02.12.

2016

MARMARA UNIVERSITY

IE333 OPERATIONS RESEARCH PROBLEM SOLVING SESSION #8

Example 1 (Generalized Simplex Method)

Solve the following LPs by generalized simplex method.

a) Max z = x1 - 3x2 b) Max z = 2x1 - x2 + x3

s.t. x1 - x2 ≤ 2 s.t. x1 + 2x2 - x3 ≥ 1

x1 + x2 ≥ 4 -x1 + 2x2 - x3 ≥ 2

2x1 - 2x2 ≥ 3 2x1 + x2 + 2x3 ≤ 4

x1, x2 ≥ 0 x1, x2, x3 ≥ 0

Example 2 (Sensitivity Analysis)

Max z = 5x1 + 4x2

s.t. 6x1 + 4x2 ≤ 24

x1 + 2x2 ≤ 6

x1 - x2 ≤ 1

x2 ≤ 2

x1, x2 ≥ 0

The associated optimum tableau:

Basic x1 x2 x3 x4 x5 x6 Solution
z 0 0 3/4 1/2 0 0 21
x1 1 0 1/4 -1/2 0 0 3
x2 0 1 -1/8 3/4 0 0 3/2
x5 0 0 3/8 -5/4 1 0 5/2
x6 0 0 1/8 -3/4 0 1 1/2

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a) The capacities of resource 1 and 2 are planned to be expanded to 28 and 8, respectively.

Inspect the changes on the current basic solution.
b) Determine the feasibility range of each resource for which the current solution remains
feasible.

Example 3 (Sensitivity Analysis)

Max z = 2x1 + x2 + x3

s.t. x1 + x2 ≤ 4

2x1 + x3 ≤ 6

x1 - x2 + x3 ≤ 10

x1, x2, x3 ≥ 0

The associated optimum tableau:

Basic x1 x2 x3 x4 x5 x6 Solution
z 1 0 0 1 1 0 10
x2 1 1 0 1 0 0 4
x3 2 0 1 0 1 0 6
x6 -2 0 0 1 -2 1 2

a) Show the effects of adding a new constraint 2x1 + x2 ≥ 5 on the current optimum solution
of the problem given above.
b) Suppose that the objective function is changed to z = 3x1 + 4x2 + 2x3. Is the current
solution still optimal?
c) Suppose that the objective function is changed to z = 3x1 - 4x2 + 2x3. Is the current
solution still optimal?
d) Determine the optimality range of each activity for which the current solution remains
optimal.

Res. Asst. Murat Umut İZER