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Test 1 Solution: Problem 1. Simplex Method (9 Points: 2, 2, 2, 3)

The document describes 4 problems involving linear programming concepts: 1) A simplex method problem with a given tableau is presented. The current basic and nonbasic variables and basic feasible solution are identified. The impact of two pivot choices on the objective function value and feasibility is analyzed. 2) A linear programming model is formulated to maximize profit from producing different product sizes at multiple plants, subject to capacity and storage space constraints. 3) A simplex tableau is presented, and it is concluded that the problem is unbounded based on the structure of the tableau. An unbounded feasible solution is provided. 4) A linear program is graphically solved. The objective function is modified in parts b-d to

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96 views

Test 1 Solution: Problem 1. Simplex Method (9 Points: 2, 2, 2, 3)

The document describes 4 problems involving linear programming concepts: 1) A simplex method problem with a given tableau is presented. The current basic and nonbasic variables and basic feasible solution are identified. The impact of two pivot choices on the objective function value and feasibility is analyzed. 2) A linear programming model is formulated to maximize profit from producing different product sizes at multiple plants, subject to capacity and storage space constraints. 3) A simplex tableau is presented, and it is concluded that the problem is unbounded based on the structure of the tableau. An unbounded feasible solution is provided. 4) A linear program is graphically solved. The objective function is modified in parts b-d to

Uploaded by

SIRSHA PATTANAYAK
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Test 1 Solution

Problem 1. Simplex Method (9 points: 2, 2, 2, 3)


During the course of the simplex method, the following tableau is encountered (Z is to be
maximized).

x1 x2 x3 x4 RHS
Z 0 -2 3 0 6
x1 1 1 1 0 3
x4 0 2 1 1 4

a) What are the current basic and nonbasic variables? What is the current basic
feasible solution? What is the objective function value?

Basic variables: x1 and x4


Nonbasic variables: x2 and x3
Basic feasible solution: ( x1 x2 x3 x4 ) = ( 3 0 0 4 )
Objective function value is 6.

b) If you choose x3 as the entering variable and x1 as the leaving variable, what can
you say about the next basic solution (feasible or infeasible, Z increasing or
decreasing)?

Z will decrease; next solution is feasible.

c) If you choose x2 as the entering variable and x1 as the leaving variable, what can
you say about the next basic solution (feasible or infeasible, Z increasing or
decreasing)?

Z will increase; next solution is infeasible.

d) Choosing the correct entering and leaving variables, perform one iteration of the
simplex method. Answer part (a) for the resulting basic solution? Is it optimal?

x1 x2 x3 x4 RHS
Z 0 0 4 1 10
x1 1 0 0.5 -0.5 1
x2 0 1 0.5 0.5 2

Basic variables: x1 and x2


Nonbasic variables: x3 and x4
Basic feasible solution: ( x1 x2 x3 x4 ) = ( 1 2 0 0 )
Objective function value is 10
The solution is optimal because there are no negative entries in row 0.
Problem 2. Modeling (10 points)
A certain corporation has three branch plants with excess production capacity.
Fortunately, the corporation has a new product ready to begin production, and all three
plants have this capability, so some of the excess capacity can be used in this way. This
product can be made in three sizes - large, medium and small - that yield a net unit profit
of $420, $360 and $300 respectively. Plants 1, 2 and 3 have the excess capacity to
produce 750, 900 and 450 units per day of this product, respectively, regardless of the
size or combination of sizes involved.
The amount of available in-process storage space also imposes a limitation on the
production rates of the new product. Plants 1, 2 and 3 have 13,000, 12,000 and 5,000
square feet respectively, of in-process storage space available for a day's production of
this product. Each unit of the large, medium and small sizes produced per day requires
20, 15 and 12 square feet, respectively.
At each plant, some employees will need to be laid off unless most of the plant's excess
production capacity can be used to produce the new product. To avoid layoffs if possible,
management has decided that the plants should use the same percentage of their excess
capacity to produce the new product.
Management wishes to know how much of each size should be produced by each plant to
maximize profit. Formulate a linear programming model for this problem. (Assume that
fractional units are allowed.)

Let xij be the number of units of size j product (j = L, M, S) produced at plant i (i = 1,


2, 3).

The objective is to maximize


Z = 420(x1L + x2L + x3L) + 360(x1M + x2M + x3M) + 300(x1S + x2S + x3S)

subject to the following constraints.

Capacity constraints:
x1L + x1M + x1S ≤ 750
x2L + x2M + x2S ≤ 900
x3L + x3M + x3S ≤ 450

Storage space constraints:


20x1L + 15x1M + 12x1S ≤ 13000
20x2L + 15x2M + 12x2S ≤ 12000
20x3L + 15x3M + 12x3S ≤ 5000

Same capacity percentage constraints:


900(x1L + x1M + x1S) − 750(x2L + x2M + x2S) = 0
450(x2L + x2M + x2S) − 900(x3L + x3M + x3S) = 0

Nonnegativity constraints:
All xij ≥ 0
Problem 3. Simplex Method (3 points)
You have the following simplex tableau:

x1 x2 x3 x4 RHS
Z 0 0 -2 0 10
x1 1 2 0 0 5
x4 0 3 -3 1 4

Can you conclude about this problem whether it is infeasible, has a unique
optimal solution, has multiple optimal solutions, or is unbounded? Briefly justify
your answer. You don’t need any simplex iterations to answer this question.
If you think the problem is unbounded, give a feasible solution of value at least
100. If you think the problem has a unique optimal solution, give that solution. If
you think the problem has multiple optimal solutions, give two optimal solutions.

The coefficient of x3 in row 0 is negative but there are no positive entries in the
column of x3 . This indicates that the problem is unbounded. From row 0 we have
Z = 10 + 2x3 . Thus, to get a feasible solution of value at least 100, we should
increase x3 from its current value 0 to at least 45 (while keeping the other non-
basic variable x2 at 0). When x2 stays at 0, the rows of x1 and x4 can be written as
x1 = 5
-3x3 + x4 = 4
If we take x3 =45 then we get the values of x1 and x4 from these equations:
x1 = 5, x4 = 139.
Thus, ( x1 , x2 , x3 , x4 ) = (5 , 0 , 45 , 139 ) is a solution of value 100.
Problem 4. Solving linear programs graphically (8 points)
You are given the following linear program:

Maximize x1 - x2
Subject to x1 ≤ 4
- x1 + 2x2 ≥ - 2
x1 , x2 ≥ 0

a) Solve the linear program graphically.

The optimal solution is (4, 1) with optimal value 3.


(graphical solution on the board)

b) Change the objective function to make (x1, x2) = (0, 0) an optimal solution.

Minimize x1

c) Change the objective function to make the linear program unbounded.

Maximize x2

d) Change the objective function to have multiple optimal solutions.

Minimize x1

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