EM 602 – Management Science

HW Assignment 1: Review of Linear Algebra and Graphical Solution of

an LP

Problem 1.
Use the Gauss-Jordan method to determine whether the following linear system has no
solution, a unique solution, or an infinite number of solutions. Indicate the solutions (if any
exists).
x1 + x2 =2

– x2 + 2x3 = 3

x2 + x3 = 3

Solution:

1 1 0 2 1 1 0 2
0 − 1 2 3 ERO #1 (row2 = (-1) * row2) ⇒ 0 1 
− 2 − 3 ERO #2 (row1 = row1 - row2) ⇒
  
0 1 1 3 0 1 1 3 
1 0 2 5  1 0 2 5
0 1 − 2 − 3 ERO #2 (row3 = row3 - row2) ⇒ 0 
1 − 2 − 3 ERO #1 (row3 = row3*(1/3)) ⇒
  
0 1 1 3  0 0 3 6 
1 0 2 5  1 0 0 1 
0 1 − 2 − 3 ERO #2 (row1 = row1 – 2*row3) ⇒ 0 1 − 2 − 3 ⇒
   
0 0 1 2  0 0 1 2 

1 0 0 1 

⇒ ERO #2 (row2 = row 2 + 2*row3) ⇒ 0 1 0 1 

0 0 1 2

Thus the original system has the unique solution x1 = 1, x2 = 1, x3 = 2.

1
Problem 2.
Leary Chemical manufactures three chemical: A, B, and C. These chemicals are produced via two
production processes: Process 1 and Process 2. Running Process 1 for an hour costs $4 and yields 3
units of A, 1 unit of B, and 1 unit of C. Running Process 2 for an hour costs $1 and it produces 1 unit
of A and 1 unit of B. To meet the customer demands, at least 10 units of A, 5 units of B, and 3 units
of C must be produced daily. Graphically determine a daily production plan that minimizes the cost
of meeting Leary Chemical’s daily demands.

Solution:

x1 = Number of hours of Process 1; x2 = Number of hours of Process 2.

Then the appropriate LP is:

min Z = 4x1 + x2

s.t. 3x1 + x2 ≥ 10 (A constraint)

x1 + x2 ≥ 5 (B constraint)

x1 ≥ 3 (C constraint)

2
 x1 , x2 ≥ 0 (non-negativity constraint)

The graphical solution is shown

in the figure on the right:

AB is 3x1 + x2 = 10.

CD is x1 + x2 = 5.

EF is x1 = 3.

The feasible region is shaded.

Dotted line is isocost line 4x1 + x2
= 24.

Moving isocost line down to left

we see that H (where B and C
constraints intersect) is optimal.
Thus, the optimal solution to LP
is x1 = 3, x2 = 2, z = 4×3 + 2 = $14.