists.