Exam+3 Sample

Exam 3 - ISE 2404 DOR (11) Name:
Section:

1
Exam 3 Sample Questions

Problem 1: Consider the following production LP and the associated optimal tableau.
There are three products, represented by the variables x
1
, x
2
, and x
3
. Two resource are
used to build these products, where b
1
=30 is the amount of the first resource and b
2
=24 is
the amount of the second resource. Assume s
1
and s
2
are the slack variables for the
respective constraints. The objective is to maximize revenue (a familiar scenario).

0 , ,
24 2 2 4
30 2 3 2 . .
10 20 12
3 2 1
3 2 1
3 2 1
3 2 1
>
s + +
s + +
= + +
x x x
x x x
x x x t s
z x x x Max

a) Write the dual of the production LP (use ws for the dual variables and y for the
objective function value).

b) Find the values of and in this tableau using complementary slackness.

z x
1
x
2
x
3
s
1
s
2
RHS
1 0 10/3 200
0 1 2/3 1/3 0 10
0 0 2/3 -2/3 1 4

Section:

2
c) Find the values of , , and in this tableau.

d) Find the optimal dual solution (including slack variables, lets call them u
1
, u
2
and u
3
)
and objective function value (y).

e) Give the optimal values of all primal and dual variables (dont forget z, y and all the
slack variables) when b
1
increases by one.

f) For what range of b
1
values will the current basis remain feasible?

g) How much will the revenue for product 3 (represented by x
3
) have to increase before
it can enter the basis?

h) Provide the optimal solution (for the Primal) if we redesign product 1 (represented by
x
1
) so that it only requires 2 units of the second resource.

Section:

3

i) How much will the revenue for product 2 (represented by x
2
) have to decrease before
the optimal basis must change? Provide the basic variables for the new optimal
solution.

Extra Credit 1: Would it be better for the company to (i) buy 10 units of resource 1 (b
1
=
40) for $40, (ii) buy 10 units of resource 1 and 5 units of resource 2 for $50 (b
1
= 40,
b
2
=29), or (iii) utilize neither option (i) or (ii)? Explain (no credit for guessing).

Section:

4
Problem 2: Consider the following production LP and the associated optimal tableau.
Three products are considered for production, represented by the variables x
1
, x
2
, and x
3
.
These products require three resource, we have b
1
=20 units of the first resource, b
2
=22
units of the second, and b
3
=16 of the third. Assume s
1
, s
2
and s
3
are the slack variables
for the respective constraints. The objective is to maximize revenue (a very familiar
scenario).

0 , ,
16 2 2 2
22 2 2 4
20 2 4 2 . .
11 12 10
3 2 1
3 2 1
3 2 1
3 2 1
3 2 1
>
s + +
s + +
s + +
+ + =
x x x
x x x
x x x
x x x t s
x x x z Max

a) Write the dual of the production LP (use ws for the dual variables and y for the
objective function value).

b) Find the correct values of and for this tableau using complementary slackness.

c) Find the correct values of , , , and for this tableau.

d) Find the optimal primal solution (including slack variables s
1
, s
2
, and s
3
) and objective
function value (z).

z x
1
x
2
x
3
s
1
s
2
s
3
RHS
1 0 0 0 90
0 1 0 1/2 0 -1/2 2
0 0 0 0 1 -1 6
0 0 1 -1/2 0 1 6

Section:

5

e) Find the optimal dual solution (including slack variables, lets call them u
1
, u
2
and u
3
)
and objective function value (y).

f) How would an extra unit of the first resource (increasing b
1
by one) change the optimal
solution? Give the values for all primal variables (including z).

g) How would an extra unit of the first resource (increasing b
1
by one) change the optimal
dual solution? Give the values for all dual variables (including y, the objective function
value, and the slack variables).

Section:

6

h) For what range of b
1

i) How much will the profit for product 1 (represented by x
1
) have to increase before it
can enter the basis?

j) What are the basic variables, B, and B
-1
, for the basis represented in the tableau?

k) Find the shadow price for the second resource.

Section:

7
Extra Credit 2: If 20 extra units of resource 1 (changing b
1
to 40) are up for auction,
what is the most that should be bid? Show your work and justify your answer.

Problem 3: Consider the following LP with unknown coefficient , , and , and the
associated optimal tableau:

x
1
x
2
x
3
s
1
s
2
RHS
0 1.50 0 1.50 3.50
0 0.50 1 0.50 -0.50 5
1 1.25 0 -0.25 0.75 10

a. Write the dual to the given LP.

b. What are the basic variables, B, and B
-1
, for the basis represented in the tableau?

(
=
2 1
2 3
B
(
75 . 0 25 . 0
5 . 0 5 . 0
1
B

c. Find the objective function value for the solution represented in the tableau.

0 , ,
25 1 2
35 3 2 . .
8 10 max
3 2 1
3 2 1
3 2 1
3 2 1
>
s + +
s + +
+ +
x x x
x x x
x x x t s
x x x
_
|
o
0 ,
8 3
10 2 2 . .
25 35 in
2 1
2 1
2 1
2 1
2 1
>
> +
> +
> +
+
w w
w w
w w
w w t s
w w m
o _ |

Section:

8

d. Find the values of the unknown coefficient , , and (6)

e. Find the shadow price for the second constraint.

f. What is the complementary dual solution (including slack variables) to the primal
solution found in the tableau?

g. True or false: Adding a new constraint can increase the optimal z-value.

h. True or false: Adding a new variable (i.e., product) can decrease the optimal z-value.

i. The RHS of the first constraint has a value of b
1
= 35. Over what range of b
1
values will
the current basis remain optimal?

Section:

9
j. The x
2
-variable is non-basic. To what value must we change x
2
s cost coefficient
(currently set to ) for it to enter the basis?

Problem 4: Consider the following production LP and the associated tableau. Three
products are considered for production, represented by the variables x
1
, x
2
, and x
3
. These
products require the same two scarce resources. The objective is to maximize profit (a
very familiar scenario).

0 , ,
20 b , constraint 2 Resource 20 1 1 2
24 b , constraint 1 Resource 24 3 2 2 . .
8 6 10
3 2 1
2 3 2 1
1 3 2 1
3 2 1
>
= s + +
= s + +
+ +
x x x
x x x
x x x t s
x x x Max

a. Write the dual for this LP.

b. What is the optimal dual solution (including slack variables)?

x
1
x
2
x
3
s
1
s
2
RHS
0 0 3/2 7/2 106
1 0 -1/4 3/4 9
0 1 1/2 -1/2 2

Section:

10
c. Find the values of , , and .

d. How much would an extra unit of the first resource (increasing b
1
by one) increase the
objective function value?

e. How much would an extra unit of the first resource (increasing b
1
by one) increase x
1
?

f. How much would an extra unit of the first resource (increasing b
1
by one) increase x
3
?

Section:

11
g. For what range of b
1

h. How much will the profit for product 1 (represented by x
1
) have to decrease before x
2

can enter the basis?

Problem 5: Consider the following primal LP. The dual has an optimal solution of w
1
=
8, w
2
= 0. Find the optimal solution and objective function value for the primal.

0 ,
: 15 1 2
: 6 2 1 . .
6 8
2 1
2 2 1
1 2 1
2 1
>
s +
s +
+
x x
w x x
w x x t s
x x Max

Section:

12

Solutions
Problem 1: BV={
} [

]
[ ]
[

]
a.

b.

By CS:

c.
] [
] [

] [
] [
]
[

] [

] [
] [

] [
]
d.
, y=200

e.
] [

] [

, z = 200+20/3 = 620/3
, y = 620/3

f. .
] [

] [

] [
]

Section:

13

g.

h.
] [
] [
] [
] [
] =
[ ] [

The solution remains optimal.

i. .
]
[
] [

OR

]
[
] [

OR
]
[
] [

So
have to decrease more than 2 to change the optimal basis.

Extra Credit 1:
i.
] [
] [
[

] [

Section:

14

Leave
and enter
, new optimal tableau is as following:

ii.
] [
] [
[

] [

So choose option (ii).

Problem 2: a.

z x1 x2 x3 s1 s2 rhs
1 1.33 0 3.33 20/3 0 800/3
0 0.67 1 0.66 0 40/3
0 2.66 0 0.66 -0.66667 1 -2.66667
z x1 x2 x3 s1 s2 rhs
1 84/3 0 3 0 10 240
0 2 1 1 0 0.5 12
0 -4 0 -1 1 -1.5 4
z x
1
x
2
x
3
s
1
s
2
s
3
RHS
1 0 0 0 90
0 1 0 1/2 0 -1/2 2
0 0 0 0 1 -1 6
0 0 1 -1/2 0 1 6

Section:

15

b. Let
be the slack variables for the dual problem. From the optimal primal
tableau we see that
. Moreover, since
, then
. We can find the remaining missing variables by solving the following system
of equations:

{

c.
{
[

]

[
[

] [
] [
[

] [
]

d.

e.
By complementary slackness, we know that:

Replacing the values that are zero in the dual constraints yields the following system of
equations:

{

Section:

16

Therefore, the optimal solution for the dual is:

f.
[

] [

] [
[

] [

New optimal solution:

Or obtain directly from the tableau

g.
Changing
by one unit is equivalent to changing the coefficient of
by one unit. The

optimal values for the dual variables will not be affected. Only the optimal objective
value will change (now to 181/2, just as in the previous exercise):

h.
] [
] {

{

For any value between 16 and 32.

Section:

17
i.
[

] [

The coefficient would have to be greater than or equal to 11, implying that it would have
to increase by at least 1 unit.

j.
{
}

[

]
[

]

k.
The shadow price for the second resource is zero. We already have sufficient units of
resource 2, increasing it will not increase the optimal objective function value.

Extra Credit 2:
We know from question H that after 32 units of resource 1, our tableau will turn
infeasible. First, compute the new RHS and objective function value:

[

] [
]=
[

] [
]
The new tableau will be:

z x
1
x
2
x
3
s
1
s
2
s
3
RHS
1 1 0 0 1/2 0 5 100
0 0 1 0 1/2 0 -1/2 12
0 2 0 0 0 1 -1 6
0 1 0 1 -1/2 0 1 -4

Section:

18
The variable
needs to leave the basis, as it has a negative RHS. In addition,
will
enter the basis, as this is the only variable with a negative number in the pivot row.

z x
1
x
2
x
3
s
1
s
2
s
3
RHS

1 2 0 1 0 0 6 96

0 1 1 1 0 0 1/2 8

0 2 0 0 0 1 -1 6

0 -2 0 -2 1 0 -2 8

The new optimal objective value will be 96, a change in profit of 6 units. In conclusion,
the maximum bid for those 20 extra units of resource 1 is $6.

3. a.

b. BV = {x
3
, x
1
}
c. 10x
1
+ 8x
3
=100+40=140

d.
(
=
(
25 . 1
5 . 0
1
_
|
B
(
=
(
=
(
3
4
25 . 1
5 . 0
2 1
2 3
_
|

| | 15 5 . 1
25 . 1
5 . 0
10 8
2 2
1
= =
(
o o c a B c
B

e. 3.5

f. w
1
=1.5, w
2
=3.5, v
1
=0, v
2
=1.5 , v
3
=0

g. False

h. False

0 ,
8 3
10 2 2 . .
25 35 in
2 1
2 1
2 1
2 1
2 1
>
> +
> +
> +
+
w w
w w
w w
w w t s
w w m
o _ |

Section:

19
i.
(
A +
(
25
35
75 . 0 25 . 0
5 . 0 5 . 0
1
b B
(
A
A +
=
2 / ) 40 (
2 / ) 10 (

10 0 2 / ) 10 ( > A > A +
40 0 2 / ) 40 ( s A > A
75 25 40 10
1
s s s A s b

j.
0
2 2
1
s
c a B c
B
| | 0
25 . 1
5 . 0
10 8
2
s
(
c 5 . 16
2
> c

Problem 4:

0 , ,
20 b , constraint 2 Resource 20 1 1 2
24 b , constraint 1 Resource 24 3 2 2 . .
8 6 10
3 2 1
2 3 2 1
1 3 2 1
3 2 1
>
= s + +
= s + +
+ +
x x x
x x x
x x x t s
x x x Max

a.
1 2
1 2
1 2
1 2
1 2
Min 24 20
st 2 2 10
2 1 6
3 1 8
, 0
w w
w w
w w
w w
w w
+
+ >
+ >
+ >
>

b.
1 2 1 2 3
1.5, 3.5, 0, 0.5, 0 w w e e e = = = = =

x
1
x
2
x
3
s
1
s
2
RHS
0 0 3/2 7/2 106
1 0 -1/4 3/4 9
0 1 1/2 -1/2 2

Section:

20
c.

1
2
1
2 2
1/ 4 3/ 4 2 1/ 4
1/ 2 1/ 2 1 1/ 2
1/ 4
[10,8] 6 1/ 2
1/ 2
B
B a
c B a c
|
t
o
( ( ( (
= = =
( ( ( (

(
= = =
(

d. 3/2

e. -1/4

f. 1/2

g.

1 1 1
1
1
/ 4 15 1/ 4 3/ 4
0
/ 2 10 1/ 2 1/ 2 20
20 60
b b
B b
b
b
+ ( ( (
= = >
( ( (

s s

h.
1
2 2
1/ 4
[10 ,8] 6 0.5 0
1/ 2 4
2
B
c B a c
( A
= A = s
(

A >

Problem 5:

dual
1 2
1 2
1 2
1 2
6 15
. . 1 2 8 (1)
2 1 6 (2)
, 0
Min w w
s t w w
w w
w w
+
+ >
+ >
>

(1) objective function value for primal = objective function value for dual = 48.

(2) Since (2) is not binding,
2
0 x =
(3)
2
1
48 6
6
8
x
x

= =

Exam+3 Sample

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Exam+3 Sample

Uploaded by

Copyright:

Available Formats

Exam 3 - ISE 2404 DOR (11) Name:

have to decrease more than 2 to change the optimal basis.

, new optimal tableau is as following:

by one unit is equivalent to changing the coefficient of

by one unit. The

needs to leave the basis, as it has a negative RHS. In addition,

You might also like