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    (OR1) SA Exercises

    Uploaded by

    Hoang Thao Nhi
    The document provides 5 questions about linear programming problems involving sensitivity analysis and duality. Question 1 involves constructing the dual problem and identifying shadow prices. Question 2 involves demonstrating an unbounded and infeasible dual problem. Question 3 and 4 involve conducting sensitivity analysis by making changes to the coefficients, right-hand sides, and objective function. Question 5 involves determining allowable ranges for coefficients and right-hand sides using graphical analysis.

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    © All Rights Reserved
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    (OR1) SA Exercises

    Uploaded by

    Hoang Thao Nhi
    23 views4 pages
    The document provides 5 questions about linear programming problems involving sensitivity analysis and duality. Question 1 involves constructing the dual problem and identifying shadow prices. Question 2 involves demonstrating an unbounded and infeasible dual problem. Question 3 and 4 involve conducting sensitivity analysis by making changes to the coefficients, right-hand sides, and objective function. Question 5 involves determining allowable ranges for coefficients and right-hand sides using graphical analysis.

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    [OR1] SA Exercises

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    The document provides 5 questions about linear programming problems involving sensitivity analysis and duality. Question 1 involves constructing the dual problem and identifying shadow prices. Question 2 involves demonstrating an unbounded and infeasible dual problem. Question 3 and 4 involve conducting sensitivity analysis by making changes to the coefficients, right-hand sides, and objective function. Question 5 involves determining allowable ranges for coefficients and right-hand sides using graphical analysis.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    23 views4 pages

    (OR1) SA Exercises

    Uploaded by

    Hoang Thao Nhi
    The document provides 5 questions about linear programming problems involving sensitivity analysis and duality. Question 1 involves constructing the dual problem and identifying shadow prices. Question 2 involves demonstrating an unbounded and infeasible dual problem. Question 3 and 4 involve conducting sensitivity analysis by making changes to the coefficients, right-hand sides, and objective function. Question 5 involves determining allowable ranges for coefficients and right-hand sides using graphical analysis.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 4

    Student Name: …

    Student ID: …

    DETERMINISTIC MODELS IN OR
    PRACTICE EXERCISES – Sensitivity Analysis and Duality of LP
    Problems

    Question 1
    Consider the following problem.
    Maximize Z=5 x1 + 4 x 2+3 x 3
    Subject to
    x 1+ x3 ≤ 15 (resource 1)
    x 2+ 2 x 3 ≤25 (resource 2)
    x1 ≥ 0 , x2 ≥ 0 , x3 ≥ 0
    a. Construct the dual problem for this primal problem.
    b. Solve the dual problem graphically. Use this solution to identify the shadow prices for the
    resources in the primal problem.

    Question 2
    Consider the following problem.
    Minimize Z=−5 x 1−15 x 2
    Subject to
    2 x1 −4 x 2 ≤8
    −3 x 1+3 x 2 ≤24
    x1 , x2 ≥ 0
    a. Demonstrate graphically that this problem has an unbounded objective function.
    b. Construct the dual problem.
    c. Demonstrate graphically that the dual problem has no feasible solutions.

    Question 3
    Consider the following problem.
    Student Name: …
    Student ID: …
    Maximize Z=2 x 1 +7 x 2−3 x 3
    Subject to
    x 1+ 3 x 2 +4 x3 ≤ 30
    x 1+ 4 x 2−x 3 ≤10
    x1 , x2 , x3 ≥ 0
    By letting x 4 and x 5 be the slack variables for the respective constraints, the simplex method
    yields the following final set of equations:
    (0) Z+ x 2 + x 3 +2 x 5=20
    (1) −x 2+ 5 x 3 + x 4 −x5 =20
    (2) x 1+ 4 x 2−x 3 + x 5=10
    Now you are to conduct sensitivity analysis by independently investigating each of the following
    seven changes in the original model. For each change, use the sensitivity analysis procedure to
    revise this set of equations (in tableau form) and convert it to proper form from Gaussian
    elimination for identifying and evaluating the current basic solution. Then test this solution for
    feasibility and for optimality. If either test fails, reoptimize to find a new optimal solution.
    a. Change the right-hand sides to

    b. Change the coefficients of x 3 to

    c. Change the coefficients of x 1 to

    d. Introduce a new variable x 6 with coefficients

    e. Change the objective function to Z=x 1+5 x 2−2 x 3


    Student Name: …
    Student ID: …
    Question 4
    Consider the following problem.
    Maximize Z=2 x 1−x 2 + x 3
    Subject to
    3 x 1−2 x 2 +2 x 3 ≤ 15
    −x 1+ x2 + x 3 ≤3
    x 1−x 2+ x3 ≤ 4
    x1 , x2 , x3 ≥ 0
    If we let x 4 , x 5, and x 6 be the slack variables for the respective constraints, the simplex method
    yields the following final set of equations:
    (0) Z+ 2 x 3 + x 4 + x 5=18
    (1) x 2+ 5 x 3 + x 4 +3 x 5=24
    (2) 2 x3 + x 5 + x 6=7
    (3) x 1+ 4 x 3 + x 4 +2 x 5=21
    Now you are to conduct sensitivity analysis by independently investigating each of the following
    eight changes in the original model. For each change, use the sensitivity analysis procedure to
    revise this set of equations (in tableau form) and convert it to proper form from Gaussian
    elimination for identifying and evaluating the current basic solution. Then test this solution for
    feasibility and for optimality. If either test fails, reoptimize to find a new optimal solution.
    a. Change the right-hand sides to

    b. Change the coefficient of x 3 in the objective function to c 3=2 .


    c. Change the coefficient of x 1 in the objective function to c 1=3 .
    d. Change the coefficients of x 3 to

    e. Change the coefficients of x 1 and x 2 to


    Student Name: …
    Student ID: …

    and
    f. Change the objective function to Z=5 x1 + x 2 +3 x3

    Question 5
    Consider the following problem.

    Maximize Z=c 1 x 1 +c 2 x 2
    Subject to
    2 x1 −x2 ≤ b1
    x 1−x 2 ≤ b2
    x1 , x2 ≥ 0
    Let x 3 and x 4 denote the slack variables for the respective functional constraints. When c 1=3 ,
    c 2=−2 , b 1=30, and b 2=10, the simplex method yields the following final simplex tableau.

    a. Use graphical analysis to determine the allowable range for c 1 and c 2.


    b. Use graphical analysis to determine the allowable range for b 1 and b 2.

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