Lecture 11

▪ Module A
• 20, 25, 35, 36, 37
• 43, 45, 47, 49

Lecture 10 1
Problem 20
1 2 -1 0 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3

2 𝑥2 10 0 1 ¼ ¼ 0 0
0 𝑠2 20 0 0 -3/4 ¾ 1 -1/2
1 𝑥1 10 1 0 1 -1/2 0 ½
𝑧𝑗 30 1 2 3/2 0 0 ½
𝑐𝑗 − 𝑧𝑗 0 0 -5/2 0 0 -1/2

a. Is this a maximization or a minimization problem? Why?

This is a maximization problem, because the table computes 𝑐𝑗 − 𝑧𝑗 .

b. What is the solution given in this tableau?

The solution is 𝑥1 , 𝑥2, 𝑥3, 𝑠1 , 𝑠2 , 𝑠3 = 10, 10, 0, 0, 20, 0 .

Lecture 10 2
Problem 20
c. Write out the original objective function using only decision variables.
The objective function is 𝑍 = 𝑥1 + 2𝑥2 − 𝑥3.

d. How many constraints are in the LP model?

There are 3 constraints.

e. Were any of the constraints originally equations? Why?

There were NO equations because we have three slack variables. If there
were one equation, we might have one slack variable missing in the table.

Lecture 10 3
h. Indentify the alternative solution.
1 2 -1 0 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3

2 𝑥2 10 0 1 ¼ ¼ 0 0
0 𝑠2 20 0 0 -3/4 ¾ 1 -1/2
1 𝑥1 10 1 0 1 -1/2 0 ½
𝑧𝑗 30 1 2 3/2 0 0 ½
𝑐𝑗 − 𝑧𝑗 0 0 -5/2 0 0 -1/2

1 2 -1 0 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3

2 𝑥2 10/3 0 1 1/2 0 -1/3 1/6

0 𝑠1 80/3 0 0 -1 1 4/3 -2/3
1 𝑥1 70/3 1 0 1/2 0 2/3 1/6
𝑧𝑗 30 1 2 3/2 0 0 ½
𝑐𝑗 − 𝑧𝑗 0 0 -5/2 0 0 -1/2

70 10 80
The alternative solution is 𝑥1, 𝑥2, 𝑥3, 𝑠1 , 𝑠2 , 𝑠3 = , , 0, , 0, 0 .
3 3 3

Lecture 10 4
Problem 25
The standard form of the LP is Maximize Z = $6𝑥1 + 2𝑥2 + 12𝑥3
Subject to 4𝑥1 + 𝑥2 + 3𝑥3 + 𝑠1 =24
2𝑥1 + 6𝑥2 + 3𝑥3 + 𝑠2 = 30
𝑥1, 𝑥2, 𝑠1 , 𝑠2 ≥ 0

Initial tableau.
6 2 12 0 0
Basic Quantit
𝑥1 𝑥2 𝑥3 𝑠1 𝑠2
𝑐𝑗 Variable y
0 𝑠1 24 4 1 3 1 0
0 𝑠2 30 2 6 3 0 1
𝑧𝑗 0 0 0 0 0 0
𝑐𝑗 − 𝑧𝑗 6 2 12 0 0

Lecture 10 5
Problem 25

The first iteration and the optimal simplex table:

6 2 12 0 0
Basic Quantit
𝑥1 𝑥2 𝑥3 𝑠1 𝑠2
𝑐𝑗 Variable y
12 𝑥3 8 4/3 1/3 1 1/3 0
0 𝑠2 6 -2 5 0 -1 1
𝑧𝑗 96 16 4 12 4 0
𝑐𝑗 − 𝑧𝑗 -10 -2 0 -4 0

The optimal solution is given by (𝑥1, 𝑥2, 𝑥3) = (0,0,8) and (𝑠1 , 𝑠2 ) = 0,6 .
The optimal objective function value Z=96.

Lecture 10 6
Problem 35

The standard form of the LP is Maximize Z = 𝑥1 + 2𝑥2 − 𝑥3

Subject to 4𝑥2 + 𝑥3 + 𝑠1 =40
𝑥1 − 𝑥2 + 𝑠2 = 20
2𝑥1 + 4𝑥2 + 3𝑥3 + 𝑠3 = 60
𝑥1, 𝑥2, 𝑥3, 𝑠1 , 𝑠2 , 𝑠3 ≥ 0

Initial tableau.
Basic 1 2 -1 0 0 0
Variab Quantit
𝑐𝑗 le y 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3
0 𝑠1 40 0 4 1 1 0 0
0 𝑠2 20 1 -1 0 0 1 0
0 𝑠3 60 2 4 3 0 0 1
𝑧𝑗 0 0 0 0 0 0 0
𝑐𝑗 − 𝑧𝑗 1 2 -1 0 0 0

Lecture 10 7
Problem 35
First Iteration.
Basic 1 2 -1 0 0 0
Variab Quantit
𝑐𝑗 le y 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3
2 𝑥2 10 0 1 1/4 1/4 0 0
0 𝑠2 30 1 0 1/4 1/4 1 0
0 𝑠3 20 2 0 2 -1 0 1
𝑧𝑗 20 0 2 1/2 1/2 0 0
𝑐𝑗 − 𝑧𝑗 1 0 -3/2 -1/2 0 0

Second Iteration (Alternative Solution)

Basic 1 2 -1 0 0 0
Variab Quantit
𝑐𝑗 le y 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3
2 𝑥2 10 0 1 1/4 1/4 0 0
0 𝑠2 20 0 0 -3/4 3/4 1 -1/2
1 𝑥1 10 1 0 1 -1/2 0 ½
𝑧𝑗 30 1 2 3/2 0 0 ½
𝑐𝑗 − 𝑧𝑗 0 0 -5/2 0 0 -1/2

Lecture 10 8
Problem 35
Alternative Solution

Basic 1 2 -1 0 0 0
Variab Quantit
𝑐𝑗 le y 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3
2 𝑥2 10/3 0 1 1/2 0 -1/3 1/6
0 𝑠1 80/3 0 0 -1 1 4/3 -2/3
1 𝑥1 70/3 1 9/2 1/2 0 2/3 1/6
𝑧𝑗 30 1 13/2 3/2 0 0 ½
𝑐𝑗 − 𝑧𝑗 0 -9/2 -5/2 0 0 -1/2

The optimal solution is given by (𝑥1, 𝑥2, 𝑥3, 𝑠1 , 𝑠2, 𝑠3 ) =

(10,10,0, 0, 0,20, 0).
The alternative optimal solution is (𝑥1, 𝑥2, 𝑥3, 𝑠1 , 𝑠2 , 𝑠3) =
70 10 80
( 3 , 3 , 0, 3 , 0, 0).

The optiaml objective function value Z=30.

Lecture 10 9
 Problem 36
Maximize Z = 𝑥1 + 2𝑥2 + 2𝑥3 − MA1 − MA2
The standard form of the LP is
Subject to 𝑥1 + 𝑥2 + 2𝑥3 + 𝑠1 =12
2𝑥1 + 𝑥2 + 5𝑥3 + 𝐴1 = 20
𝑥1 + 𝑥2 − 𝑥3 − 𝑠2 + 𝐴2 =8
𝑥1, 𝑥2, 𝑥3, 𝑠1 , 𝑠2 , 𝐴1 , 𝐴2 ≥ 0
Initial tableau.
1 2 2 0 0 -M -M
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝐴1 𝐴2
0 𝑠1 12 1 1 2 1 0 0 0
-M 𝐴1 20 2 1 5 0 0 1 0
-M 𝐴2 8 1 1 -1 0 -1 0 1
𝑧𝑗 -28M -3M -2M -4M 0 M -M -M
𝑐𝑗 − 𝑧𝑗 1+3M 2+2M 2+4M 0 -M 0 0

Lecture 10 10
Problem 36
First iteration
1 2 2 0 0 -M
Basic Quanti
𝑐𝑗 Variable ty 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝐴2
0 𝑠1 4 1/5 3/5 0 1 0 0
2 𝑥3 4 2/5 1/5 1 0 0 0
-M 𝐴2 12 7/5 6/5 0 0 -1 1
𝑧𝑗 8-64M 4/5-7M/5 2/5-6M/5 2 0 M -M
𝑐𝑗 − 𝑧𝑗 1/5+7M/5 8/5+6M/5 0 0 -M 0

Second iteration
1 2 2 0 0
Basic Quanti
𝑐𝑗 Variable ty 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2
0 𝑠1 16/7 0 3/7 0 1 1/7
2 𝑥3 4/7 0 -1/7 1 0 2/7
1 𝑥1 60/7 1 6/7 0 0 -5/7
𝑧𝑗 68/7 1 4/7 2 0 -1/7
𝑐𝑗 − 𝑧𝑗 0 10/7 0 0 1/7

Lecture 10 11
Problem 36

Third iteration
1 2 2 0 0
Basic Quanti
𝑐𝑗 Variable ty 𝑥1 𝑥2 𝑥3 𝑠1 𝑠2
2 𝑥2 16/3 0 1 0 7/3 1/3
2 𝑥3 4/3 0 0 1 1/3 1/3
1 𝑥1 4 1 0 0 -2 -1
𝑧𝑗 52/3 1 2 2 10/3 1/3
𝑐𝑗 − 𝑧𝑗 0 0 0 -10/3 -1/3

The optimal solution is given by

16 4
(𝑥1 , 𝑥2, 𝑥3, 𝑠1 , 𝑠2 ) = (4, , 0, 0).
3 3
The optiaml objective function value
Z=52/3.

Lecture 10 12
Problem 37
Maximize Z = 400𝑥1 + 350𝑥2 + 450𝑥3
The standard form of the LP is Subject to 2𝑥1 + 3𝑥2 + 2𝑥3 + 𝑠1 =120
4𝑥1 + 3𝑥2 + 𝑥3 + 𝑠2 = 160
3𝑥1 + 2𝑥2 + 4𝑥3 + 𝑠3=100
𝑥1 + 𝑥2 + 𝑥3 + 𝑠4 =40
𝑥1, 𝑥2 , 𝑥3 , 𝑠1 , 𝑠2, 𝑠3 , 𝑠4 ≥ 0

Initial tableau.
Basic 400 350 450 0 0 0 0
Variabl Quanti
𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3 𝑠4
𝑐𝑗 e ty
0 𝑠1 120 2 3 2 1 0 0 0
0 𝑠2 160 4 3 1 0 1 0 0
0 𝑠3 100 3 2 4 0 0 1 0
0 𝑠4 40 1 1 1 0 0 0 1
𝑧𝑗 0 0 0 0 0 0 0 0
𝑐𝑗 − 𝑧𝑗 400 350 450 0 0 0 0

Lecture 10 13
Problem 37
First Iteration
Basic 400 350 450 0 0 0 0
Variabl Quanti
𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3 𝑠4
𝑐𝑗 e ty
0 𝑠1 70 1/2 2 0 1 0 -1/2 0
0 𝑠2 135 13/4 5/2 0 0 1 -1/4 0
450 𝑥3 25 3/4 1/2 1 0 0 1/4 0
0 𝑠4 15 1/4 1/2 0 0 0 -1/4 1
𝑧𝑗 11250 337.5 225 450 0 0 112.5 0
𝑐𝑗 − 𝑧𝑗 62.5 125 0 0 0 -112.5 0

Second Iteration and optiaml simplex tableau

Basic 400 350 450 0 0 0 0
Variabl Quanti
𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3 𝑠4
𝑐𝑗 e ty
0 𝑠1 10 -1/2 0 0 1 0 1/2 -4
0 𝑠2 60 2 0 0 0 1 1 -5
450 𝑥3 10 1/2 0 1 0 0 1/2 -1
350 𝑥2 30 1/2 1 0 0 0 -1/2 2
𝑧𝑗 15000 400 350 450 0 0 50 250
𝑐𝑗 − 𝑧𝑗 0 0 0 0 0 -50 -250

Lecture 10 14
Problem 37
The optimal solution from the table is (𝑥1 , 𝑥2 , 𝑥3 , 𝑠1, 𝑠2 , 𝑠3 , 𝑠4 ) = 0, 30, 10, 10, 60, 0,0 with
optimal objective function value of Z=15,000.
However, 𝑐𝑗 − 𝑧𝑗 value of non-basic variable 𝑥1 is zero. So we can generate another solution
by entering the variable.
Third Iteration and optiaml simplex tableau
Basic 400 350 450 0 0 0 0
Variabl Quanti
𝑥1 𝑥2 𝑥3 𝑠1 𝑠2 𝑠3 𝑠4
𝑐𝑗 e ty
0 𝑠1 20 0 0 1 1 0 1 -5
0 𝑠2 20 0 0 -4 0 1 -1 -1
400 𝑥1 20 1 0 2 0 0 1 -2
350 𝑥2 20 0 1 -1 0 0 -1 3
𝑧𝑗 15000 400 350 450 0 0 50 250
𝑐𝑗 − 𝑧𝑗 0 0 0 0 0 -50 -250

The another optimal solution from the thrid iteration is

(𝑥1 , 𝑥2 , 𝑥3 , 𝑠1 , 𝑠2 ,𝑠3 , 𝑠4 ) = 20, 20, 0, 20, 20, 0,0 with the same optimal
objective function value of Z=15,000.

Therefore, this problem has multiple optimal solutions.

Lecture 10 15
 Problem 43
a. Formulate the dual of this model and indicate what the dual variables equal.

Maximize 200x1 + 300𝑥2(𝑝𝑟𝑜𝑓𝑖𝑡)

S.t. 10𝑥1 + 50𝑥2 ≤ 500 (𝑐ℎ𝑖𝑙𝑖 𝑏𝑒𝑎𝑛𝑠. 𝑙𝑏. )
34𝑥1 + 20𝑥2 ≤ 800 (𝑔𝑟𝑜𝑢𝑛𝑑 𝑏𝑒𝑒𝑓)
𝑥1, 𝑥2 ≥ 0

Minimize 500𝑦1 + 800𝑦2

S.t. 10𝑦1 + 34𝑦2 ≥ 200
50𝑦1 + 20𝑦2 ≥ 300
𝑦1 , 𝑦2 ≥ 0

The dual variable 𝑦1 is the marginal value (shadow price) of chilli beans,
and the dual variable 𝑦2 is the marginal value (shadow price) of ground beef.

Lecture 10 16
 Problem 43
a. Formulate the dual of this model and indicate what the dual variables equal.
Minimize 500𝑦1 + 800𝑦2
Subject to 10𝑦1 + 34𝑦2 ≥ 200
50𝑦1 + 20𝑦2 ≥ 300
𝑦1 , 𝑦2 ≥ 0

The dual variable 𝑦1 is the marginal value (shadow price) of chilli beans, and the dual
variable 𝑦2 is the marginal value (shadow price) of ground beef.
b. What profit for Razorback chili will result in no production of Longhorn chilli? What will the
new optimal solution values be?
𝑐1 = 200 + Δ.
200+Δ 300 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2
300 𝑥2 6 0 1 17/750 -1/150
200+Δ 𝑥1 20 1 0 -1/75 1/30
𝑧𝑗 5,800+20Δ 200+Δ 300 310/75-Δ/75 70/15+Δ/30
𝑐𝑗 − 𝑧𝑗 0 0 Δ/75-310/75 -70/15-Δ/30
If Δ ≥ 310, 𝑠1 enters and 𝑥2 leaves.
Lecture 10 17
 200+Δ 300 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

0 𝑠1 4500/17 0 750/17 1 -5/17

200+Δ 𝑥1 400/17 1 10/17 0 1/34
𝑧𝑗 (80,000+400Δ)/17 200+Δ (2000+10Δ)/17 0 (200+Δ)/34
𝑐𝑗 − 𝑧𝑗 0 (3100-10Δ)/17 0 -(200+Δ)/34

If Δ ≥ 310, the above tableau is optimal. If c1 ≥ 510, the optimal

400 4500
solution is 𝑥1, 𝑥2, 𝑠1 , 𝑠2 = ( , 0, , 0) with Z=(80,000+400Δ)/
17 17
17.
c. Determine what the effect will be of changing the amount of beans
in Razorback chili from 10 pounds per batch to 15 pounds per batch.
The current optimal solution is infeasible.

d. Determine the optimal ranges for 𝑐1 and 𝑐2 .

Δ−310
Let 𝑐1 = 200 + Δ. The current optimal solution remains if ≤ 0 and
75
140+Δ
− ≤ 0. The common range is −140 ≤ Δ ≤ 310. The range for 𝑐1 is
30
60 ≤ 𝑐1 ≤ 510.

Let 𝑐2 = 300 + Δ. The tableau is updated as follows.

Lecture 10 18
 200 300+Δ 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

300+Δ 𝑥2 6 0 1 17/750 -1/150

200 𝑥1 20 1 0 -1/75 1/30
𝑧𝑗 5,800+6Δ 200 300+Δ 310/75+17Δ/750 70/15−Δ/150
𝑐𝑗 − 𝑧𝑗 0 0 -17Δ/750-310/75 -70/15+Δ/150
17Δ+3100 Δ−700
The current optimal solution remains if − ≤ 0 and ≤ 0.
750 150
3100 2000
The common range is − 17
≤ Δ ≤ 700. The range for 𝑐2 is 17 ≤ 𝑐2 ≤
1,000.

e. Determine the feasible ranges for 𝑞1(pounds of beans) and 𝑞2(pounds

of ground beef).
For the change of 𝑞1, the updated tableau is

200 300 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

300 𝑥2 6+(17/750)*Δ 0 1 17/750 -1/150

200 𝑥1 20+(-1/75)*Δ 1 0 -1/75 1/30
𝑧𝑗 5,800+310/75Δ 200 300 310/75 70/15
𝑐𝑗 − 𝑧𝑗 0 0 -310/75 -70/15

Lecture 10 19
 17Δ Δ
The current tableau is feasible if 6 + ≥ 0 and 20 − ≥ 0. The
750 75
4500
common range is − ≤ Δ ≤ 1500. The feasible range of 𝑞1 is
17
4000/17≤ 𝑞1≤ 2,000.

For the change of 𝑞2, the tableau is

200 300 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

300 𝑥2 6+(-1/150)*Δ 0 1 17/750 -1/150

200 𝑥1 20+(1/30)*Δ 1 0 -1/75 1/30
𝑧𝑗 5,800+70/15Δ 200 300 310/75 70/15
𝑐𝑗 − 𝑧𝑗 0 0 -310/75 -70/15

Δ Δ
The current tableau is feasible if 6 − ≥ 0 and 20 + ≥ 0. The
150 30
common range is −600 ≤ Δ ≤ 900. The feasible range of 𝑞2 is
200 ≤ 𝑞2≤ 1,700.

Lecture 10 20
f. What is the maximum price the company would be willing to pay for
additional pounds of chili beans, and how many pounds could be
purchased at that price?
The shadow price of chili beans is 310/75. In problem e, the feasible
range of 𝑞1 is 4000/17≤ q1 ≤ 2000. Hence, the company could purchase
2000 pounds at that price.

g. If the company could secure an additional 100 poinds of only one of

the ingredients, beans or ground beef, which should it be?
The company should secure beef because their marginal value is higher.
(Look at the the changed optimal profits).

h. If the company changed the selling price of Longhorn chilli so that

the profit was $400 instead of $300, would the optimal solution be
affected?
2000
For d, the optimal range of 𝑐2 is ≤ 𝑐2 ≤ 1,000. 400 is in the range,
17
so the optimal solution will not be affected.

Lecture 10 21
Problem 45
a. Formulate the dual for this problem.

Minimize 180𝑦1 + 135𝑦2

Subject to 2𝑦1 + 3𝑦2 ≥ 200
5𝑦1 + 3𝑦2 ≥ 300
𝑦1 , 𝑦2 ≥ 0

b. Define the dual variables and indicate their values.

The dual variable 𝑦1 is the marginal value (shadow price) of labor, and
the dual variable 𝑦2
is the marginal value (shadow price) of wood. The value of 𝑦1 is 100/3
and that of 𝑦2 is 400/9.

c. What profit for coffee tables will result in no production of end tables,
and what will the new opitmal solution values be?
Let 𝑐2 = 300 + Δ.

Lecture 10 22
 200 300+Δ 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

300+Δ 𝑥2 30 0 1 1/3 -2/9

200 𝑥1 15 1 0 -1/3 5/9
𝑧𝑗 12,000+30Δ 200 300+Δ 100/3+Δ/3 400/9-2Δ/9
𝑐𝑗 − 𝑧𝑗 0 0 -(100+Δ)/3 -(400-2Δ)/9

If Δ ≥ 200, 𝑠2 enters and 𝑥1 leaves.

200 300+Δ 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

300+Δ 𝑥2 36 2/5 1 1/5 0

0 𝑠2 27 9/5 0 -3/5 1
𝑧𝑗 10,800+36Δ (600+2Δ)/5 300+Δ (300+Δ)/5 0
𝑐𝑗 − 𝑧𝑗 (400-2Δ)/5 0 -(300+Δ)/5 0

If Δ ≥ 200, the above tableau is optimal. If c2 ≥ 500, the optimal

solution is 𝑥1, 𝑥2, 𝑠1 , 𝑠2 = (0, 36, 0, 27) with Z=10,800+36Δ.

Lecture 10 23
 d. What will be the effect on the optimal solution if the available wood
is increased from 135 to 165 board feet?
𝑞2 = 135 + 30. The tableau is
200 300 0 0
Basic
𝑐𝑗 Variable Quantity
𝑥1 𝑥2 𝑠1 𝑠2

300 𝑥2 30-2/9*30=70/3 0 1 1/3 -2/9

200 𝑥1 15+5/9*30=95/3 1 0 -1/3 5/9
𝑧𝑗 40,000/3 200 300 100/3 400/9
𝑐𝑗 − 𝑧𝑗 0 0 -100/3 -400/9

95 70
The optimal solution is x1, x2 , s1 , 𝑠2 = ( 3 , 3
, 0, 0) with Z=40,000/3.
e. Determine the optimal ranges for 𝑐1 and 𝑐2 .
Let 𝑐1 = 200 + Δ. The tableau is updated as follows.
200+Δ 300 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

300 𝑥2 30 0 1 1/3 -2/9

200+Δ 𝑥1 15 1 0 -1/3 5/9
𝑧𝑗 12,000+15Δ 200+Δ 300 100/3−Δ/3 400/9+5Δ/9
𝑐𝑗 − 𝑧𝑗 0 0 (Δ-100)/3 -(400+5Δ)/9

Lecture 10 24
 Δ−100 400+5Δ
The current optimal solution remains if 3 ≤ 0 and - 9 ≤ 0. The
common range is −80 ≤ Δ ≤ 100. The range for 𝑐1 is 120 ≤ 𝑐1 ≤ 300.

Let 𝑐2 = 300 + Δ. The tableau is updated as follows.

200 300+Δ 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

300+Δ 𝑥2 30 0 1 1/3 -2/9

200 𝑥1 15 1 0 -1/3 5/9
𝑧𝑗 12,000+30Δ 200 300+Δ 100/3+Δ/3 400/9-2Δ/9
𝑐𝑗 − 𝑧𝑗 0 0 -(100+Δ)/3 -(400-2Δ)/9

100+Δ 400−2Δ
The current optimal solution remains if − 3 ≤ 0 and - 9 ≤ 0. The
common range is −100 ≤ Δ ≤ 200. The range for 𝑐2 is 200 ≤ 𝑐2 ≤ 500.

f. Determine the feasible ranges for 𝑞1 and 𝑞2. Let 𝑞1 = 180 + Δ.

200 300 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

300 𝑥2 30+Δ/3 0 1 1/3 -2/9

200 𝑥1 15-Δ/3 1 0 -1/3 5/9
𝑧𝑗 12,000+100Δ/3 200 300 100/3 400/9
𝑐𝑗 − 𝑧𝑗 0 0 -100/3 -400/9
Lecture 10 25
 Δ Δ
The solution is feasible if 30 + ≥ 0 and 15- ≥ 0. The common range
3 3
is −90 ≤ Δ ≤ 45. The range for 𝑞1 is 90 ≤ 𝑞1 ≤ 225.

Let 𝑞2 = 135 + Δ.

200 300 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2

300 𝑥2 30−2Δ/9 0 1 1/3 -2/9

200 𝑥1 15+5Δ/9 1 0 -1/3 5/9
𝑧𝑗 12,000+400Δ/9 200 300 100/3 400/9
𝑐𝑗 − 𝑧𝑗 0 0 -100/3 -400/9

2Δ 5Δ
The solution is feasible if 30 − 9 ≥ 0 and 15+ 9 ≥ 0. The common
range is −27 ≤ Δ ≤ 135. The range for 𝑞2 is 108 ≤ 𝑞2 ≤ 270.

Lecture 10 26
g. What is the maximum price the company would be willing to pay for
additional wood, and how many board feet of wood could be
purchased at that price?
The shadow price for wood is 400/9. It could purchase 270 board feet
of wood at this price. (refer to range of 𝑞2 in question f.)

h. If the company wanted to secure additional units of only one of the

resources, labor or wood, which should it be?
The shadow price of labor is 100/3 and that of wood is 400/9. Hence, it
should secure wood.

Lecture 10 27
Problem 47

a. Formulate the dual for this problem.

Minimize 64𝑦1 + 50𝑦2 + 120𝑦3 + 7𝑦4 + 7𝑦5
Subject to 4𝑦1 + 5𝑦2 + 15𝑦3 + 𝑦4 ≥ 9
8𝑦1 + 5𝑦2 + 8𝑦3 + 𝑦5 ≥ 12
𝑦1 , 𝑦2 , 𝑦3 , 𝑦4 , 𝑦5 ≥ 0

b. What do the dual variables equal, and what does this dual solution
mean?
3 6
The dual variables are (𝑦1 , 𝑦2 , 𝑦3 , 𝑦4 , 𝑦5 ) = , , 0,0,0 . The dual solution
4 5
means the marginal value of additional resource.

c. Determine the optimal ranges for 𝑐1 and 𝑐2 .

Let 𝑐1 = 9 + Δ.

Lecture 10 28
 Basic 9+Δ 12 0 0 0 0 0
Variab
𝑥1 𝑥2 𝑠1 𝑠2 𝑠3 𝑠4 𝑠5
𝑐𝑗 le Quantity
9+Δ 𝑥1 4 1 0 -1/4 2/5 0 0 0
0 𝑠5 1 0 0 -1/4 1/5 0 0 1
0 𝑠3 12 0 0 7/4 -22/5 1 0 0
0 𝑠4 3 0 0 ¼ -2/5 0 1 0
12 𝑠2 6 0 1 1/4 -1/5 0 0 0
𝑧𝑗 108+4Δ 9+Δ 12 ¾-Δ/4 6/5+2Δ/5 0 0 0
𝑐𝑗 − 𝑧𝑗 0 0 -3/4+Δ/4 -6/5-2Δ/5 0 0 0

−3+Δ 6+2Δ
The current optimal solution remains if 4 ≤ 0 𝑎𝑛𝑑 − 5 ≤ 0 . The
common range is −3 ≤ Δ ≤ 3. Therefore, the range of 𝑐1 is 6 ≤ 𝑐1 ≤ 12.

Let 𝑐2 = 12 + Δ.

Lecture 10 29
 Basic 9 12+Δ 0 0 0 0 0
Variab
𝑥1 𝑥2 𝑠1 𝑠2 𝑠3 𝑠4 𝑠5
𝑐𝑗 le Quantity
9 𝑥1 4 1 0 -1/4 2/5 0 0 0
0 𝑠5 1 0 0 -1/4 1/5 0 0 1
0 𝑠3 12 0 0 7/4 -22/5 1 0 0
0 𝑠4 3 0 0 ¼ -2/5 0 1 0
12+Δ 𝑠2 6 0 1 1/4 -1/5 0 0 0
𝑧𝑗 108+6Δ 9 12+Δ ¾+Δ/4 6/5-Δ/5 0 0 0
𝑐𝑗 − 𝑧𝑗 0 0 -3/4-Δ/4 -6/5+Δ/5 0 0 0

3+Δ 6−Δ
The current optimal solution remains if − 4 ≤ 0 𝑎𝑛𝑑 − 5 ≤ 0 . The
common range is −3 ≤ Δ ≤ 6. Therefore, the range of 𝑐2 is 9 ≤ 𝑐1 ≤ 18.

d. Determine the range for 𝑞1.

Let 𝑞1 = 64 + Δ.

Lecture 10 30
 Basic 9 12 0 0 0 0 0
Variab
𝑥1 𝑥2 𝑠1 𝑠2 𝑠3 𝑠4 𝑠5
𝑐𝑗 le Quantity
9 𝑥1 4-Δ/4 1 0 -1/4 2/5 0 0 0
0 𝑠5 1-Δ/4 0 0 -1/4 1/5 0 0 1
0 𝑠3 12+7Δ/4 0 0 7/4 -22/5 1 0 0
0 𝑠4 3+Δ/4 0 0 ¼ -2/5 0 1 0
12 𝑠2 6+Δ/4 0 1 1/4 -1/5 0 0 0
𝑧𝑗 108+7Δ/4 9 12 ¾ 6/5 0 0 0
𝑐𝑗 − 𝑧𝑗 0 0 -3/4 -6/5 0 0 0

Δ Δ 7Δ
The solution is feasible if 4 − 4 ≥ 0 𝑎𝑛𝑑 1 − 4 ≥ 0 𝑎𝑛𝑑 12 + 4
≥
Δ Δ 48
0 𝑎𝑛𝑑 3 + ≥ 0 𝑎𝑛𝑑 6 + ≥ 0. The common range is − ≤ Δ ≤ 4.
4 4 7
400
Therefore, the range of 𝑞1 is ≤ 𝑞1 ≤ 68.
7

e. Due to a problem with a supplier, only 100 pounds of material will be

availble for production instead of 120 pounds. Will this affect the
optimal solution mix?
𝑞3 = 120 − 20.
Lecture 10 31
 Basic 9 12 0 0 0 0 0
Variab
𝑥1 𝑥2 𝑠1 𝑠2 𝑠3 𝑠4 𝑠5
𝑐𝑗 le Quantity
9 𝑥1 4 1 0 -1/4 2/5 0 0 0
0 𝑠5 1 0 0 -1/4 1/5 0 0 1
0 𝑠3 12-20 0 0 7/4 -22/5 1 0 0
0 𝑠4 3 0 0 ¼ -2/5 0 1 0
12 𝑠2 6 0 1 1/4 -1/5 0 0 0
𝑧𝑗 108 9 12 ¾ 6/5 0 0 0
𝑐𝑗 − 𝑧𝑗 0 0 -3/4 -6/5 0 0 0

The solution becomes infeasible. So this affects the optimal solution mix.
We apply the dual simplex method.

Lecture 10 32
 Basic 9 12 0 0 0 0 0
Variab
𝑥1 𝑥2 𝑠1 𝑠2 𝑠3 𝑠4 𝑠5
𝑐𝑗 le Quantity
9 𝑥1 36/11 1 0 -1/11 0 1/11 0 0
0 𝑠5 7/11 0 0 -15/88 0 1/22 0 1
0 𝑠2 20/11 0 0 -35/88 1 -5/22 0 0
0 𝑠4 41/11 0 0 1/11 0 1/11 1 0
12 𝑠2 70/11 0 1 15/88 0 -1/22 0 0
𝑧𝑗 1164/11 9 12 108/88 0 3/11 0 0
𝑐𝑗 − 𝑧𝑗 0 0 -108/88 0 -3/11 0 0

36
The optimal feasible solution is now (𝑥1, 𝑥2) = 11
,0 .

Lecture 10 33
Problem 49
a. Formulate the dual for this problem.

Maximize 20𝑦1 + 30𝑦2 + 12𝑦3

Subject to 4𝑦1 + 12𝑦2 + 3𝑦3 ≤ 0.03
5𝑦1 + 3𝑦2 + 2𝑦3 ≤ 0.02
𝑦1 , 𝑦2 , 𝑦3 ≥ 0

b. What do the dual variables equal, and what do they mean?

The dual variables are (𝑦1 , 𝑦2 , 𝑦3 ) = 0,0,0.01 . They mean the marginal
values of resources.

Lecture 10 34
c. Determine the optimal ranges for 𝑐1 and 𝑐2 .

Let 𝑐1 = 0.03 + Δ.
0.03+Δ 0.02 0 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2 𝑠3

0.02 𝑥1 3.6 0 1 0 0.2 -0.8

0.03+Δ 𝑠5 1.6 1 0 0 -0.13 0.2
0 𝑠2 4.4 0 0 1 0.47 -3.2
𝑧𝑗 0.12+1.6Δ 0.03+Δ 0.02 0 -0.13Δ -0.01+0.2Δ
𝑧𝑗 − 𝑐𝑗 0 0 0 -0.13Δ -0.01+0.2Δ

The current optimal solution remains if −0.13Δ ≤ 0 and −0.01 + 0.2Δ ≤

0. The common range is 0 ≤ Δ ≤ 0.05. Hence, the range of
𝑐1 𝑖𝑠 0.03 ≤ 𝑐1 ≤ 0.08.

Let 𝑐2 = 0.02 + Δ.

Lecture 10 35
 0.03 0.02+Δ 0 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2 𝑠3

0.02+Δ 𝑥1 3.6 0 1 0 0.2 -0.8

0.03 𝑠5 1.6 1 0 0 -0.13 0.2
0 𝑠2 4.4 0 0 1 0.47 -3.2
𝑧𝑗 0.12+3.6Δ 0.03 0.02+Δ 0 0.2Δ -0.01-0.8Δ
𝑧𝑗 − 𝑐𝑗 0 0 0 0.2Δ -0.01-0.8Δ

The current optimal solution remains if 0.2Δ ≤ 0 and −0.01 − 0.8Δ ≤ 0.

The common range is −0.0125 ≤ Δ ≤ 0. Hence, the range of
𝑐2 𝑖𝑠 0.0075 ≤ 𝑐2 ≤ 0.02.

d. Determine the ranges for 𝑞1 , 𝑞2, 𝑞3

Let 𝑞1 = 20 + Δ.

!!! Note that we have ≥ constraints. So we have to subtract surplus

variables.

Lecture 10 36
 0.03 0.02 0 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2 𝑠3

0.02 𝑥1 3.6 0 1 0 0.2 -0.8

0.03 𝑠5 1.6 1 0 0 -0.13 0.2
0 𝑠2 4.4−Δ 0 0 1 0.47 -3.2
𝑧𝑗 0.12 0.03 0.02 0 0 -0.01
𝑧𝑗 − 𝑐𝑗 0 0 0 0 -0.01

The solution is feasible if 4.4 − Δ ≥ 0. So Δ ≤ 4.4. Hence the range of 𝑞1

is 𝑞1 ≤ 24.4.

Let 𝑞2 = 30 + Δ.

0.03 0.02 0 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2 𝑠3

0.02 𝑥1 3.6-0.2Δ 0 1 0 0.2 -0.8

0.03 𝑠5 1.6+0.13Δ 1 0 0 -0.13 0.2
0 𝑠2 4.4-0.47Δ 0 0 1 0.47 -3.2
𝑧𝑗 0.12+0.0001Δ 0.03 0.02 0 0 -0.01
𝑧𝑗 − 𝑐𝑗 0 0 0 0 -0.01

Lecture 10 37
The solution is feasible if 3.6 − 0.2Δ ≥ 0 𝑎𝑛𝑑 1.6 + 0.13Δ ≥ 0 𝑎𝑛𝑑 4.4 −
0.47Δ ≥ 0. So −12.3077 ≤ Δ ≤ 9.3617. Hence the range of 𝑞2 is 17.6923
≤ 𝑞2 ≤ 39.3617.

Let 𝑞3 = 12 + Δ.
0.03 0.02 0 0 0
Basic
𝑐𝑗 Variable Quantity 𝑥1 𝑥2 𝑠1 𝑠2 𝑠3

0.02 𝑥1 3.6+0.8Δ 0 1 0 0.2 -0.8

0.03 𝑠5 1.6-0.2Δ 1 0 0 -0.13 0.2
0 𝑠2 4.4+3.2Δ 0 0 1 0.47 -3.2
𝑧𝑗 0.12-0.01Δ 0.03 0.02 0 0 -0.01
𝑧𝑗 − 𝑐𝑗 0 0 0 0 -0.01

The solution is feasible if 3.6 + 0.8Δ ≥ 0 𝑎𝑛𝑑 1.6 − 0.2Δ ≥ 0 𝑎𝑛𝑑 4.4 +
3.2Δ ≥ 0. So −1.375 ≤ Δ ≤ 8. Hence the range of 𝑞3 is 10.625 ≤ 𝑞3 ≤ 20.

e. What would it be worth for the school dietitian to be able to reduce

the requirement for carbohydrates, and what is the smallest number of
milligrams of carbohydrates that would be required at that value?
The shadow price of carbohydrates is 0.01. The smallest number of
milligrams of carbohydrates is 10.625.

Lecture 10 38