Operations Research (OR) TD 4
Simplex + Graphical sensitivity 2ND YEAR - ENSIA
Exercice C1
Show using simplex that the following LP’s are unbounded:
Max 𝑧 = 𝑥1 + 2𝑥2 Min 𝑧 = − 𝑥1 − 3𝑥2
S.t. − 𝑥1 + 𝑥2 ≤ 2 S.t. 𝑥1 − 2𝑥2 ≤ 4
− 2𝑥1 + 𝑥2 ≤ 1 − 𝑥1 + 𝑥2 ≤ 3
𝑥1 , 𝑥2 ≥ 0 𝑥1 , 𝑥2 ≥ 0
Exercice C2
Max 𝑧 = 5𝑥1 + 3𝑥2
S.t. 4𝑥1 + 2𝑥2 ≤ 12
4𝑥1 + 𝑥2 ≤ 10
𝑥1 + 𝑥2 ≤ 4
𝑥1 , 𝑥2 ≥ 0
(a) Show that this LP exhibit degeneracy
(b) Graph the feasible region and show which corner correspond to this degeneracy
Exercice C3
Consider the following two-variable linear programming problem:
Max 𝑧 = 𝐶1 𝑥1 + 𝐶2 𝑥2
S.t. 𝑎11 𝑥1 + 𝑎12 𝑥 ≤ 𝑏1
2
𝑎21𝑥 + 𝑎22𝑥 ≤ 𝑏2
1 2
𝑥1 , 𝑥2 ≥ 0
(a) Prove that, in the simplex method, the minimum ratio test must be satisfied
when selecting the leaving variable to avoid infeasible solutions.
Exercice C4
Radioco manufactures two types of radios. The only scarce resource that is needed
to produce radios is labor. At present, the company has two laborers. Laborer 1 is
willing to work up to 40 hours per week and is paid $5 per hour. Laborer 2 will
work up to 50 hours per week for $6 per hour. The price as well as the resources
required to build each type of radio are given in Table below. Letting 𝑥𝑖 be the
number of Type 𝑖 radios produced each week, Radioco should solve the following LP:
Max 𝑧 = 3𝑥1 + 2 𝑥2
S.t. 𝑥1 + 2 𝑥2 ≤ 40
2𝑥1 + 𝑥2 ≤ 50
𝑥1 , 𝑥2 ≥ 0
(a) For what values of the price of a Type 1 radio would the current BFS remain
optimal?
(b) For what values of the price of a Type 2 radio would the current BFS remain
optimal?
(c) If laborer 1 were willing to work only 30 hours per week, then would the
current BFS remain optimal? Find the new optimal solution to the LP.
(d) If laborer 2 were willing to work up to 60 hours per week, then would the
current BFS remain optimal? Find the new optimal solution to the LP.
(e) Find the shadow price of each constraint.
Radio 1 Radio 2
Price ($) Resource required Price ($) Resource required
25 Laborer 1: 1 hour 22 Laborer 1: 2 hours
Laborer 2: 2 hours Laborer 2: 2 hours
Raw material cost: $5 Raw material cost: $4
Exercice P1 (Optional)
Find all optimal solutions to the following LP:
Max 𝑧 = 3𝑥1 + 3𝑥2
S.t. 𝑥1 + 𝑥2 ≤ 1
𝑥1 , 𝑥2 ≥ 0
Exercice P2 (Optional)
Find alternative optimal solutions to the following LP:
Max 𝑧 = 𝑥1 + 𝑥2
S.t. 𝑥1 + 𝑥2 + 𝑥3 ≤ 1
𝑥1 + + 2𝑥3 ≤ 1
𝑥1 , 𝑥2 , 𝑥3 ≥ 0
Exercice P3 (Optional)
Explain why the Phase I of Two-Phase method LP will usually have alternative
optimal solutions.
Exercice P4 (Optional)
Wild West produces two types of cowboy hats. A Type 1 hat requires twice as much
labor time as a Type 2. If all the available labor time is dedicated to Type 2
alone, the company can produce a total of 400 Type 2 hats a day. The respective
market limits for the two types are 150 and 200 hats per day. The revenue is $8 per
Type 1 hat and $5 per Type 2 hat.
(a) Use the graphical solution to determine the number of hats of each type that
maximizes revenue.
(b) Determine the dual price of the production capacity (in terms of the Type 2
hat) and the range for which it is applicable.
(c) If the daily demand limit on the Type 1 hat is decreased to 120, use the dual
price to determine the corresponding effect on the optimal revenue.
(d) What is the dual price of the market share of the Type 2 hat? By how much can
the market share be increased while yielding the computed worth per unit?
Exercice P5 (Optional)
Show that the following LP is infeasible.
Max 𝑧 = 𝑥1 + 𝑥2
S.t. 𝑥1 + 2 𝑥2 ≤ 3
2𝑥1 + 𝑥2 ≥ 8
𝑥1 , 𝑥2 ≥ 0
