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17 July, 2023
Short Questions
1. Can a linear programming problem have exactly 2 optimal solutions?
Solution: Referring to the examples in Chapter 2 (T1), a linear programming
problem can yield multiple optimal solutions. However, that will only happen
when the objective function is overlapping with one of the boundaries of the
feasible region, which means that there will be an infinitive number of optimal
solutions instead of just 2.
2. Can a linear programming problem have optimal solution(s) with non-integer
value(s)?
Solution: Yes. Optimal solutions are located at extreme points or on the
boundaries of the feasible region so it is unnecessary for them to be integers.
3. When outlining the feasible region of a linear programing problem, for con-
straints with ≥ or ≤ signs, we draw them as they are equalities (with ‘=’ sign)
rather than inequalities. What are they representing actually?
Solution: They are representing the boundaries between the feasible and in-
feasible regions.
4. Consider the following objective functions.
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its “negative version” (i.e. −f (X1 , X2 ) = −15X1 + 22X2 ) will achieve its global
minimum at (X1′ , X2′ ).
Long Questions
5. Solve the following linear programming problem graphically.
Solution:
First, draw the 1st constraint (red line), determine the feasible region (grey
area).
2
Then draw the 2nd constraint (green line), update the feasible region (grey area).
Now add the 3rd constraint (blue line) and update the feasible region (grey
area) again.
Note: Beware of the inequality sign.
3
Next, put the objective function 7X1 − 5X2 equal to an arbitrary value (say,
-10) and draw the line (grey line).
4
Finally, the objective function reaches the extreme point (X1 , X2 ) = (5, 5),
which yields the maximum value of the objective function (i.e. 10).
6. Alternatively, solve the above problem by enumerating all the extreme points.
Solution:
Follow the procedures in the previous question until the feasible region is de-
termined. Then, identify the pairs of constraints that intersect at the extreme
points and solve them, such that
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X1 = 0 and 2X1 + X2 = 10 → (X1 , X2 ) = (0, 10)
2X1 + X2 = 10 and 2X1 + 3X2 = 25 → (X1 , X2 ) = ( 54 , 15
2 )
2X1 + 3X2 = 25 and 2X1 + X2 = 15 → (X1 , X2 ) = (5, 5)
2X1 + X2 = 15 and X1 = 0 → (X1 , X2 ) = (0, 15)
Evaluating all these extreme points using the objective function. The one that
can yield the highest value (i.e. 10) is the optimal solution.
7. Given the following linear programming problem.
Solution:
a) First, draw the 1st constraint (red line), determine the feasible region
(grey area).
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Then draw the 2nd constraint (green line), update the feasible region (grey
area).
Now add the 3rd constraint (blue line). No update this time.
b) Identify the pairs of constraints that intersect at the extreme points and
solve them, such that
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X1 = 0 and 2X1 + 2X2 = 400 → (X1 , X2 ) = (0, 200)
2X1 + 2X2 = 400 and 8X1 + 4X2 = 900 → (X1 , X2 ) = (25, 175)
8X1 + 4X2 = 900 and X2 = 0 → (X1 , X2 ) = ( 225
2 , 0)
X1 = 0 and X2 = 0 → (X1 , X2 ) = (0, 0)
Solution:
First, draw the 1st constraint (red line), determine the feasible region (grey
area).
8
Then draw the 2nd constraint (green line), update the feasible region (grey area).
Now add the 3rd constraint (blue line), update the feasible region (grey area).
9
Finally, add the 4th constraint (magenta line), update the feasible region (grey
area) again.
Next, put the objective function 3X1 + 4X2 equal to an arbitrary value (say,
30) and draw the line (grey line).
10
Since it is a minimization problem, keep decreasing the value of the objective
function until it touches only one extreme point in the feasible region, which is
the intersection between the 2nd and 3rd constraints.
The optimal solution is at (X1 , X2 ) = ( 48 15
11 , 11 ), which yields a value of
204
11 .
9. Solve the following linear programming problem graphically.
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Solution:
First, draw the 1st constraint (red line), determine the feasible region (grey
area).
Then draw the 2nd constraint (green line), update the feasible region (grey area).
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Now add the 3rd constraint (blue line), update the feasible region (grey area)
and TADA!! The feasible region vanishes!
Solution:
a)
MIN : 90X1 + 120X2 (cost function)
Subject to : 0.1X1 + 0.2X2 ≥ 2 (H2 O)
0.2X1 + 0.45X2 ≥ 8 (plutonium)
0.3X1 + 0.1X2 ≥ 5 (dark matter)
X1 ≥ 0
X2 ≥ 0
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b) First, draw the 1st constraint (red line), determine the feasible region
(grey area).
Then draw the 2nd constraint (green line), update the feasible region (grey
area).
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Now add the 3rd constraint (blue line), update the feasible region (grey
area).
c) Next, put the objective function 90X1 + 120X2 equal to an arbitrary value
(say, 3300) and draw the line (grey line).
Keep decreasing the value of the objective function until it touches only
one extreme point in the feasible region, which is the intersection be-
tween the 2nd and 3rd constraints. The optimal solution is at (X1 , X2 ) =
(12.6087, 12.1739), which yields a value of 2595.65.
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11. Immerse yourself in a thrilling post-apocalyptic survival video game that
calls for strategic resource management skills. You are playing as Ellie, a re-
sourceful survivor navigating through a world brought to its knees by catas-
trophe. Ellie has access to a variety of resources that she can utilise to craft
weapons using the game’s crafting system. The resources available are as fol-
lows: binding, blade, and explosive.
Ellie can combine these resources to craft the following weapons:
Keeping in mind that the resources utilised should not exceed those available,
resulting in the following constraints:
• Binding: X1 + X2 ≤ 5
• Blade: X2 + 2X3 ≤ 12
• Explosive: X1 + X3 ≤ 8
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Also, consider the capacity constraints for each weapon type:
• Explosive Arrow: X1 ≤ 3
• Shiv: X2 ≤ 2
• Ammunition: X3 ≤ 5
X1 , X 2 , X 3 ≥ 0
Subject to
X1 + X2 ≤ 5
X2 + 2X3 ≤ 12
X1 + X3 ≤ 8
X1 ≤ 3
X2 ≤ 2
X3 ≤ 5
X1 , X 2 , X 3 ≥ 0
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