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The document presents 10 problems related to linear programming (LP). Problem 1 asks to formulate and solve an LP model to determine the optimal product mix for a company producing AM and AM-FM radios. Problem 2 asks to determine the minimum investment needed in two stock groups to generate $10,000 annual yield. The remaining problems involve setting up and solving LP models using various methods like graphical, simplex, and dual simplex.

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Piyush Virmani
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376 views

Assignment 1 or

The document presents 10 problems related to linear programming (LP). Problem 1 asks to formulate and solve an LP model to determine the optimal product mix for a company producing AM and AM-FM radios. Problem 2 asks to determine the minimum investment needed in two stock groups to generate $10,000 annual yield. The remaining problems involve setting up and solving LP models using various methods like graphical, simplex, and dual simplex.

Uploaded by

Piyush Virmani
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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1

Department of Mathematics
11B1NMA831 Operations Research
Assignment 1 B.Tech. Elective
Deadline: Only on 22.02.13
Linear Programming Problem, Duality and Sensitivity analysis
1 The XYZ Company has been a producer of picture tubes for television sets and certain
printed circuits for radios. The company has just expanded into full scale production and
marketing of AM and AM-FM radios. It has built a new plant that can operate 48 hours per
week. Production of an AM radio in the new plant will require 2 hours and production of an
AM-FM radio will require 3 hours. Each AM radio will contribute Rs. 40 to profits while an
AM-FM radio will contribute Rs. 80 to profits. The marketing departments, after extensive
research, have determined that a maximum of 15 AM radios and 10 AM-FM radios can be
sold each week.
(a) Formulate a Linear programming model to determine the optimum product mix of AM-
FM radios that will maximize profits.
(b) Solve the above problem using graphical method.
2 Day trader wants to invest a sum of money that would generate an annual yield of at least
$10,000. Two stock groups are available: blue chips and high tech, with average annual
yields of 10% and 25% respectively. Though high-tech stocks provide higher yield, they are
more risky, and Trader wants to limit the amount invested in these stocks to no more than
60% of the total investment. What is the minimum amount trader should invest in each stock
group to accomplish the investment goal?
3 Consider the following linear programming problem:

1 2
1 2 1 2 1 2
.
. . 2, 2 8, 0, 0
Min z x x
s t x x x x x x
=
+ > + s > >

Identify the feasible region on a graphical representation of the problem and answer the
following questions:
(a) What is the optimal solution to the given problem? (Ans:
1 2
0, 4; 4 x x z = = = )
(b) What is the optimal solution when the objective function is Max.
1 2
z x x = + ? (Ans:

1 2
8, 0; 8 x x z = = = )
(c) What is the optimal solution when
1 2
x and x are unrestricted in sign? (Ans:

1 2
4, 6; 10 x x z = = = )
4 The following table shows a simplex table for a maximization problem. Find the values of
, , , o | o for the following situations:
B
B
C
1
X
2
X
3
X
4
X
5
X
6
X
B
X
z 0 3 o -8 1 0 3 oo | +
3
X
o 0 0 1

0 -2 o
1
X
3 1 -2 0 -5 5 3 |

where
B
C is the cost (coefficient) of the basic variables in objective function.
(a) The problem has unbounded solution but not degenerate.
2
(b) The present solution is degenerate but comes out of degeneracy in the next iteration.
(c) The problem represents a linearly dependent system of equations.
(d) The problem represents a situation where an unrestricted variable is in the basis at
the optimum.
5 Solve the following linear programming problem using simplex method.

1 2
1 2 1 2
1 2
1 2
( ) . 8 5
. . 2 8, 3 2 8
0
: 24 7, 16 7; 272 7
a Max z x x
s t x x x x
x and x is unresticred
Ans x x z
= +
+ s s
>
= = =

1 2 3
1 2 3 1 2
2 3 1 2 3
( ) . 5 2 3
. . 2 2 2, 3 4 3,
3 5, , , 0
:
b Max z x x x
s t x x x x x
x x x x x
Ans unbounded solution
= +
+ > s
+ > >


1 2 3
1 2 3 1 2 3 1 2 3 1 2 3
( ) . 2 3 5
. . 3 10 5 15, 33 10 9 33, 4, , , 0
( : )
c Max z x x x
s t x x x x x x x x x x x x
Ans no feasible solution
= + +
+ + s + s + + > >
6 Consider the LP model

1 2 3
1 2 3 1 2 3 1 2 3 1 2 3
. 2 4 3
. . 5 6 2 5, 3 5 8, 2 5 4 9, , , 0
Min z x x x
s t x x x x x x x x x x x x
= +
+ > + + > + s >

Show how the inequalities can be modified to a set of equations that requires the use of a
single artificial variable only (instead of two).
7 Write the dual of the following problem and hence solve the dual.

1 2
1 2 1 2 1 2
. 5 2
. . 2, 2 3 5, , 0
Max z x x
s t x x x x x x
= +
> + s >

9. Use dual simplex method to solve the following LPP:
1 2
1 2 1 2 1 2
. 2 3
. . 2 3, 2, , 0
Min z x x
s t x x x x x x
= +
+ > + = >

10 (a) Solve the problem
2 1
5 . 1 x z x Max + =
1 2 1 2 1 2 1 2
. . 2x 2 160, x 2 120, 4 2 280, x , 0 s t x x x x x + s + s + s >
(b) Over what values of profit for
2
x will the present solution be still optimal?
(c) Determine the optimal range for
1
c .
(d) Determine the range of applicability of the dual prices for each resource.
(e) If the R.H.S of first constraint is increased to 180 units, find the new optimum
solution.

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