D1-5 Linear programming — revision question pack

4 specification points · notes, questions, answers and worked methods

Checked against Edexcel 9FM0 section D1-5. Review basis: the qualification registry sourced from the Pearson Edexcel Level 3 Advanced GCE in Further Mathematics (9FM0) specification; registry verification recorded 17 July 2026.

How this checking works

D1-5.1 · Formulation of problems as linear programs including the meaning and use of slack, surplus and artificial variables.

Explanation

  • To formulate a linear program, define each decision variable precisely with its units, write the objective as a linear expression to be maximised or minimised, and write one inequality for each limited resource, together with the non-negativity conditions. To use the simplex algorithm every inequality must become an equation.
  • A constraint such as 3x+2y203x+2y\leqslant20 becomes 3x+2y+s1=203x+2y+s_1=20, where the slack variable s10s_1\geqslant0 measures the unused amount of that resource.
  • A constraint such as x+y5x+y\geqslant5 becomes x+ys3=5x+y-s_3=5, where the surplus variable s30s_3\geqslant0 measures the excess over the minimum.
  • A surplus alone does not give a basic feasible starting point, because setting x=y=0x=y=0 would force s3=5s_3=-5, so an artificial variable is added: x+ys3+t1=5x+y-s_3+t_1=5 with t10t_1\geqslant0.
  • Artificial variables have no meaning in the original problem, so the algorithm must drive every one of them to zero before the real optimisation begins.

Worked example

A factory makes xx tables and yy chairs. Wood is limited to 3030 units, with 55 per table and 22 per chair, and at least 44 tables must be made. Each table yields a profit of £40£40 and each chair £15£15. Formulate the problem and write the constraints as equations.

  1. 1.Maximise P=40x+15yP=40x+15y subject to 5x+2y305x+2y\leqslant30 and x4x\geqslant4, with x0x\geqslant0 and y0y\geqslant0.
  2. 2.The wood constraint becomes 5x+2y+s1=305x+2y+s_1=30, where s1s_1 is the unused wood.
  3. 3.The table constraint becomes xs2=4x-s_2=4, where s2s_2 is the number of tables above the minimum.
  4. 4.Since x=y=0x=y=0 would make s2=4s_2=-4, add an artificial variable: xs2+t1=4x-s_2+t_1=4.

Answer: Maximise P=40x+15yP=40x+15y subject to 5x+2y+s1=305x+2y+s_1=30 and xs2+t1=4x-s_2+t_1=4, with all variables non-negative.

Common mistakes

  • Don't fall into the trap of adding a slack variable to a \geqslant constraint instead of subtracting a surplus.
  • Don't fall into the trap of omitting the artificial variable, so the initial tableau is not feasible.
  • Don't fall into the trap of defining variables loosely, for example as "tables" rather than "the number of tables made each day".

Exam tip

Write the units into every variable definition; a formulation mark is often lost for a variable that is named but not quantified.

Tier 1 · Easy

  1. 1.

    Write the constraint 4x+3y364x+3y\leqslant36 as an equation using a slack variable, and state what the slack variable measures.

    (2)

    (Total for Question 1 is 2 marks)

  2. 2.

    Write the constraint 2x+5y182x+5y\geqslant18 as an equation, introducing whichever additional variables are needed for the simplex algorithm, and explain why each is required.

    (3)

    (Total for Question 2 is 3 marks)

Tier 2 · Standard

  1. 1.

    A bakery makes xx loaves and yy rolls each day. A loaf uses 500500 g of flour and 1212 minutes of oven time; a roll uses 8080 g of flour and 33 minutes. There are 6060 kg of flour and 600600 minutes of oven time available, and at least 4040 rolls must be made. A loaf sells for £3£3 and a roll for £0.60£0.60. Formulate the problem as a linear program.

    (6)

    (Total for Question 1 is 6 marks)

  2. 2.

    A linear program is to maximise P=7x+4y+9zP=7x+4y+9z subject to 3x+2y+z453x+2y+z\leqslant45, 2x+5y502x+5y\leqslant50 and x+y+z12x+y+z\geqslant12, with xx, yy, z0z\geqslant0. Write all three constraints as equations, naming each new variable and stating its type.

    (5)

    (Total for Question 2 is 5 marks)

  3. 3.

    In the solution of a linear program, the slack variable s1s_1 for the constraint 6x+5y726x+5y\leqslant72 takes the value 00, while the slack variable s2s_2 for 4x+9y1084x+9y\leqslant108 takes the value 2727. Interpret both values, and state which constraint is binding.

    (4)

    (Total for Question 3 is 4 marks)

Tier 3 · Hard

  1. 1.

    A haulier runs xx small vans, yy medium vans and zz large lorries each week. Small vans carry 22 tonnes, medium 55 tonnes and large 1212 tonnes, and at least 180180 tonnes must be moved. Weekly costs are £300£300, £550£550 and £1100£1100, and the budget is £28000£28000. Drivers are available for at most 4040 vehicles in total, and the number of large lorries may not exceed the number of medium vans. Formulate the problem as a linear program and write every constraint as an equation.

    (8)

    (Total for Question 1 is 8 marks)

  2. 2.

    Explain why an artificial variable must be driven to zero before the optimisation of the true objective begins, and state what it means if the algorithm finishes stage one with an artificial variable still positive.

    (6)

    (Total for Question 2 is 6 marks)

  3. 3.

    A workshop makes xx standard units and yy deluxe units. Each standard unit needs 22 hours of machining and 11 hour of finishing; each deluxe unit needs 33 hours of machining and 44 hours of finishing. There are 120120 machining hours and 100100 finishing hours. At least a quarter of all units made must be deluxe, and the profits are £30£30 and £50£50. Formulate the problem, taking care with the proportion constraint.

    (8)

    (Total for Question 3 is 8 marks)

  4. 4.

    A linear program has the constraint 8x+5y+3z968x+5y+3z\leqslant96 with slack variable s1s_1. At the optimal solution x=6x=6, y=4y=4 and z=2z=2. Calculate s1s_1 and interpret it. State the effect on the optimal value of the objective if the right-hand side of the constraint were reduced to 9090.

    (6)

    (Total for Question 4 is 6 marks)

  5. 5.

    Explain the difference between a surplus variable and an artificial variable, giving the constraint 3x+4y243x+4y\geqslant24 as an example, and state the value of each variable at the point x=4x=4, y=6y=6.

    (7)

    (Total for Question 5 is 7 marks)

D1-5.2 · Graphical solution of two variable problems using objective line and vertex methods including cases where integer solutions are required.

Explanation

  • For two variables, draw each constraint as a line and shade the region it excludes, leaving the feasible region unshaded. The optimum of a linear objective always occurs at a vertex, so the vertex method evaluates the objective at every corner of the feasible region and picks the best value.
  • The objective line method instead draws one line of the form ax+by=kax+by=k for a convenient kk and slides it parallel across the region;
  • the last vertex it touches on the way out is optimal, and this method also shows immediately when an edge is optimal, which happens when the objective line is parallel to a constraint and gives infinitely many optimal points.
  • When the variables must be whole numbers the optimal vertex is often not a lattice point, and it is not enough to round: test the integer points near the optimal vertex, checking each one against every constraint, and take the best feasible one.
  • That value is usually strictly worse than the continuous optimum.

Worked example

Maximise P=5x+4yP=5x+4y subject to 2x+3y242x+3y\leqslant24 and 3x+y213x+y\leqslant21, with xx, y0y\geqslant0.

  1. 1.The lines meet where 2x+3y=242x+3y=24 and 3x+y=213x+y=21, giving x=397x=\frac{39}{7} and y=307y=\frac{30}{7}.
  2. 2.The other vertices are (0,0)(0,0), (7,0)(7,0) and (0,8)(0,8).
  3. 3.Evaluating PP gives 00, 3535, 3232 and 5(397)+4(307)=3157=455\left(\frac{39}{7}\right)+4\left(\frac{30}{7}\right)=\frac{315}{7}=45.
  4. 4.The largest value is 4545.

Answer: The maximum is P=45P=45 at x=397x=\frac{39}{7}, y=307y=\frac{30}{7}.

Common mistakes

  • Don't fall into the trap of shading the feasible side rather than the excluded side, so the region is unclear.
  • Don't fall into the trap of rounding a non-integer optimal vertex instead of testing nearby lattice points against every constraint.
  • Don't fall into the trap of testing only the vertices formed by the constraint lines and forgetting the axes.

Exam tip

Solve the two binding equations simultaneously rather than reading the intersection off the graph; examiners expect exact fractions, not measured values.

Tier 1 · Easy

  1. 1.

    The feasible region of a linear program has vertices (0,0)(0,0), (6,0)(6,0), (4,5)(4,5) and (0,7)(0,7). Use the vertex method to maximise P=3x+2yP=3x+2y.

    (3)

    (Total for Question 1 is 3 marks)

  2. 2.

    Explain the objective line method for maximising P=2x+5yP=2x+5y, and state how to recognise from the objective line that a problem has more than one optimal point.

    (3)

    (Total for Question 2 is 3 marks)

Tier 2 · Standard

  1. 1.

    Maximise P=5x+4yP=5x+4y subject to 2x+3y242x+3y\leqslant24, 3x+y213x+y\leqslant21, x0x\geqslant0 and y0y\geqslant0, using the vertex method. Give your answer exactly.

    (6)

    (Total for Question 1 is 6 marks)

  2. 2.

    Minimise C=4x+7yC=4x+7y subject to x+y10x+y\geqslant10, 2x+y142x+y\geqslant14 and x8x\leqslant8, with xx, y0y\geqslant0.

    (6)

    (Total for Question 2 is 6 marks)

  3. 3.

    Maximise P=8x+5yP=8x+5y subject to 3x+2y543x+2y\leqslant54, x+3y45x+3y\leqslant45 and x14x\leqslant14, with xx, y0y\geqslant0.

    (6)

    (Total for Question 3 is 6 marks)

Tier 3 · Hard

  1. 1.

    Maximise P=5x+4yP=5x+4y subject to 2x+3y242x+3y\leqslant24 and 3x+y213x+y\leqslant21, with xx, y0y\geqslant0, given that xx and yy must be whole numbers. Show that rounding the continuous optimum does not work, and find the integer optimum.

    (8)

    (Total for Question 1 is 8 marks)

  2. 2.

    Maximise P=3x+5yP=3x+5y subject to 2x+y162x+y\leqslant16, x+3y27x+3y\leqslant27 and x+y12x+y\leqslant12, with xx, y0y\geqslant0. Give the continuous optimum exactly, then find the optimum when xx and yy must be whole numbers.

    (9)

    (Total for Question 2 is 9 marks)

  3. 3.

    A feasible region has vertices (0,0)(0,0), (9,0)(9,0), (6,6)(6,6) and (0,10)(0,10). Determine the set of positive constants kk that place the maximum of P=kx+3yP=kx+3y at the vertex (6,6)(6,6), and identify each kk at which the maximum is attained at more than one point.

    (8)

    (Total for Question 3 is 8 marks)

  4. 4.

    Explain why the optimum of a linear program in two variables always occurs at a vertex of the feasible region, and describe what happens when the region is unbounded.

    (6)

    (Total for Question 4 is 6 marks)

  5. 5.

    A company maximises P=6x+9yP=6x+9y over the region bounded by 2x+3y302x+3y\leqslant30, x+y12x+y\leqslant12, xx, y0y\geqslant0. Show that the maximum is attained at more than one point, describe the set of optimal points, and state the optimal value.

    (8)

    (Total for Question 5 is 8 marks)

D1-5.3 · The Simplex algorithm and tableau for maximising and minimising problems with ≤ constraints.

Explanation

  • For a maximisation with only \leqslant constraints, add a slack variable to each constraint and write one row per constraint plus an objective row in which the coefficients of the objective appear with their signs reversed. Each iteration has four steps.
  • Choose the pivot column as the one with the most negative entry in the objective row. Form the ratio of the value column to the pivot column entry for every row with a strictly positive entry there, and choose the pivot row with the smallest non-negative ratio.
  • Divide the pivot row by the pivot element so that the pivot becomes 11, then add or subtract multiples of the new pivot row from every other row, including the objective row, until the rest of the pivot column is zero.
  • The algorithm stops when the objective row has no negative entries; the value column then gives the basic variables, every non-basic variable is zero, and the bottom right entry is the optimal value.
  • To minimise CC, maximise P=CP=-C and negate the answer at the end.

Worked example

Maximise P=5x+4yP=5x+4y subject to 2x+3y242x+3y\leqslant24 and 3x+y213x+y\leqslant21. Carry out the first iteration.

  1. 1.The initial tableau has rows s1s_1: 2,3,1,02, 3, 1, 0 with value 2424; s2s_2: 3,1,0,13, 1, 0, 1 with value 2121; and PP: 5,4,0,0-5, -4, 0, 0 with value 00.
  2. 2.The most negative objective entry is 5-5, so the pivot column is xx.
  3. 3.The ratios are 24÷2=1224\div2=12 and 21÷3=721\div3=7, so the pivot row is s2s_2 and the pivot element is 33.
  4. 4.Dividing gives the new xx row 1,13,0,131, \frac13, 0, \frac13 with value 77, and eliminating leaves s1s_1: 0,73,1,230, \frac73, 1, -\frac23 with value 1010, and PP: 0,73,0,530, -\frac73, 0, \frac53 with value 3535.

Answer: After one iteration x=7x=7, y=0y=0, s1=10s_1=10 and P=35P=35, and a further iteration is needed because 73-\frac73 is still negative.

Common mistakes

  • Don't fall into the trap of forming a ratio using a negative or zero entry in the pivot column.
  • Don't fall into the trap of forgetting to update the objective row, so the stopping test is applied to stale numbers.
  • Don't fall into the trap of reading the objective coefficients into the tableau without reversing their signs.

Exam tip

After each iteration state the current values of every variable and of PP; those interim statements carry marks even if a later iteration goes wrong.

Tier 1 · Easy

  1. 1.

    A simplex tableau has objective row entries 6-6, 9-9, 00, 00 under the columns xx, yy, s1s_1, s2s_2. State the pivot column and explain your choice.

    (2)

    (Total for Question 1 is 2 marks)

  2. 2.

    In a simplex tableau the pivot column is the xx column. The rows have xx entries 44, 2-2 and 55 with values 3636, 1818 and 3030. Determine the pivot row and the pivot element.

    (3)

    (Total for Question 2 is 3 marks)

Tier 2 · Standard

  1. 1.

    Maximise P=5x+4yP=5x+4y subject to 2x+3y242x+3y\leqslant24 and 3x+y213x+y\leqslant21 with xx, y0y\geqslant0, using the simplex algorithm. Give the final tableau and state the values of xx, yy, s1s_1, s2s_2 and PP.

    (8)

    (Total for Question 1 is 8 marks)

  2. 2.

    Explain how a minimisation problem with \leqslant constraints is handled by the simplex algorithm, and write down the objective row for minimising C=5x4y6zC=5x-4y-6z.

    (4)

    (Total for Question 2 is 4 marks)

  3. 3.

    A simplex tableau for a problem in xx, yy and zz after two iterations is printed with its zz column missing. The columns shown are xx, yy, s1s_1, s2s_2, s3s_3, and the rows are xx: 1,0,25,15,01, 0, \dfrac25, -\dfrac15, 0 with value 88; yy: 0,1,110,310,00, 1, -\dfrac{1}{10}, \dfrac{3}{10}, 0 with value 1818; s3s_3: 0,0,35,15,10, 0, -\dfrac35, -\dfrac15, 1 with value 1818; and PP: 0,0,75,45,00, 0, \dfrac75, \dfrac45, 0 with value 148148. Read off the values the tableau does give, and explain why the tableau cannot be declared optimal from the columns shown.

    (4)

    (Total for Question 3 is 4 marks)

Tier 3 · Hard

  1. 1.

    Maximise P=5x+6y+4zP=5x+6y+4z subject to 3x+2y+z603x+2y+z\leqslant60, x+4y+2z80x+4y+2z\leqslant80 and 2x+2y+3z702x+2y+3z\leqslant70, with xx, yy, z0z\geqslant0. Carry out two iterations of the simplex algorithm, stating the pivots and the tableau after each.

    (9)

    (Total for Question 1 is 9 marks)

  2. 2.

    Continue the previous problem for a third iteration and state the optimal solution, verifying it against all three original constraints.

    (8)

    (Total for Question 2 is 8 marks)

  3. 3.

    Minimise C=5x4y6zC=5x-4y-6z subject to x+y+2z40x+y+2z\leqslant40 and 2x+3y+z602x+3y+z\leqslant60, with xx, yy, z0z\geqslant0, using the simplex algorithm.

    (9)

    (Total for Question 3 is 9 marks)

  4. 4.

    Explain why the ratio test uses only rows with a strictly positive entry in the pivot column, and state what it means if no row has a positive entry there.

    (7)

    (Total for Question 4 is 7 marks)

  5. 5.

    After one iteration of a simplex tableau for a maximisation, the objective row reads 00, 73-\dfrac73, 00, 53\dfrac53 with value 3535, under the columns xx, yy, s1s_1, s2s_2. Interpret the entries 73-\dfrac73 and 53\dfrac53, and state the current values of all four variables and of PP.

    (7)

    (Total for Question 5 is 7 marks)

D1-5.4 · The two-stage Simplex and big-M methods for maximising and minimising problems which may include both ≤ and ≥ constraints.

Explanation

  • When a problem contains a \geqslant constraint, the origin is not feasible, so the tableau needs an artificial variable and a way of removing it. The two-stage method runs the simplex twice.
  • Stage one minimises the sum of the artificial variables: express that sum in terms of the non-basic variables using the constraint rows, minimise it by ordinary pivoting, and stop when it reaches zero. If it cannot reach zero the original problem is infeasible.
  • Stage two then discards the artificial columns and the stage-one objective, and maximises the true objective from the feasible tableau that stage one produced.
  • The big-M method does the same work in one pass by subtracting MM times each artificial variable from the objective, where MM stands for a number larger than anything else in the problem.
  • Substituting the constraint rows to remove the artificial variables from the objective row gives coefficients containing MM, and because MM is huge those terms dominate the choice of pivot column, which forces the artificial variables out early.

Worked example

Maximise P=3x+2yP=3x+2y subject to x+y10x+y\leqslant10 and x+2y8x+2y\geqslant8. Set up the big-M tableau.

  1. 1.The constraints become x+y+s1=10x+y+s_1=10 and x+2ys2+t1=8x+2y-s_2+t_1=8.
  2. 2.The objective becomes P=3x+2yMt1P=3x+2y-Mt_1, that is P3x2y+Mt1=0P-3x-2y+Mt_1=0.
  3. 3.Substituting t1=8x2y+s2t_1=8-x-2y+s_2 removes t1t_1 from the objective row.
  4. 4.This gives P(3+M)x(2+2M)y+Ms2=8MP-(3+M)x-(2+2M)y+Ms_2=-8M.

Answer: The initial tableau has rows s1s_1: 1,1,1,0,01, 1, 1, 0, 0 with value 1010; t1t_1: 1,2,0,1,11, 2, 0, -1, 1 with value 88; and PP: (3+M),(2+2M),0,M,0-(3+M), -(2+2M), 0, M, 0 with value 8M-8M.

Common mistakes

  • Don't fall into the trap of leaving the artificial variable in the objective row instead of substituting it out, so the tableau is inconsistent.
  • Don't fall into the trap of treating MM as a small number when choosing the pivot column.
  • Don't fall into the trap of starting stage two without checking that every artificial variable has reached zero.

Exam tip

Write the objective row of a big-M tableau in the form (a+bM)-(a+bM) so the comparison of columns is a comparison of the MM coefficients first; that is the whole point of the method.

Tier 1 · Easy

  1. 1.

    State the purpose of stage one of the two-stage simplex method, and state what conclusion is drawn if stage one ends with a positive value.

    (3)

    (Total for Question 1 is 3 marks)

  2. 2.

    The constraints of a linear program are 2x+y182x+y\leqslant18 and x+y7x+y\geqslant7. Write both as equations for the simplex algorithm and state the initial basic feasible solution of the resulting tableau.

    (4)

    (Total for Question 2 is 4 marks)

Tier 2 · Standard

  1. 1.

    For the problem of maximising P=3x+2yP=3x+2y subject to x+y10x+y\leqslant10 and x+2y8x+2y\geqslant8, with xx, y0y\geqslant0, write down the initial big-M tableau, showing how the artificial variable is removed from the objective row.

    (6)

    (Total for Question 1 is 6 marks)

  2. 2.

    In the initial big-M tableau for maximising P=3x+2yP=3x+2y with x+y+s1=10x+y+s_1=10 and x+2ys2+t1=8x+2y-s_2+t_1=8, the objective row is (3+M)-(3+M), (2+2M)-(2+2M), 00, MM, 00 with value 8M-8M. Determine the first pivot, explaining why MM decides the choice.

    (6)

    (Total for Question 2 is 6 marks)

  3. 3.

    Explain how the two-stage method sets up its stage-one objective for the constraint set x+y+s1=10x+y+s_1=10 and x+2ys2+t1=8x+2y-s_2+t_1=8, and state which variable should enter the basis first.

    (6)

    (Total for Question 3 is 6 marks)

Tier 3 · Hard

  1. 1.

    Carry out the big-M method in full for maximising P=3x+2yP=3x+2y subject to x+y10x+y\leqslant10 and x+2y8x+2y\geqslant8, with xx, y0y\geqslant0. State each pivot and the final solution.

    (10)

    (Total for Question 1 is 10 marks)

  2. 2.

    Explain the relationship between the two-stage simplex method and the big-M method, and give one practical advantage of each.

    (7)

    (Total for Question 2 is 7 marks)

  3. 3.

    A linear program is to maximise P=4x+3yP=4x+3y subject to x+y6x+y\leqslant6, x+y9x+y\geqslant9 and xx, y0y\geqslant0. Explain what happens when the two-stage simplex method is applied, and state the conclusion.

    (7)

    (Total for Question 3 is 7 marks)

  4. 4.

    A big-M tableau for a maximisation has objective row entries (5+2M)-(5+2M), (7+M)-(7+M), 00, MM, 00 under the columns xx, yy, s1s_1, s2s_2, t1t_1. Determine the pivot column, and state how the answer would change if the entries were (5+2M)-(5+2M) and (19+2M)-(19+2M) instead.

    (7)

    (Total for Question 4 is 7 marks)

  5. 5.

    A problem is to minimise C=4x+5yC=4x+5y subject to x+y8x+y\geqslant8, 2x+y102x+y\geqslant10, x6x\leqslant6 and y7y\leqslant7, with xx, y0y\geqslant0. Explain how the problem is prepared for the two-stage simplex method, state how many artificial variables are needed, and verify the optimal value by the vertex method.

    (9)

    (Total for Question 5 is 9 marks)

Answer key

Answers begin on a new printed page so the question pack can be completed without the solutions alongside it.

D1-5.1 · Formulation of problems as linear programs including the meaning and use of slack, surplus and artificial variables.

Tier 1 · Easy

Mark scheme for D1-5.1 Tier 1 · Easy
QuestionSchemeMarks
1
  • 4x+3y+s1=364x+3y+s_1=36, where s10s_1\geqslant0
  • s1s_1 measures the amount of the resource that is left unused
2
(2 marks)2
Notes
A slack variable takes up the difference between the left-hand side and the limit, so adding s1s_1 turns the inequality into an equation. Because the constraint is a maximum, s1s_1 is non-negative and equals 364x3y36-4x-3y, the quantity of the resource not consumed by the chosen values of xx and yy.
2
  • 2x+5ys1+t1=182x+5y-s_1+t_1=18
  • s10s_1\geqslant0 is a surplus variable, measuring the amount by which the minimum is exceeded
  • t10t_1\geqslant0 is an artificial variable, needed because setting x=y=0x=y=0 would otherwise force s1=18s_1=-18
3
(3 marks)3
Notes
For a \geqslant constraint the left-hand side is at least the bound, so the excess is subtracted: 2x+5ys1=182x+5y-s_1=18. That equation alone has no feasible basic solution at the origin, since s1s_1 would have to be negative. Adding a non-negative artificial variable gives 2x+5ys1+t1=182x+5y-s_1+t_1=18, which has the feasible starting point x=y=s1=0x=y=s_1=0 and t1=18t_1=18.

Tier 2 · Standard

Mark scheme for D1-5.1 Tier 2 · Standard
QuestionSchemeMarks
1
  • Let xx be the number of loaves made each day and yy the number of rolls made each day
  • Maximise P=3x+0.6yP=3x+0.6y
  • Flour: 500x+80y60000500x+80y\leqslant60000, which simplifies to 25x+4y300025x+4y\leqslant3000
  • Oven: 12x+3y60012x+3y\leqslant600, which simplifies to 4x+y2004x+y\leqslant200
  • Rolls: y40y\geqslant40
  • x0x\geqslant0 and y0y\geqslant0
6
(6 marks)6
Notes
Define the variables with their units, then convert every quantity to consistent units before writing the inequalities: 6060 kg is 6000060000 g, so the flour constraint is 500x+80y60000500x+80y\leqslant60000, and dividing by 2020 gives 25x+4y300025x+4y\leqslant3000. The oven constraint 12x+3y60012x+3y\leqslant600 divides by 33 to give 4x+y2004x+y\leqslant200. The minimum production of rolls is a \geqslant constraint, and the objective is the total revenue in pounds.
2
  • 3x+2y+z+s1=453x+2y+z+s_1=45, where s1s_1 is a slack variable
  • 2x+5y+s2=502x+5y+s_2=50, where s2s_2 is a slack variable
  • x+y+zs3+t1=12x+y+z-s_3+t_1=12, where s3s_3 is a surplus variable and t1t_1 is an artificial variable
  • All of s1s_1, s2s_2, s3s_3 and t1t_1 are non-negative
  • The initial basic feasible solution is x=y=z=s3=0x=y=z=s_3=0, s1=45s_1=45, s2=50s_2=50, t1=12t_1=12
5
(5 marks)5
Notes
Each \leqslant constraint gains a slack variable that soaks up the unused capacity. The \geqslant constraint loses a surplus variable that measures the excess over 1212, and because that leaves no feasible basic solution at the origin it also gains an artificial variable. Reading the three equations with the four new variables as the basis gives a starting tableau in which s1s_1, s2s_2 and t1t_1 are basic and take the values on the right-hand side.
3
  • s1=0s_1=0 means the first resource is fully used, so 6x+5y=726x+5y=72
  • The first constraint is binding, and the optimal point lies on that line
  • s2=27s_2=27 means 2727 units of the second resource are unused
  • The second constraint is not binding at the optimum
4
(4 marks)4
Notes
A slack variable records how much of a resource is left, so a value of zero means the resource is exhausted and the corresponding inequality holds with equality. Here 6x+5y=726x+5y=72, so the optimal vertex lies on that boundary line and the constraint is active, or binding. A positive slack of 2727 means the second constraint could be tightened by 2727 before it began to affect the answer.

Tier 3 · Hard

Mark scheme for D1-5.1 Tier 3 · Hard
QuestionSchemeMarks
1
  • Let xx, yy and zz be the numbers of small vans, medium vans and large lorries used each week
  • Minimise C=300x+550y+1100zC=300x+550y+1100z
  • Tonnage: 2x+5y+12z1802x+5y+12z\geqslant180, so 2x+5y+12zs1+t1=1802x+5y+12z-s_1+t_1=180
  • Budget: 300x+550y+1100z28000300x+550y+1100z\leqslant28000, so 300x+550y+1100z+s2=28000300x+550y+1100z+s_2=28000
  • Vehicles: x+y+z40x+y+z\leqslant40, so x+y+z+s3=40x+y+z+s_3=40
  • Lorries against medium vans: zyz\leqslant y, that is zy0z-y\leqslant0, so zy+s4=0z-y+s_4=0
  • xx, yy, z0z\geqslant0
  • s1s_1 is a surplus, t1t_1 an artificial variable, and s2s_2, s3s_3, s4s_4 are slacks
8
(8 marks)8
Notes
The objective is the weekly cost, which the haulier wants as small as possible, so this is a minimisation. Each requirement becomes one inequality: a lower bound on tonnage moved, an upper bound on cost, an upper bound on the fleet size and a comparison between two variables, which must be rearranged so that all the variables are on one side. Converting to equations adds a slack to each \leqslant constraint and a surplus to the \geqslant constraint, and the surplus row also needs an artificial variable so that the origin gives a valid starting basis.
2
  • An artificial variable does not appear in the original problem
  • It was added only to give a feasible starting basis
  • A solution with t1>0t_1>0 satisfies the modified equation but not the original constraint
  • So the point is not in the true feasible region and cannot be optimal
  • If stage one ends with an artificial variable still positive, no assignment satisfies all the constraints
  • The original linear program is infeasible
6
(6 marks)6
Notes
Writing x+ys1+t1=5x+y-s_1+t_1=5 means the true constraint x+ys1=5x+y-s_1=5 holds only when t1=0t_1=0; any positive value of t1t_1 represents an amount by which the constraint is being violated and then patched up. The first stage therefore minimises the artificial variables, and only when they all reach zero does the current basic solution correspond to a genuine point of the feasible region. If that minimum is positive, the violation cannot be removed, which proves the feasible region is empty and the problem has no solution at all.
3
  • Let xx be the number of standard units and yy the number of deluxe units made
  • Maximise P=30x+50yP=30x+50y
  • Machining: 2x+3y1202x+3y\leqslant120
  • Finishing: x+4y100x+4y\leqslant100
  • Proportion: y14(x+y)y\geqslant\dfrac{1}{4}(x+y)
  • Multiplying by 44 gives 4yx+y4y\geqslant x+y
  • So the proportion constraint is x3y0x-3y\leqslant0
  • x0x\geqslant0 and y0y\geqslant0
8
(8 marks)8
Notes
The two resource constraints are direct. The proportion condition says the deluxe units are at least a quarter of the total, which is y14(x+y)y\geqslant\frac14(x+y); clearing the fraction gives 4yx+y4y\geqslant x+y, and collecting terms gives 3yx3y\geqslant x, that is x3y0x-3y\leqslant0. Writing it in this form keeps every constraint linear with the variables on the left, which is what the simplex tableau requires; leaving it as a fraction of a total is the usual source of error.
4
  • 8(6)+5(4)+3(2)=48+20+6=748(6)+5(4)+3(2)=48+20+6=74
  • s1=9674=22s_1=96-74=22
  • 2222 units of the resource are unused at the optimum
  • Reducing the limit to 9090 still leaves 9074=1690-74=16 units spare
  • The current optimal point remains feasible
  • So the optimal value of the objective is unchanged
6
(6 marks)6
Notes
The slack is the limit minus the amount actually consumed, so s1=9674=22s_1=96-74=22. A constraint with positive slack is not binding, which means the optimal vertex is determined by the other constraints. Tightening a non-binding constraint changes nothing until the slack is used up, and since 9622=7496-22=74 is still below 9090, the same point remains feasible and optimal; only a reduction below 7474 would begin to cut into the solution.
5
  • A surplus variable measures a genuine quantity: the amount by which the left-hand side exceeds the lower bound
  • An artificial variable measures nothing in the original problem and exists only to create a starting basis
  • The equation is 3x+4ys1+t1=243x+4y-s_1+t_1=24
  • At x=4x=4, y=6y=6 the left-hand side is 12+24=3612+24=36
  • The constraint is satisfied, so t1=0t_1=0
  • s1=3624=12s_1=36-24=12
  • The surplus of 1212 is meaningful, whereas t1t_1 has been driven to zero as required
7
(7 marks)7
Notes
Subtracting the surplus converts the inequality into an equation that any feasible point satisfies with s10s_1\geqslant0; the surplus therefore has an interpretation, namely the excess over the requirement. The artificial variable is added purely so that the origin, where all the original variables are zero, gives a basic solution with non-negative values, and it must be removed before the answer means anything. At the feasible point x=4x=4, y=6y=6 the constraint already holds with 1212 to spare, so a valid basic representation takes s1=12s_1=12 and t1=0t_1=0.

D1-5.2 · Graphical solution of two variable problems using objective line and vertex methods including cases where integer solutions are required.

Tier 1 · Easy

Mark scheme for D1-5.2 Tier 1 · Easy
QuestionSchemeMarks
1
  • P(0,0)=0P(0,0)=0
  • P(6,0)=18P(6,0)=18
  • P(4,5)=12+10=22P(4,5)=12+10=22
  • P(0,7)=14P(0,7)=14
  • The maximum is P=22P=22 at (4,5)(4,5)
3
(3 marks)3
Notes
A linear objective attains its extreme values at a vertex of the feasible region, so it is enough to evaluate PP at each of the four corners. The values are 00, 1818, 2222 and 1414, and the largest is 2222, which occurs at the vertex (4,5)(4,5).
2
  • Draw a line 2x+5y=k2x+5y=k for a convenient value of kk and slide it parallel across the feasible region
  • For a maximum, keep sliding away from the origin; the last point of the region the line touches is optimal
  • If the objective line is parallel to a constraint edge, the line leaves the region along that whole edge
  • Every point of that edge is then optimal, so there are infinitely many optimal solutions
3
(3 marks)3
Notes
All lines 2x+5y=k2x+5y=k are parallel, and kk increases as the line moves away from the origin, so the greatest feasible value of PP is found at the last contact between the sliding line and the region. Normally that contact is a single vertex. When the objective has the same gradient as one of the constraint lines, the sliding line meets the region along an entire edge at the moment of departure, and every point on that edge gives the same maximum value.

Tier 2 · Standard

Mark scheme for D1-5.2 Tier 2 · Standard
QuestionSchemeMarks
1
  • Vertices of the feasible region: (0,0)(0,0), (7,0)(7,0), (0,8)(0,8) and the intersection of the two lines
  • Solving 2x+3y=242x+3y=24 and 3x+y=213x+y=21 gives 7x=397x=39, so x=397x=\dfrac{39}{7} and y=307y=\dfrac{30}{7}
  • P(0,0)=0P(0,0)=0
  • P(7,0)=35P(7,0)=35
  • P(0,8)=32P(0,8)=32
  • P(397,307)=195+1207=3157=45P\left(\dfrac{39}{7},\dfrac{30}{7}\right)=\dfrac{195+120}{7}=\dfrac{315}{7}=45
  • The maximum is P=45P=45
6
(6 marks)6
Notes
The line 3x+y=213x+y=21 meets the xx-axis at (7,0)(7,0) and the line 2x+3y=242x+3y=24 meets the yy-axis at (0,8)(0,8); each of these is feasible for the other constraint. Eliminating yy from 2x+3y=242x+3y=24 and 9x+3y=639x+3y=63 gives 7x=397x=39, so x=39/7x=39/7 and then y=213(39/7)=30/7y=21-3(39/7)=30/7. Evaluating the objective at all four vertices gives 00, 3535, 3232 and 4545, so the maximum is 4545.
2
  • The lines x+y=10x+y=10 and 2x+y=142x+y=14 meet at (4,6)(4,6)
  • The line x+y=10x+y=10 meets x=8x=8 at (8,2)(8,2)
  • The line x+y=10x+y=10 meets the yy-axis at (0,10)(0,10), but 2(0)+10=10<142(0)+10=10<14, so that point is infeasible
  • The line 2x+y=142x+y=14 meets the yy-axis at (0,14)(0,14), which is feasible
  • C(4,6)=16+42=58C(4,6)=16+42=58, C(8,2)=32+14=46C(8,2)=32+14=46, C(0,14)=98C(0,14)=98
  • The minimum is C=46C=46 at (8,2)(8,2)
6
(6 marks)6
Notes
The feasible region is unbounded above, so only the corners on its lower boundary matter. Those corners are (0,14)(0,14) where 2x+y=142x+y=14 meets the yy-axis, (4,6)(4,6) where the two lower-bound lines cross, and (8,2)(8,2) where x+y=10x+y=10 meets the vertical line x=8x=8. The point (0,10)(0,10) fails the second constraint and is not a vertex of the region. Evaluating CC at the three vertices gives 9898, 5858 and 4646, so the minimum is 4646.
3
  • x=14x=14 meets 3x+2y=543x+2y=54 where 2y=122y=12, so y=6y=6, giving the vertex (14,6)(14,6)
  • The lines 3x+2y=543x+2y=54 and x+3y=45x+3y=45 meet where x=727x=\dfrac{72}{7} and y=817y=\dfrac{81}{7}
  • (14,0)(14,0) and (0,15)(0,15) are also vertices
  • P(14,6)=112+30=142P(14,6)=112+30=142
  • P(727,817)=576+4057=9817=14017P\left(\dfrac{72}{7},\dfrac{81}{7}\right)=\dfrac{576+405}{7}=\dfrac{981}{7}=140\tfrac17
  • P(14,0)=112P(14,0)=112 and P(0,15)=75P(0,15)=75
  • The maximum is P=142P=142 at (14,6)(14,6)
6
(6 marks)6
Notes
Substituting x=14x=14 into 3x+2y=543x+2y=54 gives y=6y=6, and that point satisfies 14+18=324514+18=32\leqslant45. Eliminating from 3x+2y=543x+2y=54 and x+3y=45x+3y=45 gives 7y=817y=81, so y=81/7y=81/7 and x=453(81/7)=72/7x=45-3(81/7)=72/7, which satisfies x14x\leqslant14. Including the axis vertices (14,0)(14,0) and (0,15)(0,15), the four values of PP are 142142, 981/7981/7, 112112 and 7575. Since 981/7=14017<142981/7=140\frac17<142, the maximum is 142142.

Tier 3 · Hard

Mark scheme for D1-5.2 Tier 3 · Hard
QuestionSchemeMarks
1
  • The continuous optimum is (397,307)\left(\dfrac{39}{7},\dfrac{30}{7}\right), that is about (5.57,4.29)(5.57, 4.29), with P=45P=45
  • Rounding gives (6,4)(6,4), but 2(6)+3(4)=24242(6)+3(4)=24\leqslant24 and 3(6)+4=22>213(6)+4=22>21, so (6,4)(6,4) is infeasible
  • Test (5,4)(5,4): 10+12=222410+12=22\leqslant24 and 15+4=192115+4=19\leqslant21, feasible, P=41P=41
  • Test (6,3)(6,3): 12+9=212412+9=21\leqslant24 and 18+3=212118+3=21\leqslant21, feasible, P=42P=42
  • Test (5,5)(5,5): 10+15=25>2410+15=25>24, infeasible
  • Test (6,2)(6,2): feasible with P=38P=38; test (4,5)(4,5): 8+15=23248+15=23\leqslant24 and 12+5=172112+5=17\leqslant21, feasible, P=40P=40
  • The best feasible integer point is (6,3)(6,3)
  • The integer maximum is P=42P=42
8
(8 marks)8
Notes
The continuous optimum sits at x=39/75.57x=39/7\approx5.57 and y=30/74.29y=30/7\approx4.29, and rounding each coordinate to the nearest integer gives (6,4)(6,4), which breaks the second constraint since 3(6)+4=223(6)+4=22. The correct method is to examine the feasible lattice points near the optimum. Checking (5,4)(5,4), (6,3)(6,3), (5,5)(5,5), (6,2)(6,2) and (4,5)(4,5) against both constraints leaves (5,4)(5,4), (6,3)(6,3), (6,2)(6,2) and (4,5)(4,5) feasible, with objective values 4141, 4242, 3838 and 4040. No lattice point can beat the continuous bound of 4545, and (6,3)(6,3) gives the largest feasible value, 4242.
2
  • 2x+y=162x+y=16 and x+3y=27x+3y=27 meet where 5x=215x=21, so x=215x=\dfrac{21}{5} and y=385y=\dfrac{38}{5}
  • That point satisfies x+y=595=11.812x+y=\dfrac{59}{5}=11.8\leqslant12, so it is feasible
  • P=3(215)+5(385)=63+1905=2535=50.6P=3\left(\dfrac{21}{5}\right)+5\left(\dfrac{38}{5}\right)=\dfrac{63+190}{5}=\dfrac{253}{5}=50.6
  • The other vertices (0,9)(0,9), (8,0)(8,0) and (0,0)(0,0) give 4545, 2424 and 00, so the continuous maximum is 50.650.6
  • Test (4,8)(4,8): x+3y=28>27x+3y=28>27, infeasible
  • Test (4,7)(4,7): 8+7=158+7=15, 4+21=254+21=25, 1111, all satisfied, P=47P=47
  • Test (3,8)(3,8): 6+8=146+8=14, 3+24=273+24=27, 1111, all satisfied, P=49P=49
  • Test (5,6)(5,6): 1616, 2323, 1111, all satisfied, P=45P=45; test (2,8)(2,8): P=46P=46
  • The integer maximum is P=49P=49 at (3,8)(3,8)
9
(9 marks)9
Notes
Solving 2x+y=162x+y=16 with x+3y=27x+3y=27 gives 6x+3y=486x+3y=48 and hence 5x=215x=21, so x=21/5x=21/5 and y=1642/5=38/5y=16-42/5=38/5; the third constraint is slack there, so the vertex is feasible and P=253/5=50.6P=253/5=50.6. For the integer problem, the continuous optimum lies near (4.2,7.6)(4.2, 7.6), so the lattice points to test are those with xx in {2,3,4,5}\{2,3,4,5\} and yy near 77 or 88. The binding constraint x+3y27x+3y\leqslant27 rules out (4,8)(4,8), and among the feasible candidates (3,8)(3,8) gives 4949, beating (4,7)(4,7) at 4747, (2,8)(2,8) at 4646 and (5,6)(5,6) at 4545.
3
  • P(9,0)=9kP(9,0)=9k, P(6,6)=6k+18P(6,6)=6k+18, P(0,10)=30P(0,10)=30
  • (6,6)(6,6) beats (9,0)(9,0) when 6k+189k6k+18\geqslant9k, that is k6k\leqslant6
  • (6,6)(6,6) beats (0,10)(0,10) when 6k+18306k+18\geqslant30, that is k2k\geqslant2
  • So the maximum is at (6,6)(6,6) for 2k62\leqslant k\leqslant6
  • At k=6k=6 the values at (6,6)(6,6) and (9,0)(9,0) are both 5454
  • At k=2k=2 the values at (6,6)(6,6) and (0,10)(0,10) are both 3030
  • So the maximum is attained at more than one point when k=2k=2 or k=6k=6
8
(8 marks)8
Notes
Because the objective is linear, the maximum is at a vertex, so it is enough to compare the three non-zero vertex values 9k9k, 6k+186k+18 and 3030; the origin gives 00 and can be ignored for k0k\geqslant0. Requiring 6k+186k+18 to be at least each of the others gives the two inequalities k6k\leqslant6 and k2k\geqslant2. At each endpoint two vertices tie, which means the objective line is parallel to the edge joining them, so every point of that edge is optimal and there are infinitely many optimal solutions.
4
  • The feasible region is an intersection of half-planes, so it is convex
  • The objective is linear, so its level curves are parallel straight lines
  • Sliding a level line across a convex region, the last contact is either a single vertex or a whole edge
  • If it is an edge, both endpoints of that edge are vertices with the same optimal value
  • So checking the vertices always finds the optimal value
  • If the region is unbounded in a direction in which the objective increases, no maximum exists and the problem is unbounded
6
(6 marks)6
Notes
Each constraint cuts the plane into two, and the feasible region is the intersection of the retained halves, which is convex and bounded by straight edges. The objective takes a constant value on each line of a parallel family, so the greatest feasible value is reached where that family last meets the region. On a convex polygon the last contact is a corner, unless the family is parallel to an edge, in which case the whole edge is optimal and its endpoints are vertices attaining the same value. When the region extends without limit in a direction of increase, the sliding line never leaves it and the objective can be made arbitrarily large.
5
  • The objective 6x+9y6x+9y is 3(2x+3y)3(2x+3y)
  • The constraint gives 2x+3y302x+3y\leqslant30, so P90P\leqslant90
  • P=90P=90 exactly when 2x+3y=302x+3y=30
  • The line 2x+3y=302x+3y=30 meets the axes at (15,0)(15,0) and (0,10)(0,10), and meets x+y=12x+y=12 at (6,6)(6,6)
  • (15,0)(15,0) fails x+y12x+y\leqslant12, so the feasible part of that line runs from (6,6)(6,6) to (0,10)(0,10)
  • Every point of the segment from (6,6)(6,6) to (0,10)(0,10) is optimal
  • Check: P(6,6)=36+54=90P(6,6)=36+54=90 and P(0,10)=90P(0,10)=90
  • The optimal value is P=90P=90
8
(8 marks)8
Notes
Since P=3(2x+3y)P=3(2x+3y), the objective line has exactly the same gradient as the first constraint, so the sliding line leaves the region along that constraint rather than at a single corner. The bound 2x+3y302x+3y\leqslant30 gives P90P\leqslant90, with equality precisely on the boundary line, so the optimal set is the feasible part of 2x+3y=302x+3y=30. That line leaves the region where x+y=12x+y=12 cuts it, at (6,6)(6,6), and ends at (0,10)(0,10) on the yy-axis, so the optimal points form the segment between them and every one of them gives P=90P=90.

D1-5.3 · The Simplex algorithm and tableau for maximising and minimising problems with ≤ constraints.

Tier 1 · Easy

Mark scheme for D1-5.3 Tier 1 · Easy
QuestionSchemeMarks
1
  • The pivot column is the yy column
  • It contains the most negative entry in the objective row, 9-9
2
(2 marks)2
Notes
Each negative entry in the objective row shows that increasing the corresponding variable from zero would increase PP, and the size of the entry is the rate of increase per unit. Choosing the most negative entry increases PP fastest per unit of the entering variable, so the yy column with 9-9 is chosen ahead of the xx column with 6-6.
2
  • Only rows with a positive entry in the pivot column give a ratio
  • Row 11: 36÷4=936\div4=9; row 33: 30÷5=630\div5=6; row 22 is skipped because 2-2 is negative
  • The smallest ratio is 66, so the pivot row is row 33 and the pivot element is 55
3
(3 marks)3
Notes
The ratio test finds how far the entering variable can increase before a basic variable would go negative. A row with a negative or zero entry in the pivot column places no such limit, so it is excluded from the test. Comparing the two valid ratios, 99 and 66, the binding one is 66, which selects row 33 and the pivot element 55.

Tier 2 · Standard

Mark scheme for D1-5.3 Tier 2 · Standard
QuestionSchemeMarks
1
  • Initial tableau: s1s_1 row 2,3,1,02, 3, 1, 0 with value 2424; s2s_2 row 3,1,0,13, 1, 0, 1 with value 2121; PP row 5,4,0,0-5, -4, 0, 0 with value 00
  • First pivot: column xx, ratios 1212 and 77, pivot row s2s_2, pivot element 33
  • After iteration 11: s1s_1 row 0,73,1,230, \dfrac73, 1, -\dfrac23 with value 1010; xx row 1,13,0,131, \dfrac13, 0, \dfrac13 with value 77; PP row 0,73,0,530, -\dfrac73, 0, \dfrac53 with value 3535
  • Second pivot: column yy, ratios 307\dfrac{30}{7} and 2121, pivot row s1s_1, pivot element 73\dfrac73
  • Final tableau: yy row 0,1,37,270, 1, \dfrac37, -\dfrac27 with value 307\dfrac{30}{7}; xx row 1,0,17,371, 0, -\dfrac17, \dfrac37 with value 397\dfrac{39}{7}; PP row 0,0,1,10, 0, 1, 1 with value 4545
  • x=397x=\dfrac{39}{7}, y=307y=\dfrac{30}{7}, s1=0s_1=0, s2=0s_2=0
  • P=45P=45
8
(8 marks)8
Notes
The most negative objective entry is 5-5, so xx enters; the ratios 24/2=1224/2=12 and 21/3=721/3=7 select the s2s_2 row, and dividing by 33 gives the xx row 1,13,0,131, \frac13, 0, \frac13 with value 77. Subtracting twice that row from the s1s_1 row and adding five times it to the objective row completes the first iteration. The objective row still has 73-\frac73 under yy, so yy enters; the ratios are 10÷73=30710\div\frac73=\frac{30}{7} and 7÷13=217\div\frac13=21, so the s1s_1 row is the pivot row. Dividing by 73\frac73 and eliminating gives an objective row with no negative entries, so the algorithm stops with both slacks zero and P=45P=45.
2
  • Set P=CP=-C and maximise PP
  • So maximise P=5x+4y+6zP=-5x+4y+6z
  • The objective row reverses these signs, giving 55, 4-4, 6-6 under xx, yy, zz
  • The slack columns are 00 and the value is 00
  • At the end, the minimum of CC is the negative of the maximum of PP
4
(4 marks)4
Notes
The simplex tableau is built to increase a quantity, so a minimisation is converted by maximising the negative of the objective; the two problems have the same optimal point and their optimal values differ only by sign. Writing P=C=5x+4y+6zP=-C=-5x+4y+6z and reversing the signs for the tableau row gives entries 55, 4-4 and 6-6. The presence of negative entries shows that increasing yy or zz reduces CC, so the algorithm has somewhere to go.
3
  • The basic variables are x=8x=8, y=18y=18 and s3=18s_3=18, and the non-basic variables s1s_1 and s2s_2 are 00, giving P=148P=148 at this stage
  • The stopping test needs every entry of the objective row, including the entry in the missing zz column, to be non-negative
  • The entries shown are all non-negative, but the zz entry has not been shown, so the test cannot be applied
  • If that hidden entry is negative then zz enters the basis and PP increases further, so 148148 is only a lower bound for the optimum
4
(4 marks)4
Notes
Each row is labelled by its basic variable and gives that variable's value directly, so x=8x=8, y=18y=18 and s3=18s_3=18, while every variable not labelling a row is zero; the bottom right entry gives P=148P=148 for that basic solution. Deciding whether to stop is a separate question. The algorithm terminates only when no entry of the objective row is negative, and a column that has not been printed cannot be checked, so the shown entries 00, 00, 75\frac75, 45\frac45 and 00 prove nothing about zz. A negative entry there would make zz the pivot column and a further iteration would raise PP; for the problem this tableau comes from the hidden entry is in fact 1-1, and the third iteration takes PP from 148148 to 157157.

Tier 3 · Hard

Mark scheme for D1-5.3 Tier 3 · Hard
QuestionSchemeMarks
1
  • Initial tableau: s1s_1: 3,2,1,1,0,03, 2, 1, 1, 0, 0 value 6060; s2s_2: 1,4,2,0,1,01, 4, 2, 0, 1, 0 value 8080; s3s_3: 2,2,3,0,0,12, 2, 3, 0, 0, 1 value 7070; PP: 5,6,4,0,0,0-5, -6, -4, 0, 0, 0 value 00
  • Iteration 11: pivot column yy, ratios 3030, 2020, 3535, pivot row s2s_2, pivot element 44
  • After iteration 11: s1s_1: 52,0,0,1,12,0\dfrac52, 0, 0, 1, -\dfrac12, 0 value 2020; yy: 14,1,12,0,14,0\dfrac14, 1, \dfrac12, 0, \dfrac14, 0 value 2020; s3s_3: 32,0,2,0,12,1\dfrac32, 0, 2, 0, -\dfrac12, 1 value 3030; PP: 72,0,1,0,32,0-\dfrac72, 0, -1, 0, \dfrac32, 0 value 120120
  • Iteration 22: pivot column xx, ratios 88, 8080, 2020, pivot row s1s_1, pivot element 52\dfrac52
  • After iteration 22: xx: 1,0,0,25,15,01, 0, 0, \dfrac25, -\dfrac15, 0 value 88; yy: 0,1,12,110,310,00, 1, \dfrac12, -\dfrac{1}{10}, \dfrac{3}{10}, 0 value 1818; s3s_3: 0,0,2,35,15,10, 0, 2, -\dfrac35, -\dfrac15, 1 value 1818; PP: 0,0,1,75,45,00, 0, -1, \dfrac75, \dfrac45, 0 value 148148
  • After two iterations x=8x=8, y=18y=18, z=0z=0 and P=148P=148
  • The objective row still contains 1-1 under zz, so a third iteration is needed
9
(9 marks)9
Notes
The most negative entry is 6-6, so yy enters. The ratios 60/2=3060/2=30, 80/4=2080/4=20 and 70/2=3570/2=35 select the s2s_2 row, and dividing by 44 gives the yy row. Eliminating the yy column from the other three rows produces the tableau shown, with PP raised from 00 to 120120. The objective row now has 72-\frac72 under xx and 1-1 under zz, so xx enters; the ratios 20÷52=820\div\frac52=8, 20÷14=8020\div\frac14=80 and 30÷32=2030\div\frac32=20 select the s1s_1 row with pivot 52\frac52. Dividing and eliminating raises PP to 148148, but the zz column is still negative, so the algorithm has not terminated.
2
  • Pivot column zz, since 1-1 is the only negative entry
  • Ratios: the xx row has 00 in the zz column so gives no ratio; yy gives 18÷12=3618\div\dfrac12=36; s3s_3 gives 18÷2=918\div2=9
  • Pivot row s3s_3, pivot element 22
  • Final tableau: xx: 1,0,0,25,15,01, 0, 0, \dfrac25, -\dfrac15, 0 value 88; yy: 0,1,0,120,720,140, 1, 0, \dfrac{1}{20}, \dfrac{7}{20}, -\dfrac14 value 272\dfrac{27}{2}; zz: 0,0,1,310,110,120, 0, 1, -\dfrac{3}{10}, -\dfrac{1}{10}, \dfrac12 value 99; PP: 0,0,0,1110,710,120, 0, 0, \dfrac{11}{10}, \dfrac{7}{10}, \dfrac12 value 157157
  • Optimal solution x=8x=8, y=272y=\dfrac{27}{2}, z=9z=9, P=157P=157
  • Check 3(8)+2(272)+9=24+27+9=603(8)+2\left(\dfrac{27}{2}\right)+9=24+27+9=60
  • Check 8+4(272)+2(9)=8+54+18=808+4\left(\dfrac{27}{2}\right)+2(9)=8+54+18=80
  • Check 2(8)+2(272)+3(9)=16+27+27=702(8)+2\left(\dfrac{27}{2}\right)+3(9)=16+27+27=70
8
(8 marks)8
Notes
Only the zz column is negative, so zz enters. The xx row contributes no ratio because its zz entry is zero, and comparing 3636 with 99 selects the s3s_3 row, whose pivot element is 22. Dividing that row by 22 and eliminating the zz column elsewhere gives an objective row of 0,0,0,1110,710,120, 0, 0, \frac{11}{10}, \frac{7}{10}, \frac12, all non-negative, so the algorithm terminates. All three slack variables are non-basic and hence zero, which is confirmed by substituting the solution into the original constraints: each is satisfied with equality, and P=5(8)+6(272)+4(9)=40+81+36=157P=5(8)+6\left(\frac{27}{2}\right)+4(9)=40+81+36=157.
3
  • Maximise P=C=5x+4y+6zP=-C=-5x+4y+6z, so the objective row is 5,4,6,0,05, -4, -6, 0, 0 with value 00
  • Initial tableau: s1s_1: 1,1,2,1,01, 1, 2, 1, 0 value 4040; s2s_2: 2,3,1,0,12, 3, 1, 0, 1 value 6060
  • Iteration 11: pivot column zz, ratios 2020 and 6060, pivot row s1s_1, pivot element 22
  • After iteration 11: zz: 12,12,1,12,0\dfrac12, \dfrac12, 1, \dfrac12, 0 value 2020; s2s_2: 32,52,0,12,1\dfrac32, \dfrac52, 0, -\dfrac12, 1 value 4040; PP: 8,1,0,3,08, -1, 0, 3, 0 value 120120
  • Iteration 22: pivot column yy, ratios 4040 and 1616, pivot row s2s_2, pivot element 52\dfrac52
  • Final tableau: zz: 15,0,1,35,15\dfrac15, 0, 1, \dfrac35, -\dfrac15 value 1212; yy: 35,1,0,15,25\dfrac35, 1, 0, -\dfrac15, \dfrac25 value 1616; PP: 435,0,0,145,25\dfrac{43}{5}, 0, 0, \dfrac{14}{5}, \dfrac25 value 136136
  • x=0x=0, y=16y=16, z=12z=12 and P=136P=136
  • The minimum is C=136C=-136
9
(9 marks)9
Notes
Converting to a maximisation gives P=5x+4y+6zP=-5x+4y+6z, whose tableau row is 5,4,6,0,05, -4, -6, 0, 0. The most negative entry is 6-6, so zz enters; the ratios 40/2=2040/2=20 and 60/1=6060/1=60 select the s1s_1 row, and dividing by 22 gives the zz row. Eliminating leaves 1-1 under yy, so yy enters next; the ratios 20÷12=4020\div\frac12=40 and 40÷52=1640\div\frac52=16 select the s2s_2 row with pivot 52\frac52. After that iteration every objective entry is non-negative, so the algorithm stops with y=16y=16, z=12z=12 and P=136P=136. Checking, C=5(0)4(16)6(12)=136C=5(0)-4(16)-6(12)=-136, and the constraints give 16+24=4016+24=40 and 48+12=6048+12=60, both exactly met.
4
  • Each row says that the basic variable equals its value minus the pivot column entry times the entering variable
  • If the entry is positive, increasing the entering variable reduces that basic variable
  • The ratio is the value at which the basic variable would reach zero
  • The smallest such ratio is the first basic variable to hit zero, so it limits the increase
  • If the entry is zero or negative, the basic variable does not fall as the entering variable rises, so that row places no limit
  • If no row has a positive entry, the entering variable can be increased without limit
  • The objective is then unbounded and the problem has no finite optimum
7
(7 marks)7
Notes
Reading a row as bi=viaitb_i = v_i - a_i t, where tt is the amount by which the entering variable is increased, the requirement bi0b_i\geqslant0 gives tvi/ait\leqslant v_i/a_i only when ai>0a_i>0; a non-positive aia_i makes bib_i increase or stay fixed, so the constraint is vacuous. The binding limit is therefore the smallest ratio over the positive entries, which identifies the leaving variable. When every entry in the pivot column is zero or negative, no basic variable is driven to zero, so tt and hence the objective can be made arbitrarily large.
5
  • xx and s1s_1 are basic, since their columns are 00 in the objective row
  • yy and s2s_2 are non-basic, so y=0y=0 and s2=0s_2=0
  • P=35P=35 at this stage
  • The entry 73-\dfrac73 means each unit increase in yy would raise PP by 73\dfrac73
  • So the tableau is not yet optimal and yy should enter next
  • The entry 53\dfrac53 means each unit increase in s2s_2 would reduce PP by 53\dfrac53
  • Equivalently, one more unit of the second resource would be worth 53\dfrac53 to the objective
7
(7 marks)7
Notes
A variable is basic exactly when its column has been cleared, so xx and s1s_1 label rows and take the values in the value column, while yy and s2s_2 are held at zero. The objective row entries are rates of change of PP with respect to those non-basic variables, with the sign reversed by the tableau convention: a negative entry marks a variable worth increasing, so yy is the next entering variable, and a positive entry marks one that would cost the objective. Since s2s_2 is the slack of the second constraint, its positive entry of 53\frac53 also measures what an extra unit of that constraint's resource would be worth.

D1-5.4 · The two-stage Simplex and big-M methods for maximising and minimising problems which may include both ≤ and ≥ constraints.

Tier 1 · Easy

Mark scheme for D1-5.4 Tier 1 · Easy
QuestionSchemeMarks
1
  • Stage one minimises the sum of the artificial variables
  • Its purpose is to find a basic feasible solution of the original problem, so that stage two can begin
  • If the minimum is positive, no feasible solution exists and the problem is infeasible
3
(3 marks)3
Notes
The artificial variables are added only to give the tableau a valid starting basis, and a point of the true feasible region is one at which they are all zero. Stage one therefore drives their sum down as far as possible. Reaching zero produces a genuine feasible point from which the real objective can be optimised; failing to reach zero shows that the constraints cannot all be satisfied at once.
2
  • 2x+y+s1=182x+y+s_1=18
  • x+ys2+t1=7x+y-s_2+t_1=7
  • Initial basis: s1=18s_1=18 and t1=7t_1=7
  • The non-basic variables are x=0x=0, y=0y=0 and s2=0s_2=0
4
(4 marks)4
Notes
The \leqslant constraint takes a slack variable and the \geqslant constraint takes a surplus, which alone leaves no feasible basis at the origin, so an artificial variable is added to that row. Setting the three original and surplus variables to zero makes the two remaining variables basic, taking the right-hand side values 1818 and 77; both are non-negative, so this is a valid starting point for the algorithm.

Tier 2 · Standard

Mark scheme for D1-5.4 Tier 2 · Standard
QuestionSchemeMarks
1
  • x+y+s1=10x+y+s_1=10 and x+2ys2+t1=8x+2y-s_2+t_1=8
  • Objective: P=3x+2yMt1P=3x+2y-Mt_1, so P3x2y+Mt1=0P-3x-2y+Mt_1=0
  • From the second constraint, t1=8x2y+s2t_1=8-x-2y+s_2
  • Substituting gives P3x2y+M(8x2y+s2)=0P-3x-2y+M(8-x-2y+s_2)=0
  • So P(3+M)x(2+2M)y+Ms2=8MP-(3+M)x-(2+2M)y+Ms_2=-8M
  • Initial tableau: s1s_1: 1,1,1,0,01, 1, 1, 0, 0 value 1010; t1t_1: 1,2,0,1,11, 2, 0, -1, 1 value 88; PP: (3+M),(2+2M),0,M,0-(3+M), -(2+2M), 0, M, 0 value 8M-8M
6
(6 marks)6
Notes
The big-M objective penalises any positive artificial variable by a huge amount, so maximising it forces t1t_1 to zero. The objective row of a tableau must contain only non-basic variables, and t1t_1 is basic, so it is eliminated by substituting the constraint that defines it. Collecting terms gives the coefficients (3+M)-(3+M) and (2+2M)-(2+2M) under xx and yy and MM under s2s_2, with the constant 8M-8M appearing on the right.
2
  • The candidate columns are xx, with (3+M)-(3+M), and yy, with (2+2M)-(2+2M)
  • For large MM the size of an entry is governed by its coefficient of MM
  • The yy entry has MM coefficient 22 and the xx entry has MM coefficient 11
  • So (2+2M)-(2+2M) is the more negative and yy is the pivot column
  • Ratios: 10÷1=1010\div1=10 for the s1s_1 row and 8÷2=48\div2=4 for the t1t_1 row
  • The pivot row is the t1t_1 row and the pivot element is 22
6
(6 marks)6
Notes
The pivot column is the one with the most negative objective entry. Since MM stands for a number larger than every other quantity in the problem, comparing (3+M)-(3+M) with (2+2M)-(2+2M) reduces to comparing the coefficients of MM: the difference is (2+2M)+(3+M)=1M-(2+2M)+(3+M)=1-M, which is negative for large MM, so the yy entry is the smaller. The ratio test then compares 10/110/1 and 8/28/2, selecting the t1t_1 row, which is exactly the behaviour intended: the first pivot removes the artificial variable from the basis.
3
  • Stage one minimises I=t1I=t_1, the sum of the artificial variables
  • From the second constraint, t1=8x2y+s2t_1=8-x-2y+s_2
  • So I=8x2y+s2I=8-x-2y+s_2
  • Increasing xx reduces II at a rate of 11 per unit and increasing yy reduces it at a rate of 22 per unit
  • Increasing s2s_2 would increase II, so it is not a candidate
  • yy should enter the basis first, since it reduces II fastest
6
(6 marks)6
Notes
The stage-one objective is written in terms of the non-basic variables by substituting for the artificial variable from its own constraint row, which is the same substitution the big-M method makes. The resulting expression I=8x2y+s2I=8-x-2y+s_2 shows the rate at which each non-basic variable reduces the infeasibility. Choosing the fastest reduction picks yy, and this matches the choice the big-M method makes, since the two methods differ only in bookkeeping.

Tier 3 · Hard

Mark scheme for D1-5.4 Tier 3 · Hard
QuestionSchemeMarks
1
  • Initial: s1s_1: 1,1,1,0,01, 1, 1, 0, 0 value 1010; t1t_1: 1,2,0,1,11, 2, 0, -1, 1 value 88; PP: (3+M),(2+2M),0,M,0-(3+M), -(2+2M), 0, M, 0 value 8M-8M
  • Pivot 11: column yy, row t1t_1, element 22
  • After pivot 11: s1s_1: 12,0,1,12,12\dfrac12, 0, 1, \dfrac12, -\dfrac12 value 66; yy: 12,1,0,12,12\dfrac12, 1, 0, -\dfrac12, \dfrac12 value 44; PP: 2,0,0,1,1+M-2, 0, 0, -1, 1+M value 88
  • Pivot 22: column xx, ratios 1212 and 88, row yy, element 12\dfrac12
  • After pivot 22: s1s_1: 0,1,1,1,10, -1, 1, 1, -1 value 22; xx: 1,2,0,1,11, 2, 0, -1, 1 value 88; PP: 0,4,0,3,3+M0, 4, 0, -3, 3+M value 2424
  • Pivot 33: column s2s_2, only the s1s_1 row has a positive entry, ratio 22, element 11
  • After pivot 33: s2s_2: 0,1,1,1,10, -1, 1, 1, -1 value 22; xx: 1,1,1,0,01, 1, 1, 0, 0 value 1010; PP: 0,1,3,0,M0, 1, 3, 0, M value 3030
  • No negative entries remain, so the tableau is optimal
  • x=10x=10, y=0y=0, s1=0s_1=0, s2=2s_2=2, t1=0t_1=0 and P=30P=30
  • Check: x+y=1010x+y=10\leqslant10 and x+2y=108x+2y=10\geqslant8, with t1=0t_1=0 as required
10
(10 marks)10
Notes
The first pivot on yy removes the artificial variable, raising the objective from 8M-8M to 88 and leaving 1+M1+M in the t1t_1 column, which keeps t1t_1 out of the basis for good. The second pivot enters xx: the ratios are 6÷12=126\div\frac12=12 and 4÷12=84\div\frac12=8, so yy leaves and PP rises to 2424. The objective row still has 3-3 under s2s_2, and only the s1s_1 row has a positive entry there, giving the ratio 22; pivoting brings s2s_2 into the basis at value 22 and PP to 3030. All objective entries are then non-negative, so the maximum is 3030 at x=10x=10, y=0y=0, which is the vertex where x+y=10x+y=10 meets the xx-axis.
2
  • Both remove the artificial variables before optimising the real objective
  • The big-M method combines the two aims into one objective by attaching a huge penalty MM to each artificial variable
  • For large MM the penalty term dominates, so the early pivots are the same as those the two-stage method would make
  • An advantage of the two-stage method is that the arithmetic uses only ordinary numbers, so it is less error prone by hand
  • It also detects infeasibility cleanly, as a positive stage-one minimum
  • An advantage of the big-M method is that only one tableau and one run of the algorithm are needed
  • It also gives the optimal value directly, without restarting with a new objective row
7
(7 marks)7
Notes
The two methods solve the same underlying difficulty, namely that a \geqslant constraint leaves the origin infeasible. Stage one of the two-stage method is exactly the minimisation of the artificial sum, and the leading term of the big-M objective row is a multiple of that same expression, which is why the pivot choices agree while any artificial variable remains basic. The choice between them is practical: symbolic entries in MM make comparisons quick to justify but are easy to mishandle in a written tableau, whereas two shorter numerical runs cost an extra setup but keep every entry concrete.
3
  • The constraints become x+y+s1=6x+y+s_1=6 and x+ys2+t1=9x+y-s_2+t_1=9
  • Stage one minimises I=t1=9xy+s2I=t_1=9-x-y+s_2
  • Increasing xx or yy reduces II, but the first constraint limits x+yx+y to at most 66
  • So the smallest value II can reach is 96=39-6=3
  • Stage one ends with t1=3t_1=3, which is positive
  • No point satisfies both constraints, since x+yx+y cannot be both at most 66 and at least 99
  • The problem is infeasible and has no solution
7
(7 marks)7
Notes
The two constraints are directly contradictory, and the algorithm discovers this rather than failing silently. Stage one drives x+yx+y up as far as the other constraint allows, which is 66, at which point t1=96=3t_1=9-6=3 and no further pivot can reduce it because every objective entry has become non-negative. A stage-one minimum that is strictly positive is exactly the certificate of infeasibility, so the algorithm stops and reports that the feasible region is empty; stage two is never started.
4
  • Compare (5+2M)-(5+2M) with (7+M)-(7+M)
  • The difference is (5+2M)+(7+M)=2M-(5+2M)+(7+M)=2-M, which is negative for large MM
  • So (5+2M)-(5+2M) is the more negative and the pivot column is xx
  • With entries (5+2M)-(5+2M) and (19+2M)-(19+2M) the coefficients of MM are equal
  • The comparison then falls to the constant terms
  • (19+2M)-(19+2M) is the more negative, so the pivot column would be yy
7
(7 marks)7
Notes
Because MM stands for a number larger than any other in the problem, entries are compared by their MM coefficients first. Here xx carries 2M2M against yy's MM, so the xx entry is the more negative however large the constants are, and xx enters the basis. When two entries carry the same multiple of MM the MM terms cancel from the comparison and the ordinary constants decide, which is why (19+2M)-(19+2M) beats (5+2M)-(5+2M) and yy would enter instead.
5
  • Maximise P=C=4x5yP=-C=-4x-5y
  • x+ys1+t1=8x+y-s_1+t_1=8
  • 2x+ys2+t2=102x+y-s_2+t_2=10
  • x+s3=6x+s_3=6
  • y+s4=7y+s_4=7
  • Two artificial variables are needed, one for each \geqslant constraint
  • Stage one minimises I=t1+t2=183x2y+s1+s2I=t_1+t_2=18-3x-2y+s_1+s_2
  • The feasible region has four vertices: (2,6)(2,6), (6,2)(6,2), (32,7)\left(\dfrac32,7\right) and (6,7)(6,7), with C=38C=38, 3434, 4141 and 5959
  • The minimum is C=34C=34 at (6,2)(6,2)
9
(9 marks)9
Notes
A minimisation is converted by maximising P=CP=-C, and each of the two \geqslant constraints needs both a surplus and an artificial variable, while the two upper bounds need one slack each. Stage one minimises the sum of the artificials, which is found by adding the two constraint rows: t1+t2=(8xy+s1)+(102xy+s2)=183x2y+s1+s2t_1+t_2=(8-x-y+s_1)+(10-2x-y+s_2)=18-3x-2y+s_1+s_2. To check the answer independently, the corners of the region are where x+y=8x+y=8 meets 2x+y=102x+y=10, at (2,6)(2,6); where x+y=8x+y=8 meets x=6x=6, at (6,2)(6,2); where 2x+y=102x+y=10 meets y=7y=7, at (32,7)\left(\frac32,7\right); and where the two upper bounds meet, at (6,7)(6,7), which satisfies both \geqslant constraints and so is a vertex of the region. The objective takes the values 3838, 3434, 4141 and 5959 there, so the minimum is 3434 at (6,2)(6,2).