Beruflich Dokumente
Kultur Dokumente
Spring 2004
Exam 1
Name: KEY
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
X1
X2
X3
Constraint
1
2
Value
Reduced Costs
140.000
0.000
80.000
Slack/Surplus
0.000
0.000
0.000
10.000
0.000
Dual Prices
1.000
2.333
Lower Limit
Current Value
Upper Limit
X1
X2
X3
19.286
No Lower Limit
8.333
25.000
30.000
15.000
45.000
40.000
50.000
Lower Limit
1
2
a.
Upper Limit
1200.000
1500.000
4000.000
2700.000
666.667
450.000
Give the optimal solution.
x1 = 140
x2 = 0
x3 = 80
b.
Current Value
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
2.
2x1 + x2
4x1 + 1x2 400
4x1 + 3x2 600
1x1 + 2x2 300
x1 , x2 0
c1/c2 = - 2
a1/a2 = - 4
a1/a2 = - 4/3
a. Over what range can the coefficient of x1 vary before the current
no longer optimal?
- 4 - c1/1 -4/3
solution is
4/3 c1 4
b. Over what range can the coefficient of x2 vary before the current
no longer optimal?
- 4 - 2/c2 - 4/3
4/3 2/c2 4
1/2 c2 3/2
solution is
x2 = 400 - 4x
4x1 + 1200 - 12x1 = 600
x2 = 400 - 4(75) = 100
Z = 2(75) + 100 = 250
x1 = 75
x2 = 401 - 4x1
4x1 + 1203 - 12x1 = 600
x1 = 75.375
x2 = 401 - 4(75.375) = 99.5
Z1 = 2(75.375) + 99.5 = 250.25
x1 = 74.875
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