Sabanci University Instructor: İhsan Sadati

Spring 2023-2024

ENS 511 (Engineering Optimization)

Assignment #1

Due Date: 25.03.2024 (until 23:59)

The maximum number of collaborating students is 2

Consider the following linear problem.

Maximize 𝑍 = −2𝑥1 + 𝑥2 − 4𝑥3 + 3𝑥4
subject to
𝑥1 + 𝑥2 + 3𝑥3 + 2𝑥4 ≤ 4
𝑥1 − 𝑥3 + 𝑥4 ≥ −1
2𝑥1 + 𝑥2 ≤2
𝑥1 + 2𝑥2 + 𝑥3 + 2𝑥4 = 2
and
𝑥2 ≥ 0, 𝑥3 ≥ 0, 𝑥4 ≥ 0
(no nonnegativity constraint for 𝒙𝟏 )

(a) Reformulate this problem as a convenient artificial problem for preparing to apply the
simplex method.
(b) Using the Big M method, work through the simplex method to solve the problem step
by step.
(c) Using the two-phase method, work through the simplex method to solve the problem
step by step.
(d) Use the Excel Solver based on the simplex method to solve the problem.
(e) Provide the following information by using the sensitivity analysis report in the
solution obtained in part (d):
(e.1) By increasing the 𝑥2 by one unit, what will be the new objective function value?
(e.2) By increasing the R.H.S of the last constraint by one unit (2 to 3), what will be
the new objective function value?

1
Sabanci University Instructor: İhsan Sadati
Spring 2023-2024

Hints:
- Make right sides values to positive values if needed
- Replace the unrestricted decision variable 𝑥1 with (𝑥1+ − 𝑥1− ) where
𝑥1+ ≥ 0 𝑎𝑛𝑑 𝑥1− ≥ 0
- For part (d), use the attached Excel file “Solver_Assignment #1_part (d).xlsx”.

Notes for Submission:

- For parts (a)-(c), save your work as a “.pdf”
- For part (d), save your work as an Excel file “.xlsx”
- Finally, submit your work as a single file in “.zip” or “.rar” format.