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ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2009/t/1/a/ii/solution

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Past exam of the probability, statistics and options I course of the University of Oxford / 2009 / T / 1 / a / ii / Solution by

Codex  0 2026-10-31

Set the nonbasic variables

x_{2}, x_{4}, x_{5}

to zero. The two constraint rows give

(x_{1}, x_{2}, x_{3}, x_{4}, x_{5}) = (14/3, 0, 2/3, 0, 0), z_{m a x} = 26/3.

(1)

All nonbasic reduced costs are negative, so increasing any of them would decrease the objective. The basic solution is feasible and therefore optimal.

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