THE CHINESE UNIVERSITY OF HONG KONG

Department of Systems Engineering and Engineering Management

SEEM 2420 Operations Research I

Mid-Term Examination

Instructions:

 This paper must be answered in English. The duration of this paper is 1.5 hours.
 Attempt ALL questions. The full marks of this paper are 100 marks.
 Unless otherwise specied, numerical answers should be either exact or correct to
3 signicant gures.
 Do not take this paper away. This paper has to be returned after the examination.
Question 1 (10 marks).
An oil renery has two types of crude oil, A and B , and wants to optimally mix them to produce
fuel oil and gasoline from the data given below:
Mix

M1
M2
M3

Input in units
Crude Oil A Crude Oil B
2
3
3
2
3
3

Output in units
Fuel Oil Gasoline
3
4
6
2
3
2

The amount of crude oil available are 15 units of A and 20 units of B . The fuel oil sells for
$3 per unit and gasoline sells for $18 per unit. Formulate the problem to decide on the production
scheme to maximize the prot.
(Note: Dene your variables clearly. NO need to solve your problem.)
Question 2

(25 marks).

Consider the following problem, where the value of k has not yet been given:
Maximize Z = 4x1 + x2
subject to
3x1 + 5x2  15
x1 + x2 = k
x1  0; x2  0:

(1)
(2)

(a) (15 marks) Use the graphical method to determine the optimal solution(s) for (x1 ; x2 )
and the associated optimal value(s) for Z if
(i) k = 2
(ii) k = 4
(iii) k = 6
(Note: Plot individual graph for each subproblem on a graph paper. Do not combine
the graphs, otherwise, you will get 0 marks.)
(b) (10 marks) Generalizing the results in (a), nd the optimal solution(s) for (x1; x2 ) and
the associated optimal value(s) for Z for the various possible values of k ( 1 < k < 1).
1

Question 3

(27 marks).

Consider the following problem:

Maximize Z = 2x1 + 5x2 + 7x3
subject to
3x1
2x2 + x3  2
x1 + x2
 5
x1  0; x2  0; x3  0:

(1)
(2)

Use the tabular form of the simplex method to determine ALL optimal solutions for (x1 ; x2; x3 )
and the associated optimal value for Z . In each simplex tableau, identify the current solution
for (x1 ; x2; x3 ) and the associated value for Z . (Note: Dene your variables clearly.)
Question 4

(38 marks).

Consider the following problem:

Minimize Z =
subject to

x1 + x2
x1 + x2  3 (1)
x1
2x2  2 (2)
x1 unrestricted; x2  0:

(a) (6 marks) Reformulate the problem so that the goal is \maximizing an objective
function," the right-hand-side of each functional constraint is non-negative and each
variable has a non-negativity constraint. (Note: Dene your variables clearly.)
(WARNING: Check your reformulated problem carefully. It will be used in (b) and (c).)
(b) (7 marks) Let M ! 1. Construct the articial problem for the big-M method by
introducing slack, excess and/or articial variables. (Note: Dene your variables clearly.)
(c) (25 marks) Use the tabular form of the big-M method to determine an optimal solution
for (x1 ; x2) and the associated optimal value for Z . In each simplex tableau, identify the
current solution for (x1 ; x2 ) and its feasibility in the original problem.
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