Linear Programming
Linear Programming
TRUE/FALSE
9.1
*9.2
9.3
9.4
If all of a resource represented by a slack variable is used, that slack variable will not be in the
production mix column of a linear programming simplex tableau.
9.5
Even if an LP problem involves many variables, an optimal solution will always be found at a
corner point of the n-dimensional polyhedron forming the feasible region.
9.6
A correctly formulated linear program, when solved with the simplex algorithm, will always yield a
single optimal solution.
*9.7
Unlike the Solver algorithm, Simplex will only produce a single solution even if multiple solutions
exist.
*9.8
9.9
The constraint 5X1 + 6X2 30, when converted to an = constraint for use in the simplex algorithm,
will be 5 X1 + 6 X2 S + A = 30.
243
9.10
The constraint 5 X1 + 6 X2 30, when converted to an = constraint for use in the simplex
algorithm, will be 5 X1 + 6 X2 S = 30.
9.11
The constraint 5 X1 + 6 X2 = 30, when converted to an = constraint for use in the simplex
algorithm, will be 5 X1 + 6 X2 + M = 30.
9.12
Linear programming has few applications in the real world due to the assumption of certainty in
the data and relationships of a problem.
9.13
Typically, real world applications of linear programming are solved with a computer program that
utilizes the simplex algorithm.
9.14
The basic process of the simplex algorithm is to find solutions to a set of simultaneous equations
where we have more variables than equations.
9.15
It is possible for an equation in the simplex table to have both a slack and a surplus variable at the
same time.
9.16
In the simplex table, a coefficient of zero in a constraint implies that the variable with the zero
coefficient has no influence on the solution for that iteration.
9.17
9.18
The simplex method finds a solution by solving for the intersection of two constraints.
9.19
When the optimal solution is found, all slack and surplus variables have a value of zero.
9.20
The numbers in the body of the simplex table may be thought of as the solutions.
9.21
If there are seven less-than-or-equal constraints in a problem, the simplex table contains seven
slack variables.
244
9.22
For a maximization problem, the Zj values in the body of the simplex table represent the gross
profit given up by adding one unit of this variable into the current solution.
9.23
In a maximization problem, the Cj - Zj row gives the net loss from introducing one unit of each
variable into the solution.
9.24
The first step in the simplex solution process is to determine the variable(s) that leave the solution.
9.25
In the simplex process, the new pivot row is found by dividing the pivot number by each number in
the row.
9.26
If a variable is part of the solution, its column in the body of the simplex table will have a single
nonzero coefficient.
9.27
The Cj - Zj row in the simplex table tells us whether the current solution is optimal, and if it is not,
what variable will be in the optimal solution.
9.28
If a linear programming problem has only two decision variables, the optimal solution will be
found in the second simplex tableau.
9.29
In a maximization problem, if a variable is to enter the solution, it must have a positive coefficient
in the Cj - Zj row.
9.30
All variables in a linear programming problem (real, slack, surplus, or artificial) must be
nonnegative.
9.31
9.32
245
9.33
In any linear programming problem, if a variable is to enter the solution, it must have a positive
coefficient in the Cj - Zj row.
9.34
We can solve a minimization problem by maximizing the negative of the minimization problem's
objective function.
9.35
An infeasible solution is indicated when all the Cj - Zj row entries are of the proper sign to imply
optimality, but an artificial variable remains in the solution.
9.36
If all the numbers in the pivot column are negative, this implies that the solution is unbounded.
9.37
As we are doing the ratio calculations for a simplex iteration, if there is a tie for the smallest ratio,
the problem is degenerate.
9.38
If, at an optimal solution, the Cj - Zj value for a real variable that is not in the solution mix has a
value of one, there are multiple optimal solutions.
9.39
A major limitation of the simplex method is that it cannot be used to perform sensitivity analysis.
9.40
9.41
Sensitivity testing of basic variables involves reworking the initial simplex tableau.
246
9.42
The shadow price is the value of one additional unit of a scarce resource.
9.43
Shadow prices are the negatives of the numbers in the Cj - Zj row's slack variable columns.
9.44
9.45
The dual problem formulation can be solved using the same simplex process used for the primal
formulation.
*9.46
A change in the objective function coefficient of a basic variable can affect the Cj Zj values of all
basic variables.
*9.47
The basic process of the simplex algorithm is to find solutions to a set of simultaneous equations
where we have fewer variables than equations.
*9.48
In a maximization problem, if a variable is to enter the solution, it must have a negative coefficient
in the Cj - Zj row.
*9.49
As we are doing the ratio calculations for a simplex iteration, if there is a tie for the largest ratio,
the problem is degenerate.
*9.50
Slack and surplus variables are used in Simplex only for the solution of maximization problems.
247
MULTIPLE CHOICE
9.51
9.52
9.53
9.54
In applying the simplex solution procedure to a maximization problem to determine which variable
enters the solution mix
(a)
(b)
(c)
(d)
(e)
9.55
The number 2 in the X2 column and X1 row of a simplex tableau implies that
(a)
(b)
(c)
(d)
(e)
9.56
9.57
If, in the optimal tableau of a linear programming problem, an artificial variable is present in the
solution mix, this implies
(a)
(b)
(c)
(d)
(e)
9.58
9.61
feasibility.
unboundedness.
degeneracy.
alternate optimal solutions.
none of the above
Which of the following is not true about slack variables in a simplex tableau?
(a)
(b)
(c)
(d)
(e)
9.60
infeasibility.
unboundedness.
degeneracy.
alternate optimal solutions.
a finite optimal solution.
If, in the final optimal simplex tableau, the Cj Zj value for a basic variable is zero, this implies
(a)
(b)
(c)
(d)
(e)
9.59
They have no meaning in a physical sense nothing more than a computational tool.
In all linear programs, they appear in the objective function with a very low cost ($M).
They are usually used with constraints.
They are usually used with = constraints.
none of the above
The following is not true for the net profit row of the simplex method for linear programming:
(a) It contains shadow prices.
249
(b) The values under the slack columns may be viewed as the potential increase in profit if one
more unit of that resource was made available.
(c) An optimum solution has been reached when there are no positive numbers.
(d) It may indicate the existence of more than one optimal solution.
(e) Initially, the values under the slack values columns will be positive numbers.
9.62
9.63
every time an artificial variable is added, a surplus variable must also be added.
every time an artificial variable is added, a surplus variable must be subtracted.
every time a surplus variable is added, an artificial variable must be added.
every time a surplus variable is added, an artificial variable must be subtracted.
none of the above
250
9.64
The following are constraints which have had slack variables added.
X1 + 2 X2 + S1 = 12
2 X1 + 3 X2 + S2 = 30
If X1 = 2 and X2 = 4, what are the values for S1 and S2?
(a)
(b)
(c)
(d)
(e)
9.65
The following are constraints which have had slack variables added.
2 X1 + 4 X2 + S1 = 20
6 X1 + 4 X2 + S2 = 36
If X1 = 2 and X2 = 2, what are the values for S1 and S2?
(a)
(b)
(c)
(d)
(e)
9.66
S1 = 20, S2 = 36
S1 = 16, S2 = 32
S1 = 8, S2 = 16
S1 = 0, S2 = 0
none of the above
A solved LP problem indicated that the optimal solution was X 1 =10 and X2 =20. One of the
constraints was 4 X1 +2 X2 80. This constraint has
(a)
(b)
(c)
(d)
(e)
9.67
S1 = 12, S2 = 30
S1 = 6, S2 = 24
S1 = 2, S2 = 14
S1 = 0, S2 = 0
none of the above
251
9.69
9.70
252
9.71
If one changes a nonbasic objective function coefficient, the optimal solution of a maximization
problem will remain optimal if
(a) the increase in the coefficient does not exceed the value of the Zj associated with that nonbasic
variable.
(b) the increase in the coefficient does not exceed the values of the Zjs of every basic variable.
(c) the decrease in the coefficient does not exceed the value of the Zj associated with the nonbasic
variable.
(d) the new Cj Zj associated with nonbasic variable remains positive.
(e) none of the above
9.72
9.73
9.74
Shadow prices
(a) can be derived from the coefficients of the slack variables in Cj Zj row of an optimal simplex
tableau.
(b) represent the value of one additional unit of a resource.
(c) are found in the solution to the dual LP.
(d) all of the above
(e) none of the above
253
9.75
9.76
9.77
experiment with possible future changes in the firm that may affect profits.
determine whether a corner point of the feasible region actually yields optimal profit.
replace the simplex method.
reduce the number of variables in a complex LP problem.
solve LP problems that require solutions only in whole numbers.
A shadow price is
(a)
(b)
(c)
(d)
(e)
9.78
9.79
9.80
254
9.82
always exists.
may be easier to solve.
may contain economic information useful to management.
while equivalent, is derived through an alternative procedure.
all of the above
9.83
255
(a)
(b)
(c)
(d)
(e)
9.84
A primal linear programming problem has four variables and three constraints. The dual of this
will have
(a)
(b)
(c)
(d)
(e)
9.85
According to Table 9-1, which is a simplex tableau after at least one iteration, which column would
be selected as the pivot column?
(a)
(b)
(c)
(d)
(e)
X1
X2
X3
S2
none of the above
256
9.86
According to Table 9-1, which is a simplex tableau after at least one iteration, which row would be
selected as the pivot row?
(a)
(b)
(c)
(d)
9.87
According to Table 9-1, which is a simplex tableau after at least one iteration, which variable
should enter the solution at the next iteration?
(a)
(b)
(c)
(d)
(e)
9.88
first
second
third
none of the above
X1
X2
X3
S1
none of the above
According to Table 9-1, which is a simplex tableau after at least one iteration, how many units of
the variable entering the solution next will be in the basis in the next tableau?
(a)
(b)
(c)
(d)
(e)
1.5
6.67
10
6
none of the above
9.89
According to Table 9-2, which is a final simplex tableau, this is an example of what
special case with a linear programming problem?
(a)
(b)
(c)
(d)
(e)
9.90
9.91
no feasible solution
multiple optimal solutions
degeneracy
unbounded solution
none of the above
According to Table 9-2, which is the final simplex tableau for a problem with two variables and
two constraints, what can be said about the optimal solution and the constraints?
(a) There is slack remaining in the first constraint.
(b) There is slack remaining in the second constraint.
(c) There is slack remaining in both constraints.
257
258
9.92
According to Table 9-3, which is the final simplex tableau for a problem with two variables and
two constraints, what are the values for all the variables in this solution?
(a)
(b)
(c)
(d)
(e)
9.93
X1 = 20, X2 = 40, S1 = 0, S2 = 0
X1 = 0, X2 = 40, S1 = 0, S2 = 40
X1 = 0, X2 = 20, S1 = 0, S2 = 40
X1 = 0, X2 = 0, S1 = 0, S2 = 0
none of the above
259
9.94
According to Table 9-3, which is the final simplex tableau for a problem with two variables and
two constraints, what can be said about the optimal solution and the constraints?
(a)
(b)
(c)
(d)
(e)
9.95
According to Table 9-3, which is the final simplex tableau for a problem with two variables and
two constraints, what is the maximum possible profit (objective function value) for this problem?
(a)
(b)
(c)
(d)
(e)
9.96
According to Table 9-4, all of the resources are being used. If the amount of resource A were
changed from 64 to 65, then the maximum possible total profit would be
(a)
(b)
(c)
(d)
(e)
9.98
20
40
800
26.667
none of the above
According to Table 9-3, which is the final simplex tableau for a linear programming problem
(maximization), what would happen to profit if the X1 column were selected as the pivot column
and another iteration of the simplex algorithm were performed?
(a)
(b)
(c)
(d)
(e)
9.97
416
417
416.5
415.5
none of the above
According to Table 9-4, all of the resources are being used. If the amount of resource B were
changed from 96 to 97, then the maximum possible total profit would be
(a)
(b)
(c)
(d)
(e)
416
417
419
420
none of the above
260
9.99
According to Table 9-4, it is currently profitable to produce some units of X1 and the current profit
per unit of X1 is $20. What is the lowest value that this could be to allow this variable to remain in
the basis?
(a)
(b)
(c)
(d)
(e)
9.100
According to Table 9-5, the optimal solution to a linear programming problem has been found.
What would happen to the maximum possible total profit if the profit on X1 were changed from 4
to 3?
(a)
(b)
(c)
(d)
(e)
9.101
According to Table 9-5, the optimal solution to a linear programming problem has been found.
What would happen to the maximum possible total profit if the amount of resource A were
decreased from 90 units to 60 units?
(a)
(b)
(c)
(d)
(e)
9.102
8
16
20
30
none of the above
According to Table 9-5, the optimal solution to a linear programming problem has been found. If
the amount of resource B were increased by 1 unit (from 60 to 61) the maximum possible total
profit would
(a) increase by $1.
(b) increase by $1.50.
261
(c) decrease by 1.
(d) decrease by $1.50.
(e) not change.
9.103 According to Table 9-5, the optimal solution to a linear programming problem has been
found. While the current optimal solution calls for zero units of X1 to be produced, if the profit on
X1 were raised, it would be possible to produce X1 and still generate a profit of $90. How much
would the profit on X1 have to be raised for this to occur?
(a)
(b)
(c)
(d)
(e)
9.104
$2
$4
$8
$10
none of the above
According to Table 9-6, which is a summarized solution output from simplex analysis, the optimal
solution to this problem is
(a)
(b)
(c)
(d)
(e)
X1 = 0, X2 = 16.667, S1 = 300, S2 = 0
X1 = 0, X2 = 16.667, S1 = 0, S2 = 0
X1 = 12, X2 = 30, S1 = 0, S2 = 0.625
X1 = 12, X2 = 30, S1 = 0.625, S2 = 0
none of the above
9.105 According to Table 9-6, which is a summarized solution output from simplex analysis, if
the amount of resource A were decreased so that there were only 550 units available instead of 600,
what would happen to total profits?
(a)
(b)
(c)
(d)
(e)
9.106
In applying the simplex solution procedure to a minimization problem to determine which variable
enters the solution mix,
(a) pick the one with the most negative Cj Zj.
(b) pick the one with the positive Cj Zj.
(c) pick the one with the largest Cj.
(d) pick the one with the smallest Zj.
(e) pick the smallest nonnegative number formed by dividing each amount in the quantity column
by the appropriate column at the exiting variable.
9.107
They have no meaning in a physical sense nothing more than a computational tool.
In all linear programs, they appear in the objective function with a very low cost ($M).
They are usually used with constraints.
They are usually used with = constraints.
They are usually used with constraints.
262
9.108
If, in the optimal tableau of a linear programming problem, there is an artificial variable present in
the solution mix, this implies
(a)
(b)
(c)
(d)
(e)
9.109
infeasibility.
unboundedness.
degeneracy.
alternate optimal solutions.
a finite optimal solution.
If, in the final optimal simplex tableau, the Cj Zj values for all basic variables are zero, this
implies
(a)
(b)
(c)
(d)
(e)
feasibility.
unboundedness.
degeneracy.
alternate optimal solutions.
none of the above
263
9.110
9.111
9.112
If, in solving a linear programming minimization problem using the simplex method, a slack
variable is given a nonzero coefficient in the objective function, this implies
(a)
(b)
(c)
(d)
(e)
9.113
there is a cost for using an amount of the resource greater than that which is available.
there is no cost for using the resource.
there is a cost for failing to use the entire amount of the resource.
the resource can be substituted for another resource.
none of the above
A solved LP problem indicated that the optimal solution was X1 = 5, X2 = 10, A1 = 40. The first
constraint was: 4X1 + 2X2 80. This solution is:
(a)
(b)
(c)
(d)
(e)
indeterminant.
degenerate.
infeasible.
unbounded.
none of the above
264
9.114
9.115
*9.116 In the initial basic solution, the values of the variables in the basic solution are
(a) always zero.
(b) always negative.
(c) never zero.
(d) always nonnegative.
(e) none of the above
*9.117 The range of insignificance is
(a) a range of values where the variables can be said to differ insignificantly from zero.
(b) the range of variables where the value of the artificial variables can be said to differ
insignificantly from zero.
(c) the range of values over which the coefficient of a basic variable can vary without causing a
change in the optimal solution mix.
(d) the range of values over which the coefficient of a nonbasic variable can vary without causing
a change in the optimal mix.
(e) none of the above
265
266
*9.122 Using the Simplex method, we know we have an optimal solution when
(a)
(b)
(c)
(d)
(e)
PROBLEMS
9.124
267
9.125
The No-Glare Company is making two types of antique-style lamps, type #1 and type #2. There is
enough skilled labor to make either 1,000 type #1 or 2,000 type #2 lamps per day. There are only
6,000 inserts available per day, of which the type #1 requires three and the type #2 requires four.
Besides these shared constraints, there are only enough fancy switches to make 1400 of the type #2
lamps per day. Marginal profit (contribution) is $3 per type #1 and $4 per type #2 lamp. Let X1 =
the hundreds of type #1 lamps per day, etc. Solve, using the simplex method.
9.126
9.127
4 X1 + 3 X2
1 X1 + 2 X2 = 8
3 X1 + 2 X2 = 12
X1, X2 0
Add all necessary slack, surplus, and artificial variables to the following linear programming
problem. Be sure to include these in the objective function with the appropriate coefficients.
Maximize
Subject to:
8X + 10Y
5X + 3Y
2X + 3Y =
Y
X, Y
34
24
3
0
268
9.128
Solve the following linear programming problem using the simplex method.
Maximize
Subject to:
3 X1 + 5X2
4 X1 + 3 X2 48
X1 + 2 X2 20
X1, X2 0
9.129 The following is a partial simplex tableau for a maximization problem after one iteration.
Fill out the rest of this tableau, and then develop the next simplex tableau.
Cj
Sol.Mix
S1
X3
S3
5
X1
7/2
1/2
3/2
3
X2
4/3
2/3
2/3
6
X3
0
1
0
0
S1
1
0
0
0
S2
1/6
1/6
1/6
Zj
CjZj
269
0
S3
0
0
1
Quantity
24
3
15
9.130
According to Table 9-7, the final simplex tableau for a linear programming problem is provided.
Given this table:
(a) What is the range of optimality for the contribution rate of the variable X1?
(b) Management has decided to decrease the price of product X1. The profit contribution will
decrease from $50 to $40 for each unit of X1 produced. Will the optimal produce mix change?
(c) What is the range of insignificance of the contribution rate of the variable X2?
(d) How much would you be willing to pay for one more unit of Resource A? Explain.
(e) How much would you be willing to pay for an additional unit of Resource C? Why?
9.131
According to Table 9-7, the final simplex tableau for a linear programming problem is provided.
Given this table, calculate the right hand-side range for Resource B.
9.132
According to Table 9-7, the final simplex tableau for a linear programming problem is provided.
Given this table:
(a) What is the dual to the above maximization problem?
(b) What is the optimal value of the dual program?
(c) What is the optimal solution to the dual program?
270
9.133
Upon retirement, Mr. Klaws started to make two types of childrens wooden toys in his shop.
Wuns yield a variable profit of $8 each, and Toos have a contribution margin of $9 apiece. Even
though his electric saw overheats, he can make 7 Wuns or 14 Toos each day. Since he doesn't have
equipment for drying the lacquer finish he puts on the toys, the drying operation limits him to 16
Wuns or 8 Toos per day. The final tableau for Mr. Klaws' problem would be:
Cj
8
9
Sol.Mix
X1
X2
8
X1
1
0
9
X2
0
1
0
S1
2/3
1/3
0
S2
1/3
2/3
Zj
CjZj
8
0
9
0
7/3
7/3
10/3
10/3
Quantity
4
6
86
9.134
The following is a final simplex tableau for a maximization problem. Use this to answer the
questions below.
Cj
0
0
8
10
Sol.Mix
S1
S2
X3
X2
5
X1
7/3
1/3
1/3
1/3
10
X2
0
0
0
1
8
X3
0
0
1
0
0
S1
1
0
0
0
0
S2
0
1
0
0
0
S3
4/3
1/3
2/3
1/3
0
S4
2/3
4/3
1/6
1/3
Zj
CjZj
6
1
10
0
8
0
0
0
0
0
2
2
2
2
271
Quantity
80
70
20
10
260
(a) What is the range of optimality for the contribution rate of variable X 1?
(b) What is the range of optimality for the contribution rate of variable X2?
(c) How much can the right hand-side of the second constraint be reduced without affecting the
maximum profit?
(d) How much can the right hand-side of the first constraint be reduced without affecting the
maximum profit?
9.135
The following is a final simplex tableau for a maximization problem. Use this to answer the
questions below.
Cj
12
0
9
Sol.Mix
X2
S2
X3
10
X1
1
5
0.5
12
X2
1
0
0
9
X3
0
0
1
0
S1
0.0670
0.3331
0
0
S2
0
1
0
0
S3
0.333
1.67
0.5
Zj
CjZj
16.5
6.5
12
0
9
0
0.8
0.8
0
0
0.5
0.5
Quantity
6.67
86.67
20
260
(a) What is the range of optimality for the contribution rate of variable X 1?
(b) How much can the right hand-side of the second constraint be reduced without affecting the
maximum profit?
(c) If one more unit of the second resource were obtained, what would happen to profits? Be
specific.
(d) If one more unit of the third resource were obtained, what would happen to profits? Be
specific.
272
9.136
9.137
34
24
3
0
The following is a final simplex tableau for a maximization problem. All the variables are either
decision variables or slack variables. There are no surplus variables in this problem.
Cj
12
0
9
Sol.Mix
X2
S2
X3
Zj
CjZj
10
X1
1
5
0.5
16.5
6.5
12
X2
1
0
0
12
0
9
X3
0
0
1
9
0
0
S1
0.0670
0.3331
0
0.8
0.8
0
S2
0
1
0
0
0
0
S3
0.333
1.67
0.5
0.5
0.5
Quantity
6.67
86.67
20
260
The dual of this problem was formulated using variables U1, U2, and U3, which are identified with
constraints 1, 2, and 3, respectively. What are the values for each of these variables in the optimal
solution to the dual?
*9.138 Convert the following linear program into the simplex form:
Maximize
3x1 + 2x2
Subject to:
7x1 - 2x2 0
5x1 + x2 10
x1 + 7x2 12
3x1 + 3x2 = 15
*9.139 Convert the following linear program into a Simplex model form:
Maximize
Subject to:
8X + 10Y
5X + 3Y
2X + 3Y =
Y
X, Y
34
24
3
0
3 X1 + 5X2
273
Subject to:
4 X1 + 3 X2 48
X1 + 2 X2 20
X1, X2 0
Z = 12 X1 + 30 X2
32 X1 + 18 X2 600
24 X1 + 48 X2 800
4 X1 + 8 X2 + 3 X3
5 X1 + 10 X2 90
4 X1 + 12 X2 + 2 X3 100
3 X1 + 7 X2 + 5 X3 60
274
*9.143 Given the following dual linear programming problem, write the primal program:
Maximize
Subject to:
*9.144 Given the following dual linear program, write the primal program:
Maximize
3U1 + 2U2
Subject to:
7U1 - 2U2 0
5U1 + U2 10
U1 +7U2 12
SHORT ANSWER/ESSAY
9.146
9.147
9.148
9.149
275
9.150
9.151
Explain how an unbounded solution is recognized when calculating the simplex tableaus.
9.152
Explain how a multiple optimal solution is recognized when using the simplex algorithm.
9.153
Explain how no feasible solution is recognized when using the simplex algorithm.
9.154
276
9.155
Given the following linear program to be solved manually by use of the simplex algorithm, explain
what you might do before setting up the initial tableau?
Maximize
Subject to:
4 X1 + X2
9 X1 + 100 X2 900
8 X1 + 50 X2 400
100 X1 + 100 X2 1000
100 X1 + 400 X2 800
300 X1 + 400 X2 1200
X1, X2 0
277