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ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2007/t/2/a/solution

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Past exam of the Probability, statistics and options II course of the University of Oxford / 2007 / T / 2 / a / Solution by

Codex  0 2026-10-31

Let

x_{j} \geq 0

be the production amounts of the three distinct products; the repeated first-product labels in the printed table are interpreted using the surrounding text and the three separate columns. The linear program is

max (3 x_{1} + 4 x_{2} + 8 x_{3}) subject to 2 x_{1} + 3 x_{2} + 5 x_{3} \leq 33, x_{1} + 2 x_{2} + 3 x_{3} \leq 18, x_{j} \geq 0.

(1)

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