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Justify briefly your answer, where appropriate, and show all work!
The following linear program P with two resources and three activities represents the
production model of a company.
Let x4 and x5 denote the slack variables for the respective functional constraints. After we
apply the simplex method, the final simplex tableau is
Coefficient of:
Basic Right
Variable Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 8 0 0 3 4 100
x3 (1) 0 3 0 1 1 1 30
x2 (2) 0 5 1 0 1 2 40
⎡ ⎤ ⎡ ⎤⎡ ⎤ ⎡ ⎤
⎢30 ⎥ + ⎢1 1 ⎥ ⎢0 ⎥ = ⎢30 + Δb 2 ⎥ ; 30+ Δb2 >0; 40+2 Δb2 >0 ⇒ Δb 2 >-20 ⇒ b2>-10.
⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢⎣40⎥⎦ ⎢⎣1 2⎥⎦ ⎢⎣Δb 2⎥⎦ ⎢⎣40 + 2Δb 2⎥⎦
Another way is to assume simultaneous changes (more general case) and impose
feasibility:
⎡ ⎤ ⎡ ⎤⎡ ⎤ ⎡ ⎤ ⎡ ⎤
⎢30 ⎥ + ⎢1 1 ⎥ ⎢Δb1 ⎥ = ⎢30 + Δb1 + Δb 2 ⎥ ≥ ⎢0⎥ . Although independent ranges (above)
⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢⎣40⎥⎦ ⎢⎣1 2⎥⎦ ⎢⎣Δb 2⎥⎦ ⎢⎣ 40 + Δb1 + 2Δb 2⎥⎦ ⎢⎣0⎥⎦
have been used to answer the following two questions, the last two inequalities can
also be used.
(i) If the company had 60 units of resource #1 (instead of 20) what the optimal
profit would have been?
An increase of b1 by 40 is within range (upper range=∞), therefore shadow price of
resource #1(3) is unchanged and the optimal profit will be 100+(3)*(40)= 220.
(ii) If the company had only 5 units of resource #1 and 5 units of resource #2
available (i.e. 15 and 5 units fewer, respectively), would the current basis remain
optimal?
We have simultaneous decreases of the RHS, so let’s use the 100% rule. 100(15/30
+ 5/20)=75% < 100, therefore the current basis remains optimal.
(f) Perform sensitivity analysis with reoptimization, if necessary, to find the new optimal
solution if the coefficients of activity #1 have been changed to
⎡c1 ⎤ ⎡4⎤ ⎡Δc1 ⎤ ⎡1 ⎤ ⎡8⎤ ⎡3 4⎤ ⎡ ⎤ ⎡1 ⎤ ⎡− 1⎤
⎢a ⎥ = ⎢1 ⎥ ⇒ ⎢Δa ⎥ = ⎢0 ⎥ ⇒ ⎢3⎥ + ⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ 11 ⎥ ⎢ ⎥ ⎢ 11 ⎥ ⎢ ⎥ ⎢ ⎥ ⎢1 1 ⎥ ⎢0 ⎥ − ⎢ ⎥ = ⎢1 ⎥
⎢⎣a 21 ⎥⎦ ⎢⎣0 ⎥⎦ ⎢⎣Δa 21 ⎥⎦ ⎢⎣− 2⎥⎦ ⎢⎣5⎥⎦ ⎢⎣1 2 ⎥⎦ ⎢⎣− 2⎥⎦ ⎢⎣ ⎥⎦ ⎢⎣1 ⎥⎦
Revised tableau:
Coefficient of:
Basic Right
Variable Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 -1 0 0 3 4 100
x3 (1) 0 1 0 1 1 1 30
x2 (2) 0 1 1 0 1 2 40
Coefficient of:
Basic Right
Variable Eq. Z x1 x2 x3 x4 x5 Side
Z (0) 1 0 0 1 4 5 130
x1 (1) 0 1 0 1 1 1 30
x2 (2) 0 0 1 -1 0 1 10
Minimize Z = 3 x1 + 2 x2
subject to
2 x1 + x2 ≥ 10
-3 x1 + 2 x2 ≤ 6
x1 + x2 = 6
and
x1 ≥ 0, x2 unconstrained in sign
The dual is
Maximize 10y1 + 6y2 + 6y3,
subject to
2y1 - 3y2 + y3 ≤ 3
y1 +2y2 + y3 = 2
and
y1 ≥ 0, y2 ≤ 0, y3 unconstrained in sign
Problem 3 (35 points)
Let x4 and x5 denote the slack variables of the respective functional constraints.
The Dual of P is D as follows:
Minimize y0 = 9 y1 + 5 y2
subject to
2 y1 + y2 ≥ 3
3 y1 + 2 y2 ≥ 4
5 y1 + 3 y2 ≥ 8
and
y1 ≥ 0, y2 ≥ 0
Given two complementary basic solutions (optimal ones in this case) in each pair of
associated variables one is basic and the other is nonbasic. The values of y3, y4, and y5
were found in the previous question (reduced costs) or equivalently can be found from
the dual constraints after they are converted to equations and the values of y1 and y2 are
plugged in.
( y1 = 1, y2 = 1 || y3 = 0, y4 = 1, y5 = 0 ) ⇒ x4 = 0, x5 = 0, x2 = 0
( x4 = 0, x5 = 0 || x1 = ?, x2 = 0, x3 = ? )
The values of the remaining variables are found by solving a system of linear equations
from P after the values of nonbasic variables are set to zero.
2x1 + 5x3 = 9
x1 + 3x3 = 5
whose solution is x1 = 2 and x3 = 1.
x1 = 2 x2 = 0 x3 = 1 x4 = 0 x5 = 0
(iv) Using the optimal solution of P, construct the optimal basis (matrix) B.
⎡2 5⎤
B= ⎢ ⎥
⎣1 3⎦