Islamic University in Gaza Faculty of Engineering Industrial Engineering Department EIND 2302 Operations Research I Spring 2006 Tuesday

October 10, 2006 (First Mid-term exam Solution) Dr. Salah Agha Time : 55 minutes

1max 5X1+2X2 st X1+X2<=10 X1=5 X1,X2>=0 a) Plot the constraints and identify the feasible solution space. (4 points.) b) What are the optimum values of the variables? (2 points.) c) Give 2 values of the variables that are feasible (not necessarily optimal) (2 points.) d) What is the optimum value of the objective function? (2 points.) e) Identify the constraints as binding, non-binding, and redundant, Explain. (4 points.) f) What is the maximum allowable increase in resource 1? (4 points.) g) What is the maximum allowable decrease in resource 2? (4 points.) h) Compute the unit worth of resource 1. (4 points.) i) Compute the shadow price of resource 2. (4 points.) j) Which resource should be given priority to increase? Why? (4 points.) k) If you want to solve the above problem using the simplex method, what is the number of iterations needed? Explain. (4 points.) l) Comment on your answer in part (k). (4 points.) Solution: a) The feasible solution space is the line segment (BC).

b) Optimum values of variables are: X1=5 and X2=5. c) X1=5 and X2=1 X1=5 and X2=2 d) Optimum value of the objective function is Z= 5*5+2*5=35. e) -Constraints (X1+X2<=10) and (X1=5) are binding constraints because they pass through the optimum point. -Constraint (X2>=0) is non-binding constraint because it doesnt pass through the optimum but it limits the feasible space segment (BC). -Constraint (X1>=0) is a redundant constraint because it doesnt limit the feasible space segment (BC). f) The maximum allowable increase in resource 1 is to infinity. g) The maximum allowable decrease in resource 2 is to zero. h) Let's increase resource 1 (X1+X2<=10) to 15 instead of 10, we can obtain: X1= 5 and X2= 10. And objective function becomes Z=5*5+2*10=45 instead of 35. So the unit worth (shadow price) of resource 1 = (45-35)/(15-10)= 2. i) Let's increase resource 2 (X1=5) to 10 instead of 5, we can obtain: X1= 10 and X2= 0. And objective function becomes Z=5*10+2*0=50 instead of 35. So the unit worth (shadow price) of resource 2 = (50-35)/(10-5)= 3. j) Resource 2 should be given priority to increase because it has higher unit worth. k) Two iterations are needed if we want to solve the problem with simplex method because we will move through two corner points to reach the optimum. l) If we go from AB or from CB, we need two iterations to reach the optimum. So we can conclude that in some cases, it doesn't matter which variable will enter first because it will not affect on the number of iterations needed to reach the optimum or in other words the speed to reach the optimum.

2- a) Write the following constraint in a standard format. (5 points.) X1-2X2>=-2 b) For the following problem min 4X1+X2 st 4X1+3X2>=6 X1+2X2<=4 Formulate the LP including the artificial variables in the constraints and the objective function. (9 points.) Solution a) it can be converted to standard format by two ways: 1- Multiply by (-1) first then convert to equation: X1-2X2 >= -2 *(-1) -X1+2X2 <= 2 then -X1+2X2 +S1 = 2 2- Convert to equation first then multiply by (-1): X1-2X2 >= -2 becomes X1-2X2 S1= -2 *(-1) -X1+2X2 +S1= 2 b) min Z= 4X1+X2+0S1+0S2+MR1 or Z-4X1-X2-0S1-0S2-MR1=0 st 4X1+3X2-S1+R1=6 X1+2X2+S2=4 X1, X2, S1, S2, R1>=0

3-Consider the following iteration of a maximization problem with all <= constraints: Basic Z X3 X1 X1 . . . X2 2 5/2 -1/2 X3 . . . X4 3 -1/4 1/4 Solution 16 2 2

a) How many constraints are there in the problem? Why? (4 points.) b) Is the solution optimal? Why? (4 points.) c) Is the solution feasible? Why? (4 points.) d) If the solution obtained is optimal? What is the status of the resources? Explain. (4 points.). Fill in the blank. (4 points.) e) What if the unit worth of the resources? (4 points.) Solution a) there are 4 constraints 2 from the tableau and 2 nonnegative constraints. b) Yes, it is optimum because the problem is maximization and Z coefficients are all nonnegative. c) Yes, because all right-hand-sides are positive. d) Resource 1 is abundant because the value of slack (X3) is (2) not zero. Resource 2 is scarce because the value of slack (X4) is zero. Basic Z X3 X1 X1 0. 0. 1. X2 2 5/2 -1/2 X3 0. 1. 0. X4 3 -1/4 1/4 Solution 16 2 2

e) Unit worth of resource 1 = 0 Unit worth of resource 2 = 3