1.

Solve the following linear programming (LP) problem by the simplex

algorithm.

Min z = x + 2 y
S .T .
x +y ≥2
x +4 y ≥ 4
2 x +5 y ≥ 6
x, y ≥ 0

Variable/Objective Optimal
value value
x 4/3
y 2/3
z 8/3

2. Solve the following goal programming problem by the weighting method in

LP. Note that all goals are equally important.

Goal 1 : x + y ≥4
Goal 2 : 3x + y ≤ 3
Goal 3 : x +3 y ≤ 3
x, y ≥ 0

Variable Optimal value

x 3/4
y 3/4
3. Consider the following zero-sum game with pay-offs to Player A. If xi and yj
denote the probability of choosing strategy i by player A and the probability
of choosing strategy j by player B, respectively, what are the optimal values
of probabilities and the value of the game?

Player B

1 2 3 4
1
2 2 3 1 7
3
7 2 4 3

4
Player A
4 6 3 8
 
9 1 5 6
Player A Player B
x1 x2 x3 x4 y1 y2 y3 y4
0 0 4/7 3/7 0 2/7 5/7 0
Value of the game 27/7

4. (a) Consider the mid-square method for generating random numbers where X0
= 7153 (seed). What is the value of R3?

R3 = 0.1254

4. (b) If the random number is 0.5, generate a random variate for the Exponential
distribution with parameter, λ (rate) = 20 [Expon (20)].

Expon (20) random variate = 0.03466

If the random number is 0.2, generate a random variate for the Normal
distribution with mean = 200 and standard deviation = 50 [N(200, 50)].

N(200, 50) random variate = 158