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Spring 2004
Final exam
Name:
The following linear programming problem has been solved by The Management
Scientist. Use the output to answer the questions.
LINEAR PROGRAMMING PROBLEM
MAX 25X1+30X2+15X3
S.T.
1) 4X1+5X2+8X3<1200
2) 9X1+15X2+3X3<1500
OPTIMAL SOLUTION
Objective Function Value =
Variable
---------X1
X2
X3
Value
-------140.000
0.000
80.000
Constraint
------------1
2
Slack/Surplus
---------------0.000
0.000
4700.000
Reduced Costs
-----------------0.000
10.000
0.000
Dual Prices
-------------1.000
2.333
Lower Limit
Current Value Upper Limit
------------------------------ --------------19.286
25.000
45.000
No Lower Limit
30.000
40.000
8.333
15.000
50.000
Lower Limit
--------------666.667
450.000
The following linear programming problem has been solved by the Management
Scientist. Use the output to answer the questions
LINEAR PROGRAMMING PROBLEM
MAX 25X1+30X2+15X3
S.T.
1) 4X1+5X2+8X3<1200
2) 9X1+15X2+3X3<1500
OPTIMAL SOLUTION
Objective Function Value = 4700.000
Variable
X1
X2
X3
Constraint
1
2
Value
Reduced Costs
140.000
0.000
80.000
Slack/Surplus
0.000
0.000
0.000
10.000
0.000
Dual Prices
1.000
2.333
Lower Limit
Current Value
Upper Limit
X1
X2
X3
19.286
No Lower Limit
8.333
25.000
30.000
15.000
45.000
40.000
50.000
Lower Limit
1
2
a.
Upper Limit
1200.000
1500.000
4000.000
2700.000
666.667
450.000
Give the optimal solution.
x1 = 140
x2 = 0
x3 = 80
b.
Current Value
c.
What is the dual price for the second constraint? What interpretation does
this have?
Dual price 2 = 2.33. A unit increase in the right-hand side of constraint 2
will increase the value of the objective function by 2.33
d.
Over what range can the objective function coefficient of x2 vary before a
new solution point becomes optimal?
As long as c2 < 40 the solution will be unchanged.
e.
By how much can the amount of resource 2 decrease before the dual price
will change?
1500 450 = 1050
2.
2x1 + x2
4x1 + 1x2
4x1 + 3x2
1x1 + 2x2
x1 , x2
<
<
>
400
600
300
0
a. Over what range can the coefficient of x1 vary before the current
no longer optimal?
- 4 - c1/1 -4/3
solution is
4/3 c1 4
b. Over what range can the coefficient of x2 vary before the current
no longer optimal?
- 4 - 2/c2 - 4/3
4/3 2/c2 4
1/2 c2 3/2
solution is
x2 = 400 - 4x
4x1 + 1200 - 12x1 = 600
x2 = 400 - 4(75) = 100
Z = 2(75) + 100 = 250
x1 = 75
x2 = 401 - 4x1
4x1 + 1203 - 12x1 = 600
x1 = 75.375
x2 = 401 - 4(75.375) = 99.5
Z1 = 2(75.375) + 99.5 = 250.25
x1 = 74.875
3.
x1
3
1/2
0
cB
4
5
zj
cj - zj
x2
4
1
0
x3
5
0
1
s1
0
1/2
-1/4
s2
0
-1/2
1
6
3
Basis
cB
x1
x3
3
5
x1
4
1
0
x2
5
2
0
zj
cj zj
3
0
6
-2
x3
0
0
1
s1
0
1
-1/4
5
0
7/4
-7/4
51
s2
-1
1
12
3
2
-2
36 + 15 = 51
4.
10x1 + 12x2
s.t.
1x1 + 2x2 40
5x1 + 8x2 160
1x1 + 1x2 40
x1, x2 0
a.
Basis
x2
x1
s3
x1
x2
Basis
cB
10
12
x2
12
0
1
x1
10
1
0
s3
0
0
0
zj
10
12
cj - zj
0
0
Find the range of optimality for c2
cB
c2
10
0
2.5 c2 - 40 0
10
0
1
0
x1
c2
1
0
0
10
0
x2
0
-2.5
4
-1.5
s2
0
-.5
1
-.5
4
-4
s2
-.5
1
-.5
0
0
1
c2 -2.5c2+40 -.5c2+10
2.5c2-40
.5c2-10 0
2.5 c2 40
c2 16
.5 c2 10 0
c2 20
Range of optimality (- , 16)
b.
s1
s1
0
-2.5
4
-1.5
10
-10
s3
0
0
0
1
0
0
s3
20
0
20
0
20
0
20
240
5.
Does the solution shown in this simplex tableau represent a special case? If yes,
which one and why?
Basi
s
a1
x3
x1
x2
x3
s1
s2
a1
cB
-M
-M
5
-3
1
-1
1/2
0
1
-1
0
-2
1/2
1
0
zj
5+3M
2.5+M
2.5+2M
-M
cj - zj
-4-3M
-.5-M
-M
-2.5-2M
4
4
4M+2
0
Yes, infeasible solution since artificial variable a2 remains in the final solution at a
positive value.
6.
Write the linear programming problem for the following network representing a
transportation problem.
100
1
6
200
250
250
4
2
2
3
150
6
9
50
Min
s.t.
7. Consider the network below. What is the shortest-route path from node 1 to node
7? Give the permanent label for each node and the shortest route with its
corresponding distance.
4
6
10
1
12
[10,1]
3
9
[0,s]
[17,4]
12
7
3
4 [14,2]
10
[12,1]
7
3
6
[20,4]
7
3
[21,3]
8.
a.
Q* =
b.
c.
2 DC 0
Ch
2(50)(360)(42)
935.41
.24(7.20)
DDLT is N(200,10)
Note; this is daily demand for the lead time. Since the lead time is 4 days,
then the average will be (4)(50)=200, and standard deviation will be
4 (5) 10.
c.
If a decision variable is not positive in the optimal solution, its reduced cost is
a.
the amount by which left side of a < constraint is smaller than the right
side.
b.
the amount its objective function value would need to improve before it
could become positive.
c.
zero.
d.
its dual price.
ANSWER:
b
2.
The amount that the objective function coefficient of a decision variable would
have to improve before that variable would have a positive value in the solution is
the
a.
dual price.
b.
surplus variable.
c.
reduced cost.
d.
upper limit.
ANSWER:
c
4.
The improvement in the value of the objective function per unit increase in a
right-hand side is the
a.
sensitivity value.
b.
dual price.
c.
constraint coefficient.
d.
slack value.
ANSWER:
b
5.
A constraint that does not affect the feasible region is a
a.
non-negativity constraint.
b.
redundant constraint.
c.
standard constraint.
d.
slack constraints.
ANSWER:
b
6.
In a linear programming problem, the objective function and the constraints must
be linear functions of the decision variables.
a.
True
b.
False
ANSWER:
True
7.
A minimization problem with four decision variables, two greater-than-or-equalto constraints, and one equality constraint will have
a.
2 surplus variables, 3 artificial variables, and 3 variables in the basis.
b.
4 surplus variables, 2 artificial variables, and 4 variables in the basis.
c.
3 surplus variables, 3 artificial variables, and 4 variables in the basis.
d.
2 surplus variables, 2 artificial Variables, and 3 variables in the basis.
ANSWER:
a
9.
ANSWER:
11.
The problem which deals with the distribution of goods from several sources to
several destinations is the
a.
network problem
b.
transportation problem
c.
assignment problem
d.
transshipment problem
ANSWER:
b
12.
A network uses nodes and arcs to represent geographical locations and the units
transferred between them.
a.
True
b.
False
ANSWER:
True
14.
In a model, x1 > 0 and integer, x2 > 0, and x3 = 0,1. Which solution would not be
feasible?
a.
x1 = 5, x2 = 3, x3 = 0
b.
x1 = 4, x2 = .389, x3 = 1
c.
x1 = 2, x2 = 3, x3 = .578
d.
x1 = 0, x2 = 8, x3 = 0
ANSWER:
c
16.
17.
For the inventory model with planned shortages, the optimal order quantity results
in
a.
annual holding cost = annual ordering cost.
b.
annual holding cost = annual backordering cost.
c.
annual ordering cost = annual holding cost + annual backordering cost.
d.
annual ordering cost = annual holding cost annual backordering cost.
ANSWER:
c
19.