Instructions:

Attempt ALL questions. Unless otherwise specied, numerical answers should be either exact
or correct to 3 signicant gures.

Hint: The matrix equations for the initial tableau and any subsequent tableau are respectively
given by:



1 c 0 4 Zx 5 = Z0
0 A I
b
xs
2
3
 Z


1 y A c y 4 x 5 = y b Z0
0 SA S
Sb
xs


where y = cB S and S = B 1 .

Question 1 (30 marks).

Consider the following primal problem (P ), where the value of k (k  0) has not yet been given:
Minimize Z = 11x1
subject to
3x1
7x1
4x1

+ 3x2
+ 2x2  k
+ 2x2  18
+ x2  10
x1  0, x2  0.

(1)
(2)
(3)

The optimal basis of the big-M simplex tableau for problem (P ) is given by
2

x2
4
xB = e1 5 ;
x1
where e1 is the excess variable of the functional constraint 1.
(a) (14 marks) Using the fundamental insight, determine S of the optimal big-M simplex
tableau for problem (P ). Hence prove that k  10 and the optimal solution to problem (P )
is (x1 ; x2) = (2; 2). Show you work clearly.
(b) (3 marks) If k < 10, determine which of the functional constraints in problem (P ) is/are
binding at (x1 ; x2 ) = (2; 2).
(c) (4 marks) Let yi be the dual variable associated with the functional constraint i
(i = 1; 2; 3) of the primal problem (P ). Construct the dual problem (D) in terms of k.
(d) (9 marks) If k < 10, determine the optimal solution for (y1; y2; y3) to the dual problem (D)
by the complementary slackness property. Show your work clearly.
(Note: Calculating y by the formula cB S will get 0 marks.)

Question 2 (30 marks).

Consider the following problem (P1):

Maximize Z = 8x1 + 15x2
subject to
5x1 + 9x2  33
x1 + 2x2  7
x1  0; x2  0:

(1)
(2)

By letting s1 and s2 be the slack variables for the respective functional constraints, the simplex
method yields the following optimal simplex tableau:
Basic
Variable Z
Z
1
x1
0
x2
0

Coecient of:

x1
0
1
0

x2
0
0
1

s1

1
2
1

Right-Hand
s2
Side
3
54
9
3
5
2

(a) (3 marks) If you were to choose between increasing the right-hand-side of the rst and
second functional constraints by 0.1 unit, which one would you choose? Why? What is
the eect of this increase on the optimal value of the objective function? (Note: You can
assume that the optimal basis will not be aected by the change.)
(b) (13 marks) Consider the following problem (P2 ):
Maximize Z = 8x1 + 15x2 + 8x3
subject to
5x1 + 9x2 + 4x3  33
x1 + 2x2 + x3  7
x1  0; x2  0; x3  0:

(1)
(2)

Note that problem (P2) is obtained by introducing the new variable x3 to problem (P1 ).
Using the information provided in the optimal simplex tableau for problem (P1 ),
determine ALL optimal solutions for (x1 ; x2; x3 ) and the associated optimal value for Z
for problem (P2) by re-optimization. (Note: Solving problem (P2) directly will get
0 marks.)
(c) (14 marks) Consider the following problem (P3 ):
Maximize Z = 8x1 + 15x2
subject to
5x1 + 9x2  33
x1 + 2x2  7
x1 + x2  3
x1  0; x2  0:

(1)
(2)
(3)

Note that problem (P3 ) is obtained by introducing the third functional constraint to
problem (P1 ). Let s3 be the slack variable for the third functional constraint. Using
the information provided in the optimal simplex tableau for problem (P1), determine
the optimal solution for (x1 ; x2) and the associated optimal value for Z for problem (P3 )
by the dual simplex method. (Note: Solving problem (P3) directly will get 0 marks.)

Question 3 (15 marks).

Consider the following primal problem (P ), where the value of k ( 1 < k < 1) has not yet
been given:
Maximize Z = 9x1 + x2 + 2x3
subject to
2x1 + x2 + x3  k (1)
3x1
2x2 + x3 = 5 (2)
x1  0; x2  0; x3  0:
(a) (5 marks) Let W be the dual objective function, and yi be the dual variable associated
with the functional constraint i (i = 1; 2) of the primal problem (P ). Construct the dual
problem (D) in terms of k.
(b) (5 marks) Let k = 1. Use the graphical method to determine the optimal solution for
(y1; y2) to the dual problem (D) and the associated optimal value for W . (Note: Plot the
graph on a graph paper.)
(c) (5 marks) Use the graphical method to determine the range of values of k for which
the basis in (b) remains feasible and optimal. Indicate the equations on the lines for all
extreme cases clearly on the graph plotted in (b).

Question 4 (15 marks).

Consider the transportation problem having the following parameter (cost and requirement)
table:
Destination (j )
Source (i)
1
2
Supply (si)
1
5
7
5
2
4
8
3
Demand (dj )
4
2
Let Z denote the total shipping cost; and let xij (i = 1; 2; j = 1; 2) be the number of units to
be shipped from source i to destination j .
(a) (4 marks) Balance the problem and use the northwest corner rule to obtain an initial
basic feasible solution.
(b) (11 marks) Starting with the initial basic feasible solution obtained in (a), use the
transportation simplex method to determine the optimal solution for (x11 ; x12 ; x21 ; x22 )
and the associated optimal value for Z .

Question 5 (10 marks).

Consider the assignment problem having the following cost table:

Job (j )
Person (i) 1
2
3
1
4
6
5
2
5
4
7
3
3
1
4
Let Z denote the total cost of the assignment; and let xij = 1 if person i is assigned to do job j
and xij = 0 otherwise (where i = 1; 2; 3; j = 1; 2; 3).
(a) (5 marks) Use the Hungarian method to determine an optimal solution and the
associated optimal value for Z .
(b) (5 marks) Formulate the problem as a linear programming problem.

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