IE 311 - Operations Research I

HW 3-4 Solutions
(200pts. total)
1. Use the Big M method to solve the following: (40 pts)
min z 3x1
s.t. 2x1 x2 6
3x1 2 x2 4
x1 , x2 0
Adding excess and artificial variables we obtain
min z = 3x1 + Ma1 + Ma2
s.t. 2x1 + x2-e1 + a1 = 6
3x1 + 2x2 + a2 = 4
Eliminating a1 and a2 from z-3x1-Ma1-Ma2 = 0 yields
z + (5M-3)x1 + 3Mx2-Me1 = 10M. The simplex now yields
z
x1 x2 e1 a1
a2 RHS BV
Ratio
_______________________________________________________
1 5M-3 3M -M 0
0
10M z=10M
_______________________________________________________
0
2 1
-1 1
0
6
a1=6
3
_______________________________________________________
0
3 2
0 0
1
4
a2=4
4/3*
_______________________________________________________
_______________________________________________________
1
0 (6-M)/3 -M 0 (3-5M)/3 10M/3 + 4 z=4+10M/3
_______________________________________________________
0
0 -1/3 -1 1
-2/3 10/3
a1=10/3
_______________________________________________________
0
1 2/3
0 0
1/3 4/3
x1=4/3
_______________________________________________________
This is an optimal tableau. Note, however, that the artificial variable a1 is positive (a1 =
10/3), thus original problem has no feasible solution.

2. Use the simplex algorithm to solve the following LP: (40 pts)
max z 2x1 x2
s.t. 3x1 x2 6
x1 x2 4
x1 0, x2 urs
Let x2 = x2' - x2'' where x2'0 and x2''0. Applying the simplex we obtain
z x1 x2' x2'' s1 s2 RHS BV Ratio
-------------------------------------------------------1 -2 -1 1 0 0 0
z=0
-------------------------------------------------------0 3 1 -1 1 0 6
s1=6 2*
-------------------------------------------------------0 1 1 -1 0 1 4
s2=4 4
--------------------------------------------------------------------------------------------------------------1 0 -1/3 1/3 2/3 0 4
z=4
-------------------------------------------------------0 1 1/3 -1/3 1/3 0 2
x1=2 6
-------------------------------------------------------0 0 2/3 -2/3 -1/3 1 2
s2=2 3*
----------------------------------------------------------------------------------------------------------------1 0 0 0 1/2 1/2 5
z=5
--------------------------------------------------------0 1 0 0 1/2 -1/2 1
x1=1
--------------------------------------------------------0 0 1 -1 -1/2 3/2 3
x2'=3
--------------------------------------------------------This is an optimal tableau with optimal solution z
= 5, x1 = 1, x2' = 3, x2'' = 0, s1
= s2 = 0. Thus the optimal solution has x2 = x2' - x2'' = 3-0 = 3.

3.

Page 288-289, Section 6.3, Problem 6(a,b,c,d,e,f): (120 pts)

Maximize Z = 3X1 + 7X2 + 5X3

S.t. X1 + X2 +X3 50 (sugar constraint)
2X1 +3X2 +X3 100 (Chocolate constraint)
X1, X2, X3 0
Solution:
2

From the optimal tableau we understand that:

BV = {X3,X2} NBV = {X1,S1,S2}
6a. x1 is non-basic so changing the coefficient of x1 in the objective function will only
change the coefficient of x1 in the optimal row 0. Let the new coefficient of x1 in the
objective function be 3 + . The new coefficient of x1 in the optimal row 0 will be
cBVB-1a1-(3 + ) = 3 - . Thus if 3 - 0 or 3 the current basis remains optimal. Thus if
profit for a Type 1 Candy Bar is 6 cents the current basis remains optimal.
If the profit becomes 7, then =4, and the new coefficient of x1 in the optimal row 0
(reduced cost) will be cBVB-1a1-(3 + ) = 3 = 3-4=-1. In that case the optimal tableau
becomes sub-optimal. So, we need to use simplex iterations to find the new optimal
solution. x1 enters and x2 or x3 leaves (here we choose x3 arbitrarily since the ratio test gives
the same value)
Z
1
0
0

X1
-1
1/2
1/2

X2
0
0
1

X3
0
1
0

S1
4
3/2
-1/2

S2
1
-1/2
1/2

RHS
300
25
25

BV
Z=300
X3=25
X2=25

Z
1
0
0

X1
0
1
0

X2
0
0
1

X3
2
2
-1

S1
7
3
-2

S2
0
-1
1

RHS
350
50
0

BV
Z=350
X1=50
X2=0

So new optimal solution is z=350, x1=50, x2=x3=s1=s2=0

6b. Changing Candy Bar 2 profit to 7 + changes cBVB-1 to
3/ 2

[5 7 + ]
1/ 2

1 / 2
= [4 - /2 1 + /2]
1 / 2

1
Then coefficient of x1 in row 0 = [4-/2 1 +/2] -3= 3 + /2.
2
Thus row 0 of optimal tableau is now
z + (3 + /2) x1 + (4- /2) s1 + (1 + /2)s2 = ?
Thus current basis remains optimal if (1)-(3) are met:
(1) 3 + /20 (or -6)
(2) 4-/20 (or 8)
(3) 1 + /20 (or -2)

Thus if -2 8 the current basis remains optimal. Thus if profit for Type 2 Candy Bar is
between 7-2 = 5 and 7 + 8 = 15 cents the current basis remains optimal.
So, if the profit for a type 2 candy bar was 13 cents, the optimal solution would still be the
same except z value.
x3=x2=25, x1=s1=s2=0 z= 13x2+5x3= 450
6c. If the amount of sugar available is changed to 50 + the current basis remains optimal
iff
25 3 / 2
3 / 2 1 / 2 50
=
1/ 2 1/ 2

100

25 / 2
Thus current basis remains optimal iff (1) - (2) hold
(1) 25 + 3/20 (or -50/3)
(2) 25- /20 (or 50.)
Thus current basis remains optimal iff 100/3 = 50-50/3Amount of Available Sugar50 +
50 = 100.
6d. After this change the current basis is still optimal.
60

New Profit = cBVB-1b = [4 1]

= $340
100
New values of decision variables are found from

x
x
3

3/ 2

= B-1b =
1/ 2

1 / 2
1 / 2

60
100

40

20

Thus 40 Type 3 Candy Bars, 20 Type 2 Candy Bars, and 0 Type 1 candy bars would now be
manufactured. If only 30 ounces of sugar were available the current basis would no longer
be optimal and we would have to resolve the problem to find the new optimal solution.
6e. Coefficient of Type 1 Candy Bar in row 0 (reduced cost) is now
1 / 2

[4 1]
-3 = -.5. Thus current basis is no longer optimal and
1 / 2
x1 is going to enter the basis and become positive so the new optimal solution would
manufacture Type 1 Candy Bars. To find how many type 1 candy bars will be manufactured:

 3 / 2 1/ 2 1/ 2 1/ 2

1/ 2 1/ 2 1/ 2 0

B 1a1
Z
1
0
0

X1
-1/2
1/2
0

X2
0
0
1

X3
0
1
0

S1
4
3/2
-1/2

S2
1
-1/2
1/2

RHS
300
25
25

BV
Z=300
X3=25*
X2=25

Z
1
0
0

X1
0
1
0

X2
0
0
1

X3
1
2
0

S1
11/2
3
-1/2

S2
1/2
-1
1/2

RHS
325
50
25

BV
Z=325
X1=50
X2=25

6f. The coefficient of Type 4 Candy Bars in row 0 will now be

3

[4 1] - 17 = -1.
4
Thus x4 should be entered into the basis and the current basis is no longer optimal. The new
optimal solution will make Type 4 Candy Bars. To find how many type 4 candy bars will be
manufactured:
3 / 2 1/ 2
B 1a4

1/ 2 1/ 2

3
5/ 2

4
1/ 2

Z
1
0
0

X1
3
1/2
1/2

X2
0
0
1

X3
0
1
0

X4
-1
5/2
1/2

S1
4
3/2
-1/2

S2
1
-1/2
1/2

RHS
300
25
25

BV
Z=300
X3=25*
X2=25

Z
1
0
0

X1
16/5
1/5
2/5

X2
0
0
1

X3
2/5
2/5
-1/5

X4
0
1
0

S1
23/5
3/5
-4/5

S2
4/5
-1/5
3/5

RHS
310
10
20

BV
Z=310
X4=10
X2=20