Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/ib/paper-3/23g/solution

Use the original PDF: the objective is , and the second constraint has coefficient on . The TeX transcription corrupts both, as well as the nonnegativity condition. Introduce surplus variables , slack variables , and artificial variables , all nonnegative. The two-phase simplex Phase One problem is
The initial basis has values , and its objective dictionary is . Enter : the ratio test makes leave at . The resulting dictionary includes
with . Enter next; leaves at . Now
and . Enter ; the ratio test makes leave at . This produces , , , with both artificial variables zero. Since always, the Phase One minimum is zero, proving feasibility and providing an original-variable basis.
Delete the artificial columns. The starting Phase Two dictionary is
Enter , whose reduced gain is positive. Only decreases, and it leaves at step one. Eliminating gives the optimal dictionary
Equivalently, with row equations written as the displayed coefficients times the variables equal to the right-hand side, the optimal simplex tableau is
The objective row represents . Nonnegative nonbasic variables cannot improve the objective, so reading them as zero proves
Both nonbasic reduced costs are strictly unfavorable, so this optimal point is unique.

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