Solution Quiz2 and Mid-Semester
Solution Quiz2 and Mid-Semester
Correct answer
Wrong answer
Not attempted question
First Semester 2021-22
MATH F212 (Optimization)
Quiz 2 (Regular-closed book)
A
Total Marks
Max Time: 30 Minutes Date & Day: Tuesday, October 19, 2021 Max Marks: 30
Note: Each correct answer carries +3 marks and wrong answer carries -1 (minus one) mark. Overwriting will
be considered as not attempted. Mark the answer in the given table.
Student Section
ID No.: No.:
Student Instructor
Name: Namee:
Q. No. 1 2 3 4 5 6 7 8 9 10
Answer A B B C D B C C C B
1 The optimal value of the objective function for the following LP problem min 𝑧 = 12𝑥1 + 5𝑥2 + 4𝑥3 subject
to 7𝑥1 − 5𝑥2 + 2𝑥3 ≥ 60; 𝑥1 , 𝑥2 , 𝑥3 ≥ 0 is
720 120 520 320
(A) 7 (B) 9 (C) (D) 3
9
2 For the LP problem, max 𝑧 = 𝑥1 + 5𝑥2 + 3𝑥3 subject to 𝑥1 + 2𝑥2 + 𝑥3 = 3; 2𝑥1 − 𝑥2 = 4; 𝑥1 , 𝑥2 , 𝑥3 ≥ 0, the
optimal tableau is
𝐵𝑉 𝑥1 𝑥2 𝑥3 𝑅 Solution
𝑧 0 2 0 −1 + 𝑀 5
𝑥3 0 5/2 1 −1/2 1
𝑥1 1 −1/2 0 1/2 2
The optimal dual solution is
(A) (3,1) (B) (3,−1) (C) (1,3) (D) (−1,3)
3 For the LP problem, max 𝑧 = 𝑥1 + 2𝑥2 + 3𝑥3 subject to 𝑥1 + 2𝑥2 + 3𝑥3 ≤ 10; 𝑥1 + 𝑥2 ≤ 5; 𝑥1 ≤
1; 𝑥1 , 𝑥2 , 𝑥3 ≥ 0, the 𝑧 −coeffficient for non-basic variables corresponding to basic variables (𝑥3 , 𝑥2 , 𝑥1 ) are
(A) (1, −2,3) (B) (1,0,0) (C) (−1, −2, −3) (D) (1, −1,0)
4 The dual solution of LP problem max 𝑧 = 2𝑥1 + 𝑥2 subject to 𝑥1 − 𝑥2 ≤ 10; 2𝑥1 ≤ 40; 𝑥1 , 𝑥2 ≥ 0 is
(A) Unique solution (B) Unbounded solution (C) Infeasible solution (D) Alternative solution
5 For the two-variables LP problem with two-constraints of ≤ type, the optimal tableau is
Basic 𝑥1 𝑥2 𝑥3 𝑥4 Solution
𝑧 0 0 2 0 10
𝑥2 0 1 1 −1 1
𝑥1 1 0 −1 2 3
The LP problem is
(A) max 𝑧 = 4𝑥1 + 2𝑥2 subject to 𝑥1 + 2𝑥2 ≤ 5; 𝑥1 + (B) max 𝑧 = 4𝑥1 + 2𝑥2 subject to 2𝑥1 + 𝑥2 ≤
𝑥2 ≤ 4; 𝑥1 , 𝑥2 ≥ 0 5; 𝑥1 + 𝑥2 ≤ 2; 𝑥1 , 𝑥2 ≥ 0
(C) max 𝑧 = 2𝑥1 + 4𝑥2 subject to 2𝑥1 + 𝑥2 ≤ 5; 𝑥1 + (D) max 𝑧 = 2𝑥1 + 4𝑥2 subject to 𝑥1 + 2𝑥2 ≤
𝑥2 ≤ 2; 𝑥1 , 𝑥2 ≥ 0 5; 𝑥1 + 𝑥2 ≤ 4; 𝑥1 , 𝑥2 ≥ 0
6 For the LP problem, max 𝑧 = 2𝑥1 + 3𝑥2 − 5𝑥3 subject to 𝑥1 + 𝑥2 + 𝑥3 = 7; 2𝑥1 − 5𝑥2 + 𝑥3 ≥
10; 𝑥1 , 𝑥2 , 𝑥3 ≥ 0, the optimal tableau for phase 1 is
Basic 𝑥1 𝑥2 𝑥3 𝑠2 𝑅1 𝑅2 Solution
𝑟 0 0 0 0 −1 −1 0
𝑥2 0 1 1/7 1/7 2/7 −1/7 4/7
𝑥1 1 0 6/7 −1/7 5/7 1/7 45/7
The optimal solution (𝑥1 , 𝑥2 , 𝑥3 , 𝑧) of the LP problem is
4 45 143 45 4 102 (C) (3,0,4, −14) (D) (4,0,3, −7)
(A) (7 , 7 , 0, 7 ) (B) ( 7 , 7 , 0, 7 )
7 For the LP problem max 𝑧 = 2𝑥1 + 5𝑥2 subject to 3𝑥1 + 2𝑥2 ≥ 6; 2𝑥1 + 𝑥2 ≤ 2; 𝑥1 , 𝑥2 ≥ 0, the simplex
tableau of the LP problem is
Basic 𝑥1 𝑥2 𝑠1 𝑅1 𝑠2 Solution
𝑧 8+𝑀 0 𝑀 0 -- --
𝑅1 −1 0 −1 1 −2 --
𝑥2 2 1 0 0 1 --
The solution of LP problem is
(A) 𝑧 = 10, 𝑥1 = 0, 𝑥2 = 2 (B) 𝑧 = 20, 𝑥1 = 0, 𝑥2 = 4
(C) Infeasible Solution (D) Alternative optimal 𝑧 = 10
8 Under degeneracy, the relationships between extreme points and basic solutions is
(A) Number of extreme points = Number of basic (B) Number of extreme points > Number of basic
solutions solutions
(C) Number of extreme points < Number of basic (D) Number of extreme points and number of basic
solutions solutions are not related
9 For the LP problem in equation form with 𝑚 constraints and 𝑛 variables, the maximum number of adjacent
extreme points that can be reached from a nondegenerate extreme point of the solution space is
(A) 𝑛 (B) 𝑚 (C) 𝑛 − 𝑚 (D) 𝑚 − 𝑛
10 If 𝑥𝑗 is entering variable and if the basic variable 𝑥𝑘 is zero. The next iteration will continue to be
(A) Degenerate if (𝐁−1 𝑃𝑗 ) < 0 (B) Degenerate if (𝐁−1 𝑃𝑗 ) > 0
𝑘 𝑘
(C) Nondegerate if (𝐁−1 𝑃𝑗 )𝑘 ≥ 0 (D) Nondegerate if (𝐁−1 𝑃𝑗 )𝑘 = 0
For evaluation purpose Birla Institute of Technology & Science Pilani
Correct answer
Wrong answer
Not attempted question
First Semester 2021-22
MATH F212 (Optimization)
Quiz 2 (Regular-closed book)
B
Total Marks
Max Time: 30 Minutes Date & Day: Tuesday, October 19, 2021 Max Marks: 30
Note: Each correct answer carries +3 marks and wrong answer carries -1 (minus one) mark. Overwriting will
be considered as not attempted. Mark the answer in the given table.
Student Section
ID No.: No.:
Student Instructor
Name: Namee:
Q. No. 1 2 3 4 5 6 7 8 9 10
Answer C B C B A B C B D C
1 For the LP problem in equation form with 𝑚 constraints and 𝑛 variables, the maximum number of adjacent
extreme points that can be reached from a nondegenerate extreme point of the solution space is
(A) 𝑛 (B) 𝑚 (C) 𝑛 − 𝑚 (D) 𝑚 − 𝑛
2 For the LP problem, max 𝑧 = 2𝑥1 + 3𝑥2 − 5𝑥3 subject to 𝑥1 + 𝑥2 + 𝑥3 = 7; 2𝑥1 − 5𝑥2 + 𝑥3 ≥
10; 𝑥1 , 𝑥2 , 𝑥3 ≥ 0, the optimal tableau for phase 1 is
Basic 𝑥1 𝑥2 𝑥3 𝑠2 𝑅1 𝑅2 Solution
𝑟 0 0 0 0 −1 −1 0
𝑥2 0 1 1/7 1/7 2/7 −1/7 4/7
𝑥1 1 0 6/7 −1/7 5/7 1/7 45/7
The optimal solution (𝑥1 , 𝑥2 , 𝑥3 , 𝑧) of the LP problem is
4 45 143 45 4 102 (C) (3,0,4, −14) (D) (4,0,3, −7)
(A) (7 , 7 , 0, 7 ) (B) ( 7 , 7 , 0, 7 )
3 The dual solution of LP problem max 𝑧 = 2𝑥1 + 𝑥2 subject to 𝑥1 − 𝑥2 ≤ 10; 2𝑥1 ≤ 40; 𝑥1 , 𝑥2 ≥ 0 is
(A) Unique solution (B) Unbounded solution (C) Infeasible solution (D) Alternative solution
4 If 𝑥𝑗 is entering variable and if the basic variable 𝑥𝑘 is zero. The next iteration will continue to be
(A) Degenerate if (𝐁−1 𝑃𝑗 )𝑘 < 0 (B) Degenerate if (𝐁−1 𝑃𝑗 )𝑘 > 0
(C) Nondegerate if (𝐁−1 𝑃𝑗 )𝑘 ≥ 0 (D) Nondegerate if (𝐁−1 𝑃𝑗 )𝑘 = 0
5 The optimal value of the objective function for the following LP problem min 𝑧 = 12𝑥1 + 5𝑥2 + 4𝑥3 subject
to 7𝑥1 − 5𝑥2 + 2𝑥3 ≥ 60; 𝑥1 , 𝑥2 , 𝑥3 ≥ 0 is
720 120 520 320
(A) 7 (B) 9 (C) (D) 3
9
6 For the LP problem, max 𝑧 = 𝑥1 + 2𝑥2 + 3𝑥3 subject to 𝑥1 + 2𝑥2 + 3𝑥3 ≤ 10; 𝑥1 + 𝑥2 ≤ 5; 𝑥1 ≤
1; 𝑥1 , 𝑥2 , 𝑥3 ≥ 0, the 𝑧 −coeffficient for non-basic variables corresponding to basic variables (𝑥3 , 𝑥2 , 𝑥1 ) are
(A) (1, −2,3) (B) (1,0,0) (C) (−1, −2, −3) (D) (1, −1,0)
7 Under degeneracy, the relationships between extreme points and basic solutions is
(A) Number of extreme points = Number of basic (B) Number of extreme points > Number of basic
solutions solutions
(C) Number of extreme points < Number of basic (D) Number of extreme points and number of basic
solutions solutions are not related
8 For the LP problem, max 𝑧 = 𝑥1 + 5𝑥2 + 3𝑥3 subject to 𝑥1 + 2𝑥2 + 𝑥3 = 3; 2𝑥1 − 𝑥2 = 4; 𝑥1 , 𝑥2 , 𝑥3 ≥ 0, the
optimal tableau is
𝐵𝑉 𝑥1 𝑥2 𝑥3 𝑅 Solution
𝑧 0 2 0 −1 + 𝑀 5
𝑥3 0 5/2 1 −1/2 1
𝑥1 1 −1/2 0 1/2 2
The optimal dual solution is
(A) (3,1) (B) (3,−1) (C) (1,3) (D) (−1,3)
9 For the two-variables LP problem with two-constraints of ≤ type, the optimal tableau is
Basic 𝑥1 𝑥2 𝑥3 𝑥4 Solution
𝑧 0 0 2 0 10
𝑥2 0 1 1 −1 1
𝑥1 1 0 −1 2 3
The LP problem is
(A) max 𝑧 = 4𝑥1 + 2𝑥2 subject to 𝑥1 + 2𝑥2 ≤ 5; 𝑥1 + (B) max 𝑧 = 4𝑥1 + 2𝑥2 subject to 2𝑥1 + 𝑥2 ≤
𝑥2 ≤ 4; 𝑥1 , 𝑥2 ≥ 0 5; 𝑥1 + 𝑥2 ≤ 2; 𝑥1 , 𝑥2 ≥ 0
(C) max 𝑧 = 2𝑥1 + 4𝑥2 subject to 2𝑥1 + 𝑥2 ≤ 5; 𝑥1 + (D) max 𝑧 = 2𝑥1 + 4𝑥2 subject to 𝑥1 + 2𝑥2 ≤
𝑥2 ≤ 2; 𝑥1 , 𝑥2 ≥ 0 5; 𝑥1 + 𝑥2 ≤ 4; 𝑥1 , 𝑥2 ≥ 0
10 For the LP problem max 𝑧 = 2𝑥1 + 5𝑥2 subject to 3𝑥1 + 2𝑥2 ≥ 6; 2𝑥1 + 𝑥2 ≤ 2; 𝑥1 , 𝑥2 ≥ 0, the simplex
tableau of the LP problem is
Basic 𝑥1 𝑥2 𝑠1 𝑅1 𝑠2 Solution
𝑧 8+𝑀 0 𝑀 0 -- --
𝑅1 −1 0 −1 1 −2 --
𝑥2 2 1 0 0 1 --
The solution of LP problem is
(A) 𝑧 = 10, 𝑥1 = 0, 𝑥2 = 2 (B) 𝑧 = 20, 𝑥1 = 0, 𝑥2 = 4
(C) Infeasible Solution (D) Alternative optimal 𝑧 = 10
Birla Institute of Technology and Science Pilani
First Semester 2021-22
Mid-Semester Examination
MATH F212 (Optimization)
Day, Date & Time: Thursday, October 28, 2021, 11:00-12:30 Max. Marks: 70
Nature of Examination: Regular, Closed Book Max. Time: 90 minutes
Note: All questions are compulsory. Start each question from a fresh page and attempt all sub-parts
together. Write END at last.
1 An investor has Rs. one million to invest in any combination of bonds, stocks, term deposits, saving
account, and gold. The anticipated interest rates, the risk factor, and expected increase in the value
of the investment are as
Type of investment Interest Risk factor Expected annual increase
(in % annually) in value (in %)
Bonds 15 3 0
Stock 5 10 15
Term Deposit 5 2 0
Saving account 3 1 0
Gold 0 2 11
The total expected money available next year from stock is 20% as the stock yield an average of 5%
in interest, and the expected increase in value is 15%. Similarly, we can interpret for other
investments. Formulate the LP problem to maximize the amount that is expected to be available in
a year time subject to the following restrictions:
i) Of the total amount of money invested, at least 30% must be invested in bonds, not more than
10% in stocks, and at least 10% in term deposit and the rest in savings accounts.
ii) The average risk factor of investment cannot exceed 4.5
iii) The average annual interest should be at least 2.5%.
iv) The amount of money invested in gold cannot exceed Rs. 100000 or 8% of the total amount of
money available, whichever is smaller. 12
4 Determine all the optimal solutions of the following LP problem by the revised simplex
method
min 𝑧 = 2𝑥1 + 𝑥2 subject to 2𝑥1 + 𝑥2 ≥ 4;𝑥1 + 7𝑥2 ≥ 7; 𝑥1 , 𝑥2 ≥ 0 11
5 [Keep all calculations in fraction] Without using an artificial variable(s), artificial constraint(s),
and graphical method, solve the following LP problem
min 𝑧 = 2𝑥1 − 3𝑥2 subject to 2𝑥1 + 𝑥2 ≥ 3; 𝑥1 + 𝑥2 = 2; 𝑥1 , 𝑥2 ≥ 0 12
6 [Keep all calculations in fraction] A company produces two products, cups and glasses. Let
(𝑥1 , 𝑥2 ) be the number of units of cup and glass. The sales volume for cups is at least 80% of the
total sales of both cups and glasses. Both products use one raw material, of which the maximum
daily availability is 240 lb. The raw material usage rates are 2 lb per unit of the cup and 4 lb per unit
of glass. The profit units for cup and glass are $20 and $50, respectively. The optimal product mix,
𝐗 𝐁 = (𝑥2 , 𝑥1 )𝑇 = (20,80). Formulate the LP problem and hence, determine the optimal tableau. In
review, the company realizes that the company cannot sell more than 60 units of a cup per day.
Using post-optimal analysis, determine the updated optimal product mix for the company. 12
Birla Institute of Technology and Science, Pilani (Raj.)
First Semester, 2021-22
MATH F212 (Optimization)
Mid Semester Examination (Closed Book)
Solution
Max. Marks: 70 Max. Time: 90 Minutes Date: OCT. 28, 2021, 11.00 am -12.30 pm
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Q.1 An investor has Rs. 1 million to invest in any combination of bonds, stocks, term deposits
a saving account and gold. The anticipated interest rates, the risk factor and expected
increase in the value of the investment are as
The total expected money available next year from stock is 20% as the stock yield an
average of 5% in interest and in addition to that the expected increase in value is 15%.
Formulate the LPP to maximize the amount that is expected to be available in a year time
subject to the following restrictions:
i) Of the total amount of money invested, at least 30% must be invested in bonds, not
more than 10% in stocks, and at least 10% in term deposit and rest in savings
accounts.
ii) The average risk factor of investment cannot exceed 4.5
iii) The average annual interest should be at least 2.5%.
iv) The amount of money invested in gold cannot exceed Rs. 100000 or 8% of the total
amount of money available, whichever is smaller. [12]
Solution 1:
Decision Variables
Objective function
Constraints
𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 + 𝑥5 ≤ 1000000 [1]
𝑥1 ≥ 0.3 (𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 + 𝑥5 )
𝑥2 ≤ 0.1(𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 + 𝑥5 )
𝑥3 ≥ 0.1(𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 + 𝑥5 )
𝑥5 ≤ 0.1(𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 + 𝑥5 )
𝑥4 ≤ 0.3(𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 + 𝑥5 ) [5]
3𝑥1 +10𝑥2 +2𝑥3 +𝑥4 +2𝑥5
≤ 4.5 [1]
𝑥1 +𝑥2 +𝑥3 +𝑥4 +𝑥5
15𝑥1 +5𝑥2 +5𝑥3 +3𝑥4
≥ 2.5 [1]
𝑥1 +𝑥2 +𝑥3 +𝑥4 +𝑥5
Or
𝑥5 ≤ 80000 [1]
Non-negativity Constraint
𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 , 𝑥5 ≥ 0 [1]
Note: If decision variables are not correctly defined then zero marks awarded.
Solution 2:
[3 + 3 + 2]
𝑠1 can enter in basis as 𝑧4 − 𝑐4 < 0, but all the elements in that column are negative. Hence
the solution for the given problem is unbounded. [2]
Birla Institute of Technology and Science Pilani
First Semester 2021-22
Mid-Semester Examination
MATH F212 (Optimization)
Day, Date & Time: Thursday, October 28, 2021, 11:00-12:30 Max. Marks: 70
Nature of Examination: Regular, Closed Book Max. Time: 90 minutes
Solution and Marking Scheme
Q5. Without using an artificial variable(s) & constraint(s) and graphical method, solve the following LP
problem
min 𝑧 = 2𝑥1 − 3𝑥2 subject to 2𝑥1 + 𝑥2 ≥ 3; 𝑥1 + 𝑥2 = 2; 𝑥1 , 𝑥2 ≥ 0