Sample Solution Midterm 2

Part One: Multiple Choice (45 points.
)
Solve the following problems, circle only ONE letter from a. to e. of each
question as your answer.
1. Which objective function has the same slope as this one: 4x + 2y = 20.
a. 2x +4y = 20.
b. 2x – 4y = 20.
c. 4x – 2y = 20.
d. 8x + 8y = 20.
*e. x + .5y = 10.
2. A linear programming problem with the objective function of maximizing 3x 1 + 8x2 has the
optimal solution x1 = 5, x2 = 6. If c2 decreases by 2 and the range of optimality shows 5 c2
12, the value of Z
*a. will decrease by 12.
b. will decrease by 2.
c. will not change.
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d. cannot be determined from this information.
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3. A one-sided range of feasibility
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*a. always occurs for a constraint with a slack or a surplus in the optimal solution
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b. always occurs for a variable that is great than zero in the optimal solution
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c. indicates changes in more than one coefficient.
d. indicates changes in the slack.
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4. Let A, B, and C be the amounts invested in companies A, B, and C. If no more than 50% of
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the total investment can be in company B, then

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a. B < 5
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b. A - .5B + C < 0
c. .5A - B - .5C < 0
*d. -.5A + .5B - .5C < 0
5. If the shadow price for b1 is 2.7, the range of feasibility is 20 b1 50, and the original
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value of b1 was 30, which of the following is true?

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a. There currently is no slack in the first constraint.

b. We would be willing to pay up to $2.70 per unit for up to 20 more units of resource 1.
c. If only 25 units of resource 1 were available, profit would drop by $13.50.
*d. Each of the above is true.
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6. A negative shadow price for a constraint in a minimization problem means

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a. as the right-hand side increases, the objective function value will increase.
*b. as the right-hand side decreases, the objective function value will increase.
*c. as the right-hand side increases, the objective function value will decrease.
d. as the right-hand side decreases, the objective function value will decrease.
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7. Which of the following is a valid objective function for a linear programming problem?
a. Max 5xy
*b. Min 4x + 3y + (2/3)z
c. Max x/(x+y)
d. Min (x1 + x2)/x3
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8. Which of the following statements is NOT true?
a. A feasible solution satisfies all constraints.
b. An optimal solution satisfies all constraints.
*c. An infeasible solution violates all constraints.
d. A feasible solution point does not have to lie on the boundary of the feasible region.
9. Which of the following special cases does not require reformulation of the problem in
order to obtain a solution?
*a. alternate optimality
b. infeasibility
c. unboundedness
d. each case requires a reformulation.
10. In the linear programming formulation of a transportation network

a. there is one constraint for each node.
b. there is one variable for each arc.
c. the sum of variables corresponding to arcs out of an origin node is constrained by the
supply at that
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node.
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*d. All of the alternatives are correct.
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11. Consider a maximal flow problem in which traffic entering a city is routed among several
routes before eventually
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leaving the city. When represented with a network,
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a. the nodes represent stoplights.
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*b. the arcs represent one way streets.
c. the nodes represent locations where speed limits change.
d. None of the alternatives is correct.
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12. Which of the following will have negative net flow in a minimum cost flow problem?
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a. Supply nodes.
b. Transshipment nodes.
*c. Demand nodes.
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d. Arc capacities.
e. None of the above.
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13. Which of the following is not an assumption of a minimum cost flow problem?
a. At least one of the nodes is a supply node.
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*b. There is an equal number of supply and demand nodes.

c. Flow through an arc is only allowed in the direction indicated by the arrowhead.
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d. The cost of the flow through each arc is proportional to the amount of that flow.
e. The objective is either to minimize the total cost or to maximize the total profit.
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14. Which of the the following problems are special types of minimum cost flow problems?
I Transportation problems.
II Assignment problems.
III Transshipment problems.
IV Shortest path problems.
a. I and II only.
b. I, II, and III only.
c. IV only.
*d. I, II, III, and IV.
15. Which of the following is an application of a shortest path problem?

I Minimize total distance traveled.
II Minimize total flow through a network.
III Minimize total cost of a sequence of activities.
IV Minimize total time of a sequence of activities
a. I and II only
b. I, II, and III only.
c. IV only
d. I, II, III, and IV
*e. I, III, and IV only.
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1. (45 points)
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Consider the following linear programming problem:
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min X1 + 2X2
s.t. X2 ≥ 6
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X2 ≤ 8
X1 ≤= 7 rs e
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- X1 + X2 ≤ 4
X1, X2 ≥ 0.
a. Solve the problem graphically.
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b. What are the non-binding constraints, slacks and surpluses?

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c. What are the range of optimality for the coefficients of X1 and X2

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d. Compute the shadow prices of all of the constraints.

e. Find the range of feasibility for all the constraints.
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Solution.
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a.
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Figure 2-1
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Optimal point is the intersection of two constraint lines, X2=6 and –X1+X2=4.
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Thus, the
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optimal solution is X1=2, X2=6. The optimal value is Z=2+2(6)=14. See
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Figure 2-1.
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Ob. The following two constraints are binding (slack=0):
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X2 ≥ 6
–X1 + X2 ≤ 4
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The following contraints are nonbinding:

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X2 ≤8; Slack = 8 - 6 = 2
X1 ≤7; Slack = 7 - 6 = 1
X1 ≥ 0 ; Surplus = 2 - 0 = 0
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X2 ≥ 0 ; Surplus = 6 - 0 = 0
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c. Consider the objective function C1X1+C2X2.

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First, keep C2 = 2 and change C1.

As long as C1 ≥ 0, (2,6) remains optimal, since moving the objective function
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line downwards decreases the objective value. See Figure 2-2.

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Figure 2-2
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If C1 < 0, moving the objective line to the right decreases the objective value.
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So (2,6) is no longer optimal. See Figure 2-3.
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Figure 2-3
Thus the range of optimality for C1 is [0,+∞).

Next, keep C1=1 and change C2.
Again, as long as C2 ≥ 0, (2,6) remains optimal, because since moving the
objective function line
leftwards decreases the objective value. See Figure 2-2.
If C2<0, moving the objective line upwards decreases the objective value.
The slope of the objective
line is -1/C2. (2,6) remains optimal if and only if the slope -1/C2 ≥ 1. (The RHS
1 is the slope of the
constraint line −X1 + X2 ≤4). Thus, C2 ≥ -1. See Figure 2-4a and Figure 2-4b.
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Figure 2-4 (a)

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rs e Figure 2-4 (b)
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Therefore, the range of optimality for the coefficients X2 is from -1
to +∞.
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d. The shadow price for all nonbining constraints are 0. So it remains to

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compute the shadow price of the two binding constraints X2 ≥ 6 and –X1+X2
≤ 4.
Consider the constraint X2 ≥ 6 first. Change the RHS and replace the
constraint by X2 ≥ 7. Using the graphical solution, the binding constraints do
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not change, and the optimal solution becomes (X1, X2) = (3,7). The optimal
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value becomes 3+2(7)=17. Thus, the shadow price for X2 ≥ 6 is 17-14= 3.

Consider the constraint X1 + X2 ≤4. We replace it with X1 + X2 ≤5. The
binding constraints do not change, and the optimal solution is now (X1, X2) =
(1, 6). The optimal value is 1+2(6) = 13. Then, the shadow price for the
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constraint X1 + X2 ≤4 is 13-14 = -1.

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e. Constraint X2 ≥ 6. Replace it with X2 ≥ b1. To keep the binding constraints

unchanged, we can move the constraint line upwards until it overlaps the
line X2=8. We can move the constraint line downwards until it reaches the
point (0,4), or equivalently, b1=4. Thus, the range of feasibility for this
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constraint is b1 ∈4,8.
Constraint X2 ≤8. Replace it with X2 ≤ b2 To keep the binding constraints
unchanged, we can move the constraint line upwards without limit, or
downwards until it overlaps the line X2=6. Thus, the range is b2 ∈ 6,∞ .
Constraint X1 ≤7. Replace it with X1 ≤ b3. To keep the binding constraints
unchanged, we can move the constraint line to the right without limit, or to
the left until it reaches the point (2,6), that is, when b3= 2. The range is b3 ∈
2,∞
Constraint −X1 + X2 ≤4. Replace it with −X1 + X2 ≤b4. To keep the binding
constraints unchanged, we can move the constraint line to the right until it
reaches the point (7,6), or to the left until it reaches (0,6). The former is
corresponding to b4 = -7+6 = -1, the latter is corresponding b4=0+6=6. The
range is b4 ∈−1,6.
2. (35 points)
Capsule Drugs manufactures two drugs, 1 and 2. The drugs are produced by
blending 2 chemicals, 1 and 2. By weight, drug 1 must contain at least 65%
chemical 1 and drug 2 must contain at least 55% chemical 1. Drug 1 sells for
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$6 per ounce, and drug 2 sells for $4 per ounce. Chemicals 1 and 2 can be
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produced by one of two production processes. Running process 1 for an hour
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requires 7 ounces of raw material and 2 hours skilled labor, and it yields 3
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ounces of each chemical. Running process 2 for an hour requires 5 ounces of
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raw material and 3 hours skilled labor, and it yields 3 ounces of chemical 1
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and 1 ounce of chemical 2. A total of 120 hours of skilled labor and 100
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ounces of raw material are available. Determine how to maximize Capsule’s
sales revenues.
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Solution. Define Xij as the amount (by weight) of chemical i used in drug j, for
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i = 1, 2, j=1, 2. See the table below.

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D1 D2
C1 X11 X12
C2 X21 X22
Define H1 as the number of hours for process 1, H2 as the number of hours for
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process 2.
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Objective is to maximize revenue. The total weight of drug 1 produced is

X11+X21, the total weight of drug 2 produced is X12+X22. Thus, the total
revenue is 6(X11+X21) + 4 (X12+X22).
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Constraints:
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By weight, drug 1 must contain at least 65% chemical 1. So X11 ≥ 0.65

(X11+X21).
Drug 2 must contain at least 55% chemical 1. So X12 ≥ 0.55 (X12 + X22).
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Running process 1 for an hour yields 3 ounces of each chemical. Running

process 2 for an hour it yields 3 ounces of chemical 1 and 1 ounce of
chemical 2. So the total amount of chemical 1 available is Y1=3H1+3H2, the
total amount of chemical 2 available is Y2 = 3H1+H2.
The total amount of chemicals used cannot exceed Y1 and Y2, respectively. So
X11 +X12 ≤ Y1, and X21 + X22 ≤ Y2.
Skilled labor hour constraint: 2 H1 +3 H2 ≤ 120.
Raw material constraint: 7 H1 + 5 H2 ≤ 100.
Nonnegativity constraint, X11, X12, X21, X22, H1, H2 are nonnegative.
LP model:
Max. 6(X11+X21) + 4 (X12+X22)
s.t. X11 ≥ 0.65 (X11+X21)
X12 ≥ 0.55 (X12 + X22)
Y1=3H1+3H2
Y2 = 3H1+H2
X11 +X12 ≤ Y1
X21 + X22 ≤ Y2
2 H1 +3 H2 ≤ 120
7 H1 + 5 H2 ≤ 100
X11, X12, X21, X22, H1, H2 ≥ 0
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Part One: Multiple Choice (45 points.

the total investment can be in company B, then

value of b1 was 30, which of the following is true?

a. There currently is no slack in the first constraint.

6. A negative shadow price for a constraint in a minimization problem means

10. In the linear programming formulation of a transportation network

*b. There is an equal number of supply and demand nodes.

15. Which of the following is an application of a shortest path problem?

b. What are the non-binding constraints, slacks and surpluses?

c. What are the range of optimality for the coefficients of X1 and X2

d. Compute the shadow prices of all of the constraints.

The following contraints are nonbinding:

c. Consider the objective function C1X1+C2X2.

First, keep C2 = 2 and change C1.

line downwards decreases the objective value. See Figure 2-2.

Thus the range of optimality for C1 is [0,+∞).

Figure 2-4 (a)

d. The shadow price for all nonbining constraints are 0. So it remains to

value becomes 3+2(7)=17. Thus, the shadow price for X2 ≥ 6 is 17-14= 3.

constraint X1 + X2 ≤4 is 13-14 = -1.

e. Constraint X2 ≥ 6. Replace it with X2 ≥ b1. To keep the binding constraints

i = 1, 2, j=1, 2. See the table below.

Objective is to maximize revenue. The total weight of drug 1 produced is

By weight, drug 1 must contain at least 65% chemical 1. So X11 ≥ 0.65

Running process 1 for an hour yields 3 ounces of each chemical. Running

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