Scribd
Upload
34 views2 pages

Assignment 4

This document contains information about Assignment 4 for the course IE311 Operations Research I. It includes 3 problems related to sensitivity analysis and duality theory. Problem 1 involves finding the dual problems for 2 primal linear programs. Problem 2 is a case study about maximizing profit for a gem company given material constraints. It involves graphical sensitivity analysis. Problem 3 provides output from a linear program and asks questions about determining the optimal solution, how objective function and constraint coefficients can change without impacting the solution, shadow prices, and how profit would change with right-hand side modifications.

Uploaded by

mood13
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
34 views2 pages

Assignment 4

This document contains information about Assignment 4 for the course IE311 Operations Research I. It includes 3 problems related to sensitivity analysis and duality theory. Problem 1 involves finding the dual problems for 2 primal linear programs. Problem 2 is a case study about maximizing profit for a gem company given material constraints. It involves graphical sensitivity analysis. Problem 3 provides output from a linear program and asks questions about determining the optimal solution, how objective function and constraint coefficients can change without impacting the solution, shadow prices, and how profit would change with right-hand side modifications.

Uploaded by

mood13
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 2

IE311: Operations Research I – Spring 2022

IE311: Operations Research I


Assignment 4: Sensitivity Analysis, and Duality Theory

Problem 1: (Duality)
Find the dual problem for the following primal Problems:
Problem (1): Problem (2):
Maximize Z = 7X1 + 4X2 + 9X3 Minimize Z = 4X1 - 2X2
Subject to Subject to
2X1 + X3 ≤ 20 X1 + 7X2 ≥ 15
-X1 + 4X2 + 3X3 ≤ 10 4X1 + 2X2 = 25
X1 ≥ 0, X2 ≥ 0, X3 is unconstrained -7X2 ≤ 49
X1 ≥ 0, X2 ≤ 0
Problem 2: (Graphical Sensitivity Analysis)
Vivian’s Gem Company produces two types of gems: Types 1 and 2. Each Type 1 gem contains
2 rubies and 4 diamonds. A Type 1 gem sells for $10 and costs $5 to produce. Each Type 2 gem
contains 1 ruby and 1 diamond. A Type 2 gem sells for $6 and costs $4 to produce. A total of 30
rubies and 50 diamonds are available. All gems that are produced can be sold, but marketing
considerations dictate that at least 11 Type 1 gems be produced. Let x1 = number of Type 1 gems
produced and x2 = number of Type 2 gems produced. Assume that Vivian wants to maximize
profit. Answer the following questions:
(a) What would Vivian’s profit be if 46 diamonds were available?
(b) If Type 2 gems sold for only $5.50, what would be the new optimal solution to the problem?
(c) What would Vivian’s profit be if at least 12 Type 1 gems had to be produced?

Problem 3: (Sensitivity Analysis)


The computer output given below is for a maximizing LP Problem with two decision variables
and two constraints. Use this output to answer the following questions:
(a) How many units of X and Y should be produced based on the computer output results?
(b) How much could the profit coefficient (cj) on X increase or decrease without changing the
values of X and Y in the optimal solution? Explain.
(c) How much the right-hand side of constraint 1 can decrease or increase without changing the
basic and non-basic solution sets? Explain.
(d) What are the shadow prices for each resource (constraint)?
(e) If the right-hand side of constraint 1 were increased by 1 unit, how much would the profit
increase? Explain.
(f) If the right-hand side of constraint 2 were decreased by 10 units, how much would the profit
decrease? Explain.
IE311: Operations Research I – Spring 2022

You might also like