DS 523

Spring 2004
Exam 1 Name: KEY

Show all your work.

1. 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 Value Reduced Costs

X1 140.000 0.000
X2 0.000 10.000
X3 80.000 0.000

Constraint Slack/Surplus Dual Prices

1 0.000 1.000
2 0.000 2.333

OBJECTIVE COEFFICIENT RANGES

Variable Lower Limit Current Value Upper Limit

X1 19.286 25.000 45.000

X2 No Lower Limit 30.000 40.000
X3 8.333 15.000 50.000

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RIGHT HAND SIDE RANGES

Constraint Lower Limit Current Value Upper Limit

1 666.667 1200.000 4000.000

2 450.000 1500.000 2700.000

a. Give the optimal solution.

x1 = 140
x2 = 0 Objective Function Value = 4700
x3 = 80

b. Which constraints are binding?

4(140) + 5(0) + 8(80) 1200

1200 1200 binding

9(140) + 15(0) + 3(80) < 1500

1500 <1500 binding

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

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2. The optimal solution of the linear programming problem is at the
intersection of constraints 1 and 2.

Max 2x1 + x2 c1/c2 = - 2

s.t. 4x1 + 1x2 400 a1/a2 = - 4
4x1 + 3x2 600 a1/a2 = - 4/3
1x1 + 2x2 300
x1 , x2 0

a. Over what range can the coefficient of x1 vary before the current solution is
no longer optimal?

- 4 - c1/1 -4/3 4/3 c1 4

b. Over what range can the coefficient of x2 vary before the current solution is
no longer optimal?

- 4 - 2/c2 - 4/3 4/3 2/c2 4

1/4 c2/2 3/4 1/2 c2 3/2

c. Compute the dual prices for the three constraints.

Optimal solution:
4x1 +x2 = 400 x2 = 400 - 4x
4x1 + 3x2 = 600 4x1 + 1200 - 12x1 = 600 x1 = 75
x2 = 400 - 4(75) = 100
Z = 2(75) + 100 = 250

Dual price for 1st constraint:

4x1 + x2 = 401 x2 = 401 - 4x1
4x1 + 3x2 = 600 4x1 + 1203 - 12x1 = 600 x1 = 75.375
x2 = 401 - 4(75.375) = 99.5
Z1 = 2(75.375) + 99.5 = 250.25

Dual price = 250.25 - 250 = .25

Dual price for the 2nd constraint:

4x1 + x2 = 400 x2 = 400 - 4x1
4x1 + 3x2 = 601 4x1 + 1200- 12x1 = 601 x1 = 74.875
x2 = 400 - 299.5 = 100.5

Z2 = 2(74.875) + 100.5 = 250.25

Dual price = Z2 - Z = 250.25 - 250 = .25

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Multiple Choice Questions
Select the best answer.

1. If a decision variable is not positive in the optimal solution, its reduced cost is
a. what its objective function value would need to improve before it
could become positive.
b. the amount its objective function value would need to improve before
it would become positive.
c. zero.
d. its dual price.

2. The range of feasibility measures.

a. the right-hand-side values for which the objective function value will
not change.
b. the right-hand-side values for which the values of the decision
variables will not change.
c. the right-hand-side values for which dual prices will not change.
d. each of the above is true.

3. 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.

4. Which of the following statements is NOT true?

a. A feasible solution satisfies all constraints.
b. An optimal solution satisfies all constraints.
c. An infeasible solution violates all constraints.
d. A feasible solution point does not have to lie on the boundary of the
feasible region.

5. Slack
a. is the difference between the left and right sides of a constraint.
b. is the amount by which the left side of a constraint is smaller than
the right side.
c. is the amount by which the left side of a constraint is larger than the
right side.
d. exists for each variable in a linear programming problem.

6. 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.

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 c. constraint coefficient.
d. slack value.

7. A constraint that does not affect the feasible region is a

a. non-negativity constraint.
b. redundant constraint.
c. standard constraint.
d. slack constraints.

8. In a linear programming problem, the objective function and the constraints

must be linear functions of the decision variables.
a. True b. False

9. The standard form of a linear programming problem will have the same
solution as the original problem.
a. True b. False

10. An optimal solution to a linear programming problem can be found at an

extreme point of the feasible region for the problem.
a. True b. False

11. The point (3, 2) is feasible for the constraint 2x1 + 6x2 30.
a. True b. False