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Chapter 7—Goal Programming and Multiple Objective Optimization
MULTIPLE CHOICE
1. A constraint which cannot be violated is called a

a. binding constraint.
b. hard constraint.
c. definite constraint.
d. required constraint.
ANS: B PTS: 1
2. A constraint which represents a target value for a problem is called a

a. fuzzy constraint.
b. vague constraint.
c. preference constraint
d. soft constraint
ANS: D PTS: 1
3. Goal programming differs from linear programming or integer linear programming is that
a. goal programming provides for multiple objectives.
b. goal programming excludes hard constraints.
c. with goal programming we iterate until an acceptable solution is obtained.
d. goal programming requires fewer variables.
ANS: C PTS: 1
4. Decision-making problems which can be stated as a collection of desired objectives are known as what
type of problem?
a. A non-linear programming problem.
b. An unconstrained programming problem.
c. A goal programming problem.
d. An integer programming problem.
ANS: C PTS: 1
5. Which of the following is true regarding goal programming?

a. The objective function is not useful when comparing goal programming solutions.
b. We can place upper bounds on any of the deviation variables.
c. A preemptive goal program involves deviations with arbitrarily large weights.
d. All of these are true.
ANS: D PTS: 1
6. The RHS value of a goal constraint is referred to as the

a. target value.
b. constraint value.
c. objective value.
d. desired value.
ANS: A PTS: 1
7. The di+, di− variables are referred to as

a. objective variables.
b. goal variables.
c. target variables.
d. deviational variables.
ANS: D PTS: 1
8. Which of the following are true regarding weights assigned to deviational variables?
a. The weights assigned can be negative.
b. The weights assigned must sum to one.
c. The weight assigned to the deviation under a particular goal must be the same as the
weight assigned to the deviation above that particular goal.
d. All of these are false.
ANS: A PTS: 1
9. The di+ variable indicates the amount by which each goal's target value is
a. missed.
b. underachieved.
c. overachieved.
d. overstated.
ANS: C PTS: 1
10. Suppose that X1 equals 4. What are the values for d1+ and d1− in the following constraint?
X1 + d1−− d1+ = 8
a. d1− = 4, d1+ =0
b. d1− = 0, d1+ =4
c. d1− = 4, d1+ =4
d. d1− = 8, d1+ =0
ANS: A PTS: 1
11. Suppose that the first goal in a GP problem is to make 3 X1 + 4 X2 approximately equal to 36. Using
the deviational variables d1− and d1+, what constraint can be used to express this goal?
a. 3 X1 + 4 X2 + d1− − d1+  36
b. 3 X1 + 4 X2 − d1− − d1+ = 36
c. 3 X1 + 4 X2 + d1− + d1+ = 36
d. 3 X1 + 4 X2 + d1− − d1+ = 36
ANS: D PTS: 1
12. Suppose that the first goal in a GP problem is to make 3 X1 + 4 X2 approximately equal to 36. Using
the deviational variables d1− and d1+, the following constraint can be used to express this goal.
3 X1 + 4 X2 + d1− − d1+ = 36
If we obtain a solution where X1 = 6 and X2 = 2, what values do the deviational variables assume?
a. d1− = 0, d1+ = 10
b. d1− = 10, d1+ = 0
c. d1− = 5, d1+ = 5
d. d1− = 6, d1+ = 0
ANS: B PTS: 1
13. What is the soft constraint form of the following hard constraint?
3X1 + 2 X2  10
a. 3X1 + 2 X2 + d1− − d1+ = 10

b. 3X1 + 2 X2 + d1− + d1+ = 10
c. 3X1 + 2 X2 − d1− − d1+  10
d. 3X1 + 2 X2 + d1− − d1+  10
ANS: A PTS: 1
14. Which of the following formulas is a deviation-minimizing objective function for a goal programming
problem?
a.
b.
c.
d.
ANS: D PTS: 1
15. What is the meaning of the ti term in this objective function for a goal programming problem?
a. The time required for each decision variable.

b. The percent of goal i met.
c. The coefficient for the ith decision variable
d. The target value for goal i.
ANS: D PTS: 1
16. What weight would be assigned to a neutral deviational variable?

a. 0
b. 1
c. 10
d. 100
ANS: A PTS: 1
17. Which of the following is false regarding a goal constraint?

a. A goal constraint allows us to determine how close a given solution comes to achieving a
goal.
b. A goal constraint will always contain two deviational variables.
c. Deviation variables are non-negative.
d. If two deviation variables are used in a constraint at least one will have a value of zero.
ANS: B PTS: 1
Exhibit 7.1
The following questions are based on the problem below.
A company wants to advertise on TV and radio. The company wants to produce about 6 TV ads and
12 radio ads. Each TV ad costs $20,000 and is viewed by 10 million people. Radio ads cost $10,000
and are heard by 7 million people. The company wants to reach about 140 million people, and spend
about $200,000 for all the ads. The problem has been set up in the following Excel spreadsheet.
A B C D E
1 Problem Data TV Radio
2 Cost 20 10
3 Coverage 10 7
4
5 Goal Constraints TV Radio Cost Coverage
6 Actual Amount 0 0
7 +Under 0 0 0 0
8 − Over 0 0 0 0
9 = Goal 0 0 0 0
10 Target Value 6 12 200 140
11
12 Percentage Deviation:
13 Under 1 1 1 1
14 Over 0 0 0 0
15
16 Weights
17 Under
18 Over
19
20 Objective 0
18. Refer to Exhibit 7.1. What formula goes in cell D6?

a. =SUMPRODUCT(B2:B3,B6:B7)
b. =B2*C2+B6*C6
c. =SUMPRODUCT(B2:C2,B10:C10)
d. =SUMPRODUCT(B2:C2,B6:C6)
ANS: D PTS: 1
19. Refer to Exhibit 7.1. What formula goes in cell B9?

a. =SUM(B6:B8)
b. =B6+B7-B8
c. =B6-B7+B8
d. =B10-B8
ANS: B PTS: 1
20. Refer to Exhibit 7.1. Which of the following is a constraint specified to Risk Solver Platform (RSP) for
this model?
a. $B$9:$E$9=$B$6:$E$6
b. $B$9:$E$9<$B$10:$E$10
c. $B$9:$E$9=$B$10:$E$10
d. $B$9:$E$9>$B$10:$E$10
ANS: C PTS: 1
21. Refer to Exhibit 7.1. Which cells are the variable cells in this model?
a. $B$6:$C$6, $B$7:$E$8
b. $B$6:$C$6
c. $B$9:$E$9
d. $B$6:$E$8
ANS: A PTS: 1
22. Refer to Exhibit 7.1. Which cell(s) is(are) the objective cell(s) in this model?
a. $B$20
b. $D$6
c. $E$6
d. $B$13:$E$14, $B$9:$E$9
ANS: A PTS: 1
23. Refer to Exhibit 7.1. If the company is very concerned about going over the $200,000 budget, which
cell value should change and how should it change?
a. D13, increase
b. D13, decrease
c. D14, increase
d. D14, decrease
ANS: C PTS: 1
24. A manager wants to ensure that he does not exceed his budget by more than $1000 in a goal
programming problem. If the budget constraint is the third constraint in the goal programming problem
which of the following formulas will best ensure that the manager's objective is met?
a. MIN d3+
b. d3−  1000
c. d3+ = 1000
d. d3+  1000
ANS: D PTS: 1
25. An optimization technique useful for solving problems with more than one objective function is
a. dual programming.
b. sensitivity analysis.
c. multi-objective linear programming.
d. goal programming.
ANS: C PTS: 1
26. The MINIMAX objective

a. yields the smallest possible deviations.
b. minimizes the maximum deviation from any goal.
c. chooses the deviation which has the largest value.
d. maximizes the minimum value of goal attainment.
ANS: B PTS: 1
27. The primary benefit of a MINIMAX objective function is

a. it yields any feasible solution by changing the weights.
b. it is limited to all corner points.
c. it yields a larger variety of solutions than generally available using an LP method.
d. it makes many of the deviational variables equal to zero.
ANS: C PTS: 1
28. The decision maker has expressed concern with Goal 1, budget, achievement. He indicated that future
candidate solutions should stay under budget. How can you modify your goal programming model to
accommodate this change?
a. Make budget a hard constraint in the model.
b. Give d1+ an extremely large weight in the objective function.
c. Remove d1+ from the goal constraint.
d. All of these.
ANS: D PTS: 1
29. MINIMAX solutions to multi-objective linear programming (MOLP) problems are

a. dually optimal.
b. Pareto optimal.
c. suboptimal.
d. maximally optimal.
ANS: B PTS: 1
30. If no other feasible solution to a multi-objective linear programming (MOLP) problem allows an
increase in any objective without decreasing at least one other objective, the solution is said to be
a. dually optimal.
b. Pareto optimal.
c. suboptimal.
d. maximally optimal.
ANS: B PTS: 1
Exhibit 7.2
An investor has $150,000 to invest in investments A and B. Investment A requires a $10,000 minimum
investment, pays a return of 12% and has a risk factor of .50. Investment B requires a $15,000
minimum investment, pays a return of 10% and has a risk factor of .20. The investor wants to
maximize the return while minimizing the risk of the portfolio. The following multi-objective linear
programming (MOLP) has been solved in Excel.
A B C D
1 Problem data A B
2 Expected return 12% 10%
3 Risk rating 0.50 0.20
4
5 Variables A B Total
6 Amount invested 0 0 0
7 Minimum required $10,000 $15,000 $150,000
8
9 Objectives:
10 Average return 0
11 Average risk 0

a. =SUMPRODUCT(B2:C2,$B$6:$C$6)/$D$7
b. =B2*C2+B3*C3
c. =SUMPRODUCT(B3:C3,$B$6:$C$6)/$D$7
d. =SUMPRODUCT(B2:C2,$B$6:$C$6)
ANS: A PTS: 1

a. =SUMPRODUCT(B2:C2,$B$6:$C$6)/$D$7
b. =B2*C2+B3*C3
c. =SUMPRODUCT(B3:C3,$B$6:$C$6)/$D$7
d. =SUMPRODUCT(B3:C3,$B$6:$C$6)
ANS: C PTS: 1
33. Refer to Exhibit 7.2. What Risk Solver Platform (RSP) constraint involves cells $B$6:$C$6?
a. $B$6:$C$6=$B$7:$C$7
b. $B$6:$C$6$B$7:$C$7
c. $B$6:$C$6$B$7:$C$7
d. $B$6:$C$6=$D$7
ANS: B PTS: 1
34. Refer to Exhibit 7.2. Which cells are the changing cells in this model?
a. $B$6:$C$6, $B$10:$B$11
b. $B$6:$C$6
c. $B$6:$D$6
d. $B$10:$B$11
ANS: B PTS: 1
35. Refer to Exhibit 7.2. Which cell(s) is(are) the target cells in this model?
a. $B$6:$C$6, $B$10:$B$11
b. $B$6:$C$6
c. $B$6:$D$6
d. $B$10:$B$11
ANS: D PTS: 1
Exhibit 7.3
An investor has $150,000 to invest in investments A and B. Investment A requires a $10,000 minimum
investment, pays a return of 12% and has a risk factor of .50. Investment B requires a $15,000
minimum investment, pays a return of 10% and has a risk factor of .20. The investor wants to
maximize the return while minimizing the risk of the portfolio. The following minimax formulation of
the problem has been solved in Excel.
A B C D E
1 Problem data A B
4
8
9 Weighted
10 Goals Actual Target Weights % Deviation
11 Average return 0 11.8% 1 0
12 Average risk 0 0.22 1 0
13
14 Objective: 0
36. Refer to Exhibit 7.3. What formula goes in cell E11?

a. =D11*(C11−B11)/C11
b. =(C11−B11)/C11
c. =D11*C11
d. =D11*(C11−B11)
ANS: A PTS: 1
37. Refer to Exhibit 7.3. Which value should the investor change, and in what direction, if he wants to
reduce the risk of the portfolio?
a. D11, increase
b. D12, increase
c. C12, increase
d. D12, decrease
ANS: B PTS: 1
38. Goal programming solution feedback indicates that the d4+ level of 50 should not be exceeded in future
solution iterations. How should you modify your goal constraint
40 X1 + 20 X2 + d4− + d4+ = 300
to accommodate this requirement?

a. Increase the RHS value from 300 to 350.
b. Replace the constraint with 40 X1 + 20 X2  350.
c. Do not modify the constraint, add a constraint d4+  50.
d. Do not modify the constraint, add a constraint d4+ = 50.
ANS: C PTS: 1
PROBLEM
39. Given the following goal constraints
5 X1 + 6 X2 + 7 X3 + d1− − d1+ = 87
3 X1 + X2 + 4 X3 + d2− − d2+ = 37
7 X1 + 3 X2 + 2 X3 + d3− − d3+ = 72
and solution (X1, X2, X3) = (7, 2, 5), what values do the deviational variables assume?
ANS:
d1− = 5, d2+ = 6, d3− = 7, all others equal to zero.
PTS: 1
40. Consider the following MOLP:
MAX: 3 X1 + 4 X2
MAX: 2 X1 + X2
Subject to: 6 X1 + 13 X2  78
12 X1 + 9 X2  108
8 X1 + 10 X2  80
X1, X2  0
Graph the feasible region for this problem and compute the value of each objective at each extreme
point. What are the solutions to each of the component LPs?
ANS:
X1 X2 OBJ 1 OBJ 2
0 0 0 0
0 6 24 6
9 0 27 18
5.9 3.27 30.78 15.07
7.5 2 30.5 17
The solution to MAX 3 X1 + 4 X2 is (X1, X2) = (5.9, 3.27) and objective function value of 30.78.
The solution to MAX 2 X1 + X2 is (X1, X2) = (9, 0) and objective function value of 18.
PTS: 1
41. A company makes 2 products A and B from 2 resources, labor and material. The products have the
following resource requirements and produce the accompanying profits. The available quantity of
resources is also shown in the table.
Product A B Available resources

Labor (hr/unit) 3 2 150
Material (ounces/unit) 1 2 200
Profit($/unit) 7 6
Management has developed the following set of goals
Goal 1: Produce approximately 40 units of product 1.

Goal 3: Achieve a profit over $400.
Goal 4: Consume less than 150 hours of labor
Goal 5: Consume less than 200 ounces of material
Formulate a goal programming model of this problem.
ANS:
Let X1 = number of product 1
X2 = number of product 2
MIN: d1− + d1+ + d2 − + d2+ + d3− + d4+ + d5+

Subject to: X1 + d1− − d1+ = 40 product 1
X2 + d2− − d2+ = 70 product 2
7 X1 + 6 X2 + d3− − d3+ = 400 profit
3 X1 + 2 X2 + d4− − d4+ = 150 labor
1 X1 + 2 X2 + d5− − d5+ = 200 material
Xi, di−, di+  0 for all i
PTS: 1
42. A company makes 2 products A and B from 2 resources. The products have the following resource
requirements and produce the accompanying profits. The available quantity of resources is also shown
in the table.
Product 1 2 Available resources

Profit($/unit) 7 6

Based on this GP formulation of the problem and the associated optimal integer solution what values
should go in cells B2:F16 of the following Excel spreadsheet?

MIN: d1− + d1+ + d2− + d2+ + d3− + d4+ + d5+

Subject to: X1 + d 1 − − d 1 + = 40 product 1
X2 + d 2 − − d 2 + = 70 product 2
7 X1 + 6 X2 + d3− − d3+ = 400 profit
3 X1 + 2 X2 + d4− − d4+ = 150 labor
1 X1 + 2 X2 + d5− − d5+ = 200 material
(X1, X2) = (4, 69)
A B C D E F
1 Problem Data A B
2 Labor
3 Material
4 Profit
5 Goal Constraints A B Labor Material Profit
6 Actual Amount
7 + Under
8 − Over
9 = Goal
10 Target Value
11
12 Weights
13 Under
14 Over
15
16 Objective
ANS:
A B C D E F
1 Problem Data A B
2 Labor 3 2
3 Material 1 2
4 Profit 7 6
6 Actual Amount 4 69 150 142 442
7 + Under 36 1 0 58 0
8 − Over 0 0 0 0 42
9 = Goal 40 70 150 200 400
10 Target Value 40 70 150 200 400
11
12 Weights
13 Under 1 1 0 0 1
14 Over 1 1 1 1 0
15
16 Objective 37
PTS: 1
43. A company makes 2 products A and B from 2 resources. The products have the following resource
requirements and produce the accompanying profits. The available quantity of resources is also shown
in the table.
Product 1 2 Available resources

Profit($/unit) 7 6

Based on the following GP formulation of the problem, and the associated optimal solution, what
formulas should go in cells D6:F6, B9:F9, and B16 of the following Excel spreadsheet? NOTE:
Formulas are not required in all of these cells.

MIN: d1− + d1+ + d2− + d2+ + d3− + d4+ + d5+

Subject to: X1 + d1− − d1+ = 40 product 1
X2 + d2− − d2+ = 70 product 2
7 X1 + 6 X2 + d3− − d3+ = 400 profit
3 X1 + 2 X2 + d4− − d4+ = 150 labor
1 X1 + 2 X2 + d5− − d5+ = 200 material
(X1, X2) = (4, 69)
A B C D E F
1 Problem Data A B
2 Labor 3 2
3 Material 1 2
4 Profit 7 6
6 Actual Amount 4 69 150 142 442
7 + Under 36 1 0 58 0
8 − Over 0 0 0 0 42
9 = Goal 40 70 150 200 400
10 Target Value 40 70 150 200 400
11
12 Weights
13 Under 1 1 0 0 1
14 Over 1 1 1 1 0
15
16 Objective 37
ANS:
Cell Formula Copied to
D6 =SUMPRODUCT(B2:C2,$B$6:$C$6)
E6 =SUMPRODUCT(B3:C3, $B$6:$C$6)
F6 =SUMPRODUCT(B4:C4, $B$6:$C$6)
B9 =B6+B7-B8 C9:F9
B16 =SUMPRODUCT(B7:F8,B13:F14)
PTS: 1
44. A company wants to purchase large and small delivery trucks. The company wants to purchase about
10 large and 15 small trucks. Each large truck costs $30,000 and has a 10 ton capacity. Each small
truck costs $20,000 and has a 7 ton capacity. The company wants to have about 200 tons of capacity
and spend about $600,000.
ANS:
Let X1 = number of large trucks
X2 = number of small trucks
MIN: d1− + d1+ + d2− + d2+ + d3− + d3+ + d4− − d4+

Subject to: X1 + d1− − d1+ = 10 large trucks
X2 + d2− − d2+ = 15 small trucks
10 X1 + 7 X2 + d3− − d3+ = 200 capacity
30 X1 + 20 X2 + d4− − d4+ = 600 cost
PTS: 1
Based on the following formulation and associated integer solution, what values should go in cells
B2:E16 of the spreadsheet?

MIN: d1− + d1+ + d2− + d2+ + d3− + d3+ + d4− − d4+

10 X1 + 7 X2 + d3− − d3+ = 200 capacity
30 X1 + 20 X2 + d4− − d4+ = 600 cost
Xi, di−, di+  0 for all I
(X1, X2) = (10, 15)
A B C D E
1 Problem Data Large Small
2 Cost
3 Capacity
4
5 Goal Constraints Large Small Cost Capacity
6 Actual Amount
7 + Under
8 − Over
9 = Goal
10 Target Value
11
12 Weights
13 Under
14 Over
15
16 Objective
ANS:
A B C D E
2 Cost 10 7
3 Capacity 30 20
4
6 Actual Amount 10 15 205 600
7 + Under 0 0 0 0
8 − Over 0 0 5 0
9 = Goal 10 15 200 600
10 Target Value 10 15 200 600
11
12 Weights
13 Under 1 1 1 1
14 Over 1 1 1 1
15
16 Objective 5
PTS: 1
Based on the following goal programming formulation, associated solution, and spreadsheet model,
what formulas should go in cells D6:E6, B9:E9, and B16 of the spreadsheet?

MIN: d1− + d1+ + d2− + d2+ + d3− + d3+ + d4− − d4+

10 X1 + 7 X2 + d3− − d3+ = 200 capacity
30 X1 + 20 X2 + d4− − d4+ = 600 cost
Xi, di−, di+  0 for all I
(X1, X2) = (10, 15)
A B C D E
2 Cost 10 7
3 Capacity 30 20
4
6 Actual Amount 10 15 205 600
7 + Under 0 0 0 0
8 − Over 0 0 5 0
9 = Goal 10 15 200 600
10 Target Value 10 15 200 600
11
12 Weights
13 Under 1 1 1 1
14 Over 1 1 1 1
15
16 Objective 5
ANS:
D6 =SUMPRODUCT(B2:C2,$B$6:$C$6)
E6 =SUMPRODUCT(B3:C3, $B$6:$C$6)
B9 =B6+B7-B8 C9:E9
B16 =SUMPRODUCT(B13:E14,B7:E8)
PTS: 1
47. A dietician wants to formulate a low cost, high calorie food product for a customer. The following
information is available about the 2 ingredients which can be combined to make the food. The
customer wants 1000 pounds of the food product and it should contain 250 pounds of Food 1 and 300
pounds of Food 2. The final cost of the blend should be about $1.15 and contain about 2500 calories
per pound. The percent of fat, protein, carbohydrate in each food is summarized below with the target
values for the goals. The dietician would prefer the food product be low in fat while also high in
protein and carbohydrates.
Food 1 Food 2 TARGET

Cost ($/pound) $1.00 $1.25 $1.15
Fat 15% 25% 300 pounds
Protein 35% 40% 370 pounds
Carbohydrate 50% 35% 400 pounds
Calories/pound 3000 2000 2500
Pounds of food 1 250
Pounds of food 2 300
Formulate the GP for this problem
ANS:
Let X1 = pounds of food 1
X2 = pounds of food 2
MIN: d1− + d1+ + d2+ + d3− + d4− + d5− + d5+ + d6− + d6+ + d7− + d7+
Subject to: 1 X1 + 1.25 X2 + d1− − d1+ = 1.15 cost
.15 X1 + .25 X2 + d2 − d2 = 300
− + fat
.35 X1 + .40 X2 + d3− − d3+ = 370 protein
.50 X1 + .35 X2 + d4 − d4 = 400
− + carbohydrate
3000 X1 + 2000 X2 + d5− − d5+ = 2500 calories
X1 + d6− − d6+ = 250 food 1
X2 + d7 − d7 = 300
− + food 2
X1 + X2 = 1000 food product required
PTS: 1
48. A dietician wants to formulate a low cost, high calorie food product for a customer. The following
information is available about the 2 ingredients which can be combined to make the food. The
customer wants 1000 pounds of the food product and it must contain at least 250 pounds of Food 1 and
300 pounds of Food 2.
Food 1 Food 2 Requirements

Cost ($/pound) 1.00 1.25 Minimize
% Fat 15 25 Less than 30%
% Protein 35 40 At least 37%
% Carbohydrate 50 35 At least 40%
Calories/pound 3000 2000 Maximize
Minimum pounds of food 250 300
Formulate the MOLP for this problem.
ANS:
Let X1 = pounds of food 1
X2 = pounds of food 2
MIN: 1 X1 + 1.25 X2 minimize cost or food product

MAX: 3000 X1 + 2000 X2 maximize the calories
Subject to: .15 X1 + .25 X2  300 fat
.35 X1 + .40 X2  370 protein
.50 X1 + .35 X2  400 carbohydrate
X1  250 food 1
X2  300 food 2
X1 + X2 = 1000 total food product required
Xi  0 for all i
PTS: 1
49. A company needs to supply customers in 3 cities from its 3 warehouses. The supplies, demands and
shipping costs are shown below.
Destination
Warehouse 1 2 3 Supply
1 34 60 36 400
2 70 40 50 300
3 56 40 32 200
Demand 500 300 200
The company has identified the following goals:
Goal 1: The company would like to come as close as possible to satisfying its customers
demand.
Goal 2: It would also like to ensure that the cost is approximately $290,000.
ANS:
Let Xij = number of units shipped from warehouse i to destination j
MIN:
Subject to:
X11 + X12 + X13 + d 1 − − d 1 + = 400
X21 + X22 + X23 + d 2 − − d 2 + = 300
X31 + X32 + X33 + d 3 − − d 3 + = 200
X11 + X21 + X31 + d 4 − − d 4 + = 500
X12 + X22 + X32 + d 5 − − d 5 + = 300
X13 + X23 + X33 + d 6 − − d 6 + = 200
34 X11 + 60 X12 + 36 X13 + 70 X21 + 40 X22 + 50 X23 + 56 X31 + 40 X32 + 32 X33 +
d7− + d7+ = 290000
Xij, di−, di+  0 for all i,j
PTS: 1
50. An investor wants to invest $50,000 in two mutual funds, A and B. The rates of return, risks and
minimum investment requirements for each fund are:
Fund Rate of return Risk Minimum investment

A 12% 0.5 $20,000
B 9% 0.3 $10,000
Note that a low Risk rating means a less risky investment. The investor can invest to maximize the
expected rate of return or minimize risk. Any money beyond the minimum investment requirements
can be invested in either fund.
Formulate the MOLP for this investor.

ANS:
Let X1 = dollars in investment A
X2 = dollars in investment B
MAX: 0.12 X1/50000 + 0.09 X2/50000

MIN: 0.5 X1/50000 + 0.3 X2/50000
Subject to: X1 + X2 = 50000
X1  20000
X2  10000
Xi  0 for all i
PTS: 1

A 12% .5 $20,000
B 9% .3 $10,000
The following is the MOLP formulation for this problem:

MAX: 0.12 X1/50000 + 0.09 X2/50000

MIN: 0.5 X1/50000 + 0.3 X2/50000
X1  20000
X2  10000
Xi  0 for all i
The solution for the second LP is (X1, X2) = (20,000, 30,000).
Based on this solution, what values should go in cells B2:D11 of the spreadsheet?
A B C D
1 Problem data A B
2 Expected return
3 Risk rating
4
6 Amount invested
7 Minimum required
8
9 Objectives:
10 Average return
11 Average risk
ANS:
A B C D
1 Problem data A B
4
6 Amount invested $20,000 $30,000 $50,000
8
9 Objectives:
10 Average return 10.2%
11 Average risk 0.32
PTS: 1

A 12% 0.5 $20,000
B 9% 0.3 $10,000
The following is the MOLP formulation for this problem:

MAX: 0.12 X1/50000 + 0.09 X2/50000

MIN: 0.5 X1/50000 + 0.3 X2/50000
X1  20000
X2  10000
Xi  0 for all i
The solution for the second LP is (X1, X2) = (20,000, 30,000).
What formulas should go in cells B2:D11 of the spreadsheet? NOTE: Formulas are not required in all
of these cells.
A B C D
1 Problem data A B
4
6 Amount invested $20,000 $30,000 $50,000
8
9 Objectives:
10 Average return 10.2%
11 Average risk 0.32
ANS:
Cell Formula
D6 =B6+C6
B10 =SUMPRODUCT(B2:C2,B6:C6)/D7
B11 =SUMPRODUCT(B3:C3,B6:C6)/D7
PTS: 1

A 12% 0.5 $20,000
B 9% 0.3 $10,000
Note that a low Risk rating means a less risky investment. The investor wants to maximize the
expected rate of return while minimizing his risk. Any money beyond the minimum investment
requirements can be invested in either fund. The investor has found that the maximum possible
expected rate of return is 11.4% and the minimum possible risk is 0.32.
Formulate a goal programming model with a MINIMAX objective function.
ANS:
MINIMIZE Q
X1  20000
X2  10000
Xi  0 for all i, Q  0
PTS: 1

A 12% 0.5 $20,000
B 9% 0.3 $10,000
Note that a low Risk rating means a less risky investment. The investor wants to maximize the
expected rate of return while minimizing his risk. Any money beyond the minimum investment
requirements can be invested in either fund. The investor has found that the maximum possible
expected rate of return is 11.4% and the minimum possible risk is 0.32.
The following Excel spreadsheet has been created to solve a goal programming problem with a
MINIMAX objective based on the following goal programming formulation with MINIMAX
objective and corresponding solution.
MINIMIZE Q
X1  20000
X2  10000
Xi  0 for all i, Q  0
with solution (X1, X2) = (15,370, 34,630).
What values should go in cells B2:D14 of the spreadsheet?
A B C D E
1 Problem data A B
2 Expected return
3 Risk rating
4
6 Amount invested
7 Minimum required
8
9 Weighted
11 Average return 1
12 Average risk 1
13
14 Objective:
ANS:
A B C D E
1 Problem data A B
2 Expected return 0.12 0.09
4
7 Minimum required 10000 20000 50000
8
9 Weighted
11 Average return 0.09922 0.114 1 0.12963
12 Average risk 0.36148 0.320 1 0.12963
13
14 Objective: 0.12963
PTS: 1
55. Robert Gardner runs a small, local-only delivery service. His fleet consists of three smaller panel
trucks. He recently accepted a contract to deliver 12 shipping boxes of goods for delivery to 12
different customers. The box weights are: 210, 160, 320, 90, 110, 70, 410, 260, 170, 240, 80 and 180
for boxes 1 through 12, respectively. Since each truck differs each truck has different load capacities as
given below:
Truck Weight Capacity Box Capacity Cost per pound

1 800 pounds 5 $0.34
2 900 pounds 6 $0.42
3 700 pounds 4 $0.25
Robert would like each truck equally loaded, both in terms of number of boxes and in terms of total
weight, while minimizing his shipping costs. Assume a cost of $50 per item for trucks carrying extra
boxes and $0.10 per pound cost for trucks carrying less weight.
Formulate the integer goal programming problem for Robert. (Hint: objective function involves
decision and deviation variables.)
ANS:
Y1 = weight loaded in truck 1; Y2 = weight loaded in truck 2; Y3 = weight loaded in truck 3;
Xi,j = 0 if truck i not loaded with box j; 1 if truck i loaded with box j.
MIN
0.34Y1 + 0.42Y2 + 0.25Y3 + 50*(d1+ + d2+ + d3+) + 0.10*(d4− + d5− + d6−)*100
Subject to:
Y1 = 210X11 + 160X12 + 320X13 + 90X14 + 110X15 + 70X16 + 410X17 + 260X18
+ 170X19 + 240X1,10 + 80X1,11 + 180X1,12
Y2 = 210X21 + 160X22 + 320X23 + 90X24 + 110X25 + 70X26 + 410X27 + 260X28
+ 170X29 + 240X2,10 + 80X2,11 + 180X2,12
Y3 = 210X31 + 160X32 + 320X33 + 90X34 + 110X35 + 70X36 + 410X37 + 260X38
+ 170X39 + 240X3,10 + 80X3,11 + 180X3,12
Y1  800
Y2  900
Y3  700
Y1 + d1− − d1+ = 767
Y2 + d2− − d2+ = 767
Y3 + d3− − d3+ = 767
X11 + X21 + X31 = 1
X12 + X22 + X32 = 1
X13 + X23 + X33 = 1
X14 + X24 + X34 = 1
X15 + X25 + X35 = 1
X16 + X26 + X36 = 1
X17 + X27 + X37 = 1
X18 + X28 + X38 = 1
X19 + X29 + X39 = 1
X1,10 + X2,10 + X3,10 = 1
X1,11 + X2,11 + X3,11 = 1
X1,12 + X2,12 + X3,12 = 1
X11 + X12 + X13 + X14 + X15 + X16 + X17 + X18 + X19
+ X1,10 + X1,11 + X1,12 + d4− − d4+ = 4
X21 + X22 + X23 + X24 + X25 + X26 + X27 + X28 + X29
+ X2,10 + X2,11 + X2,12 + d5− − d5+ = 4
X31 + X32 + X33 + X34 + X35 + X36 + X37 + X38 + X39
+ X3,10 + X3,11 + X3,12 + d6− − d6+ = 4
Xij  0, dk−, dk+  0 for k = 1,2,3,4,5,6
PTS: 1
Exhibit 7.4
Robert Gardner runs a small, local-only delivery service. His fleet consists of three smaller panel
trucks. He recently accepted a contract to deliver 12 shipping boxes of goods for delivery to 12
different customers. The box weights are: 210, 160, 320, 90, 110, 70, 410, 260, 170, 240, 80 and 180
for boxes 1 through 12, respectively. Since each truck differs each truck has different load capacities as
given below:
Truck Weight Capacity Box Capacity Cost per pound

1 800 pounds 5 $0.34
2 900 pounds 6 $0.42
3 700 pounds 4 $0.25
Robert would like each truck equally loaded, both in terms of number of boxes and in terms of total
weight, while minimizing his shipping costs. Assume a cost of $50 per item for trucks carrying extra
boxes and $0.10 per pound cost for trucks carrying less weight.
The following integer goal programming formulation applies to his problem.
Y1 = weight loaded in truck 1; Y2 = weight loaded in truck 2; Y3 = weight loaded in truck 3;

Xi,j = 0 if truck i not loaded with box j; 1 if truck i loaded with box j.
MIN
0.34Y1 + 0.42Y2 + 0.25Y3 + 50*(d1+ + d2+ + d3+) + 0.10*(d4− + d5− + d6−)*100
Subject to:
Y1 = 210X11 + 160X12 + 320X13 + 90X14 + 110X15 + 70X16 + 410X17 + 260X18
+ 170X19 + 240X1,10 + 80X1,11 + 180X1,12
Y2 = 210X21 + 160X22 + 320X23 + 90X24 + 110X25 + 70X26 + 410X27 + 260X28
+ 170X29 + 240X2,10 + 80X2,11 + 180X2,12
Y3 = 210X31 + 160X32 + 320X33 + 90X34 + 110X35 + 70X36 + 410X37 + 260X38
+ 170X39 + 240X3,10 + 80X3,11 + 180X3,12
Y1  800
Y2  900
Y3  700
Y1 + d1− − d1+ = 767
Y2 + d2− − d2+ = 767
Y3 + d3− − d3+ = 767
X11 + X21 + X31 = 1
X12 + X22 + X32 = 1
X13 + X23 + X33 = 1
X14 + X24 + X34 = 1
X15 + X25 + X35 = 1
X16 + X26 + X36 = 1
X17 + X27 + X37 = 1
X18 + X28 + X38 = 1
X19 + X29 + X39 = 1
X1,10 + X2,10 + X3,10 = 1
X1,11 + X2,11 + X3,11 = 1
X1,12 + X2,12 + X3,12 = 1
X11 + X12 + X13 + X14 + X15 + X16 + X17 + X18 + X19 + X1,10 + X1,11 + X1,12 + d4− − d4+ = 4
X21 + X22 + X23 + X24 + X25 + X26 + X27 + X28 + X29 + X2,10 + X2,11 + X2,12 + d5− − d5+ = 4
X31 + X32 + X33 + X34 + X35 + X36 + X37 + X38 + X39 + X3,10 + X3,11 + X3,12 + d6− − d6+ = 4
Xij  0, dk−, dk+  0 for k = 1,2,3,4,5,6
Given the following spreadsheet solution of this integer goal programming formulation, answer the
following questions.
A B C D E F G
1 Cost $0.34 $0.42 $0.25
2 Capacity 8.0 9.0 7.0
3 1 2 3 Weight Assigned Required
4 1 0 1 0 2.1 1 1
5 2 1 0 0 1.6 1 1
6 3 1 0 0 3.2 1 1
7 4 0 0 1 0.9 1 1
8 5 0 1 0 1.1 1 1
9 6 0 1 0 0.7 1 1
10 7 0 1 0 4.1 1 1
11 8 0 0 1 2.6 1 1
12 9 0 0 1 1.7 1 1
13 10 1 0 0 2.4 1 1
14 11 1 0 0 0.8 1 1
15 12 0 0 1 1.8 1 1
16 Total Items 4 4 4
17 Under 0 0 0 Item Cost $50
18 Over 0 0 0 Wt. Cost $0.25
19 Actual 4 4 4
20 Target Items 4 4 4
21 Total Wt 8 8 7
22 Under 0.00 0.00 0.67
23 Over 0.33 0.33 0.00
24 Actual Wt 7.67 7.67 7.67
25 Target Wt 7.67 7.67 7.67
26 Cost $7.8967
56. Refer to Exhibit 7.4. Given the solution indicated in the spreadsheet, which trucks, if any, are under an
equal weight amount, and which trucks are over an equal weight amount?
ANS:
Trucks 1 and 2 are over the target weight by 33 pounds. Truck 3 is under the target weight by 67
pounds.
PTS: 1
57. Refer to Exhibit 7.4. The solution indicates Truck 3 is under the target weight by 67 pounds. What if
anything can be done to this model to provide a solution in which Truck 3 is closer to the target
weight?
ANS:
Nothing. Truck 3 is at its capacity of 700 pounds.
PTS: 1
58. Refer to Exhibit 7.4. The spreadsheet model has scaled all the weights from pounds into 100s pounds.
How does this scaling effect the solution obtained using the Risk Solver Platform (RSP)?
ANS:
The solution obtained is the same regardless of scaling. In terms of pounds, the total cost would be
multiplied by 100, to obtain $78,967.
PTS: 1
59. Refer to Exhibit 7.4. What formulas should go in cell E26 of the spreadsheet?
ANS:
=SUMPRODUCT(B21:D21, B1:D1) + F17*SUM(B18:D18) + F18*SUM(B22:D22)
PTS: 1
60. Refer to Exhibit 7.4. Based on the integer goal programming formulation, the associated solution, and
spreadsheet model, what formulas should go in cells B19:E19 and B24:E24 of the spreadsheet?
ANS:
B19 =B16 + B17 − B18 C19:E19
B24 =B21 + B22 − B23 C24:E24
PTS: 1
PROJECT
61. Project 7.1 − Selecting Day Care Facilities for Twin Rivers
You have been hired by the city of Twin Rivers to conduct analyses in support of their "Care for our
Children" program.
The city council of Twin Rivers recently passed a resolution to fund much needed child care facilities
for the city. A total of $850,000 has been made available to buy or lease child care sites throughout the
city. An initial survey of the requirements for city-supported facilities has already been conducted and
that data will form the basis of the siting and facility selection analysis process. That initial survey
indicated the need for facilities providing four categories of child care: infant care, pre-school care,
after school care, and drop-in care. The survey indicated the following minimum requirements for each
category of child care. Naturally, a goal of this program is not only to try and cover these minimum
requirements, but also to try and maximize the total number of child care slots created.
Category Requirements*
Infant care 200
Pre-school care 250
After-school care 325
Drop-in care 150
*all requirements are in terms of available slots
Various sites have been identified and these sites are either for lease or for sale. The leased sites
require no additional modification at city expense. All modification expenses are borne by the owner.
The sites for sale will require some level of renovation and these renovation costs have been rolled into
the purchase cost for the site. Additionally, some types of maintenance on leased sites will be borne by
the owner reducing the expected maintenance costs the city must cover. The sites and the pertinent
information about those sites is summarized in the table below. Note that all costs are in $1000s. Each
site was also assessed regarding the relative "safety" of the site. Safety issues included such things as
parking, condition of the grounds, and condition of the structure. A safety index was used with each
site rated as 1 for acceptably safe, 2 for marginally safe, and 3 for marginally safe given some
modifications. Any sites surveyed found unacceptable in the safety department were dropped from
further consideration.
Child Slots Supported

Safety
Infant Pre-school After Drop-in Type of Cost of Maint. Index of
Facility Care Care school care Care Facility Facility Cost Facility
1 50 -- 75 50 RENT $145.00 $11.98 1
2 40 -- 75 60 RENT $146.00 $12.03 2
3 -- 70 75 30 RENT $139.50 $11.71 2
4 75 40 -- 30 RENT $136.50 $11.56 1
5 50 -- -- 75 BUY $125.00 $26.98 1
6 -- 90 -- 75 BUY $156.50 $60.56 3
7 25 -- 80 40 BUY $115.50 $42.51 2
8 -- 85 100 -- RENT $137.25 $11.59 2
9 85 50 75 -- BUY $169.00 $61.18 3
10 100 75 75 -- BUY $203.75 $30.92 1
11 60 -- -- 75 RENT $134.00 $11.43 3
12 40 40 40 40 RENT $139.00 $11.68 2
13 -- 85 -- 65 BUY $142.25 $43.84 2
14 75 85 75 -- BUY $189.75 $30.22 1
15 65 -- 75 30 BUY $138.50 $43.66 2
These new facilities will require staffing. The city council would like insight into the number of new
staff required and the subsequent annual personnel budget to accommodate these new positions.
Medical, administration, and of course providers are required for the facilities. The desired level of
staffing is based on a projected child-to-staff ratio. For planning purposes, a Created Slot-to-Staff ratio
can be employed.
Ratios Refer to Child-to-Staff Ratio

Type of Annual Cost Overall Infant Pre-School After-School Drop-In
Personnel of Position Ratio Ratio Ratio Ratio Ratio
Medical $16,000 40:1
Administration $25,000 80:1
Providers $13,000 3:1 6:1 15:1 7:1
Maintainers** $21,000
** One maintainer per facility.
Although the city council has agreed to fund this project for approximately $850,000, reasonable
targets for maintenance and personnel costs, and safety index levels must be established. The city
council members would not only like recommendations on site selection that account for all the goals
established for this project, they would like a summary breakout of the personnel requirements and
costs associated with the recommended options.
Requirements:
a. Formulate the MOLP appropriate for this problem.

b. Implement and solve the MOLP using the Risk Solver Platform (RSP).
c. Formulate the GP appropriate for this problem.
d. Implement and solve the GP using the Risk Solver Platform (RSP).
e. Report your initial recommendation and a summary of the requirements for that
recommendation.
f. Consider other issues that might arise in the current situation, adjust your model and
report the results accordingly.
ANS:
a. Formulate the MOLP appropriate for this problem.
Define: Xi = 1 if site selected, 0 otherwise, for i = 1,...,15

Yj = Number of slots of type j created, for j = 1,2,3,4
Determine minimum safety index

Minimize
X1 + 2X2 + 2X3 + X4 + X5 + 3X6 + 2X7 + 2X8 + 3X9 + X10 + 3X11 + 2X12 + 2X13
+ X14 + 2X15
Determine minimum maintenance costs

Minimize
11.98X1 + 12.03X2 + 11.71X3 + 11.56X4 + 26.98X5 + 60.56X6 + 42.51X7 + 11.59X8
+ 61.18X9 + 30.92X10 + 11.43X11 + 11.68X12 + 43.84X13 + 30.22X14 + 43.66X15
Determine the maximum number of slots created

Maximize Y1 + Y2 + Y3 + Y4
Subject to:
Infant child care slots required:
50X1 + 40X2 + 75X4 + 50X5 + 25X7 + 85X9 + 100X10 + 60X11 + 40X12 + 75X14
+ 65X15  200
Y1 − (50X1 + 40X2 + 75X4 + 50X5 + 25X7 + 85X9 + 100X10 + 60X11 + 40X12
+ 75X14 + 65X15) = 0
Pre-School child care slots required:

70X3 + 40X4 + 90X6 + 85X8 + 50X9 + 75X10 + 40X12 + 85X13 + 85X4  250
Y2 − (70X3 + 40X4 + 90X6 + 85X8 + 50X9 + 75X10 + 40X12 + 85X13 + 85X4) = 0
After-school child care slots required:

70X3 + 75X2 + 75X3 + 80X7 + 100X8 + 75X9 + 75X10 + 40X12 + 75X14
+ 75X15  325
Y3 − (70X3 + 75X2 + 75X3 + 80X7 + 100X8 + 75X9 + 75X10 + 40X12 + 75X14
+ 75X15) = 0
Drop-in child care slots required:

50X1 + 60X2 + 30X3 + 30X4 + 75X5 + 75X6 + 40X7 + 75X11 + 40X12 + 65X13
+ 30X15  150
Y4 − (50X1 + 60X2 + 30X3 + 30X4 + 75X5 + 75X6 + 40X7 + 75X11 + 40X12 + 65X13
+ 30X15) = 0
Budget constraint:
145X1 + 146X2 + 139.5X3 + 136.5X4 + 125X5 + 156.5X6 + 115.5X7 + 137.25X8
+ 169X9 + 203.75X10 + 134X11 + 139X12 + 142.25X13 + 189.75X14
+ 138.5X5  850
Xi binary
b. Implement and solve the MOLP using the Risk Solver Platform.
Minimum safety level is 9.

Minimum maintenance cost is 134.56.
Maximum child care slots created is 1025.
Minimum cost to meet minimum child care slot requirements is $781,000.
c. Formulate the GP appropriate for this problem.
Define:
Xi = 1 if site selected, 0 otherwise, for i = 1,...,15
Yj = Number of slots of type j created, for j = 1,2,3,4
Zk = Number of personnel slots created for k = 1,..., 6
Minimize:
Subject to:
Infant child care slots goal:
50X1 + 40X2 + 75X4 + 50X5 + 25X7 + 85X9 + 100X10 + 60X11 + 40X12 + 75X14
+ 65X15 + d1− − d1+ = 200
Pre-School child care slots goal:

70X3 + 40X4 + 90X6 + 85X8 + 50X9 + 75X10 + 40X12 + 85X13 + 85X4
+ d2− − d2+ = 250
After-school child care slots goal:
70X3 + 75X2 + 75X3 + 80X7 + 100X8 + 75X9 + 75X10 + 40X12 + 75X14 + 75X15
+ d3− − d3+ = 325
Drop-in child care slots goal:

50X1 + 60X2 + 30X3 + 30X4 + 75X5 + 75X6 + 40X7 + 75X11 + 40X12 + 65X13
+ 30X15 + d4− − d4+ = 150
Budget goal:
145X1 + 146X2 + 139.5X3 + 136.5X4 + 125X5 + 156.5X6 + 115.5X7 + 137.25X8
+ 169X9 + 203.75X10 + 134X11 + 139X12 + 142.25X13 + 189.75X14
+ 138.5X5 + d5− − d5+ = 850
Compute total child-care slots created for each category.

Y1 − (50X1 + 40X2 + 75X4 + 50X5 + 25X7 + 85X9 + 100X10 + 60X11 + 40X12
+ 75X14 + 65X15) = 0
Y2 − (70X3 + 40X4 + 90X6 + 85X8 + 50X9 + 75X10 + 40X12 + 85X13 + 85X4) = 0
Y3 − (70X3 + 75X2 + 75X3 + 80X7 + 100X8 + 75X9 + 75X10 + 40X12 + 75X14
+ 75X15) = 0
Y4 − (50X1 + 60X2 + 30X3 + 30X4 + 75X5 + 75X6 + 40X7 + 75X11 + 40X12
+ 65X13 + 30X15) = 0
Safety index goal

X1 + 2X2 + 2X3 + X4 + X5 + 3X6 + 2X7 + 2X8 + 3X9 + X10 + 3X11 + 2X12
+ 2X13 + X14 + 2X15 + d 6 − − d 6 + = 9
Maintenance cost goal

11.98X1 + 12.03X2 + 11.71X3 + 11.56X4 + 26.98X5 + 60.56X6 + 42.51X7
+ 11.59X8 + 61.18X9 + 30.92X10 + 11.43X11 + 11.68X12 + 43.84X13
+ 30.22X14 + 43.66X15 + d7− − d7+ = 134.56
Number of slots created goal

Y1 + Y2 + Y3 + Y4 + d8− − d8+ = 1025
Child-care slots to new medical slots ratio goal:

40Z1 − (Y1 + Y2 + Y3 + Y4) + d9− − d9+ = 0
Child-care slots to new administration slots ratio goal:

80Z1 − (Y1 + Y2 + Y3 + Y4) + d10− − d10+ = 0
Infant child-care slots to new infant child-care provider ratio goal:

3Z3 − Y1 + d11− − d11+ = 0
Pre-school child-care slots to new pre-school child-care provider ratio goal:

6Z4 − Y2 + d12− − d12+ = 0
After-school child-care slots to new after-school child-care provider ratio goal:

15Z5 − Y3 + d13− − d13+ = 0
Drop-in child-care slots to new drop-in child-care provider ratio goal:

7Z6 − Y4 + d14− − d14+ = 0
Xi binary, Yj non-negative integer, Zk non-negative integer
d. Implement and solve the GP using the Risk Solver Platform (RSP).
e. Report your initial recommendation and a summary of the requirements for that
recommendation.
The recommended site selections are sites: 1, 3, 5, 7, 8, and 14. The resulting data is:
Summary of Information for City Council
Program Cost Totals: ($1000s) Personnel Requirements:

Leasing Costs $ 421.75 Medical 26
Purchase Costs $ 430.25 Admin 13
Maintenance Costs $ 134.56 Infant 67
Personnel Costs $2,973.00 Pre-School 40
Medical $ 416.00 After School 27
Admin $ 325.00 Drop In 28
Providers $2,106.00 Maintainers 6
Maintainers $ 126.00 Total Slots Created 1040
PTS: 1
62. Project 7.2 − Maxwell Junior College Staffing
The Dean of Maxwell College has a problem. Recent growth in the college's enrollment has been
disproportional among her five primary departments. As a result, she is concerned about the mix of
faculty and staff within each of the departments. Her concerns have been echoed in some recent staff
meetings involving her department heads. This concern prompted a call to the consulting company you
work for which in turn led to your assignment to investigate the Dean's problem.
Since the Dean feels the faculty mix and staff allocation is out-of-kilter across the departments, she
would like an independent staffing analysis completed. She further wants this analysis completed "in
the blind" with respect to her current staffing. Part of her rationale for this blind study concept is to
avoid a rampant rumor mill suggesting a consulting was going to be cutting faculty and staff.
Since Maxwell is primarily a teaching college, the teaching load among all the faculty is quite high.
Naturally, the more senior in academic rank to receive some perks. The faculty teach courses both for
students enrolled in their department's programs and to students enrolled in programs within other
departments. These courses are referred to as In-Department and Out-Department courses,
respectively. The number of In-Department and Out-Department courses per faculty member varies by
academic rank and by the department. Within a department, the numbers are consistent among
comparable faculty members.
The following data was provided by the Dean.
Professor Ranks
Department Full Associate Assistant Instructor
Mathematics Salary $85,000 $68,000 $54,000 $42,000
In-Dept. load 3 3 2 2
Out-Dept. load 0 1 2 2
Computer Sci. Salary $87,000 $75,000 $58,000 $35,000
Management Salary $91,000 $77,000 $58,000 $37,000
Systems Eng. Salary $87,000 $75,000 $63,000 $35,000
Humanities Salary $80,000 $70,000 $57,000 $37,000
For the purposes of the study, the Dean suggested using an average of 3 classes per semester per
student for In-Department course requirements and 2 classes per semester per student for
Out-Department course requirements. The average class size is 20 students per class. For the purposes
of the student, you may assume every department offers an equal share of the Out-Department course
requirements across all five departments. Naturally, the Dean wants to ensure the staffing study
suggests a faculty sufficient to handle to the expected number of courses offered.
Through discussions with the Dean, various study goals became apparent and are listed below:
• Maintain department-specific established student-faculty ratios (or improve on them);

• Maintain at least the minimum level of full professors on staff (determined by
department);
• Provide each department a staff member for every 15 faculty members authorized, and at
least one in every department;
• Ensure there are adequate faculty to offer the number of courses that department must
offer;
• Ensure the faculty mix is appropriate for the courses that must be offered;
• Keep the number of instructors in each department greater than the total number of
associate and assistant professors in the department;
• Do not exceed a total faculty size of 150 faculty (includes all types) across the five
departments;
• Minimize the total faculty salary across the five departments; and
• Maximize the overall quality of the faculty across the five departments.
Additional data provided by the Dean pertinent to these goals is provided in the following table:
Desired Student/ Number of

Department Number Enrolled Faculty Ratio Full Professors
Mathematics 100 15:1 1
Computer Science 250 20:1 2
Management 400 22:1 2
Systems Engineering 125 17:1 2
Humanities 375 25:1 3
Full Professor Quality 10

Associate Professor Quality 7
Assistant Professor Quality 5
Instructor Quality 2
You have quickly realized that this is a multi-objective linear programming problem to find a solution
that will minimize faculty salary costs and to find a solution to maximize the quality of a faculty mix.
Since these are competing objectives, once determined, you will need to roll these values into a goal
programming model to then interact with the Dean and arrive at a suitable faculty mix solution.
a. Formulate a MOLP for this problem.

b. Implement the MOLP in Excel and use the Risk Solver Platform (RSP) to find solutions.
Report the suggested faculty and staff mix to obtain a minimum cost faculty, a maximum
quality faculty, and the minimum size faculty required.
c. Formulate the GP for this problem.
d. Implement the GP in Excel and solve the model using the Risk Solver Platform (RSP).
Report back the suggested faculty and staff mix.
e. Examine the solution obtained in Part d. If any of the goals seem to far out of line, adjust
your goal programming weights, resolve and re-examine the suggested solution.
ANS:
a. Formulate a MOLP for this problem.
Define the following decision and definitional variables:

Xij is the number of faculty type j in department i
Yi is the total faculty in department i
Zi is the total number of staff allocated to department i
Minimize the total faculty costs:

Minimize
85X11 + 68X12 + 54X13 + 42X14 + 87X21 + 75X22 + 58X23 + 35X24 + 91X31
+ 77X32 + 58X33 + 37X34 + 87X41 + 75X42 + 63X43 + 35X44 + 80X51
+ 70X52 + 57X53 + 37X54
Maximize the total faculty quality points:

Maximize
10X11 + 7X12 + 5X13 + 2X14 + 10X21 + 7X22 + 5X23 + 2X24 + 10X31 + 7X32 + 5X33
+ 2X34 + 10X41 + 7X42 + 5X43 + 2X44 + 10X51 + 7X52 + 5X53 + 2X54
Subject to:
Equal instructor to (associate + assistant) professor numbers:
X12 + X13 − X14  0
X22 + X23 − X24  0
X32 + X33 − X34  0
X42 + X43 − X44  0
X52 + X53 − X54  0
Compute the total faculty in each of the departments

Y1 − (X11 + X12 + X13 + X14) = 0
Y2 − (X21 + X22 + X23 + X24) = 0
Y3 − (X31 + X32 + X33 + X34) = 0
Y4 − (X41 + X42 + X43 + X44) = 0
Y5 − (X51 + X52 + X53 + X54) = 0
Goal to maximize full professors in departments

X11  1
X21  2
X31  2
X41  2
X51  3
Implement student-to-faculty ratio goals:

100 − 15Y1  0
250 − 20Y2  0
400 − 22Y3  0
125 − 17Y4  0
375 − 25Y5  0
Teaching load − In department courses (3 course per student)

15 − (3X11 + 3X12 + 2X13 + 2X14)  0
38 − (3X21 + 3X22 + 2X23 + 2X24)  0
60 − (3X31 + 3X32 + 2X33 + 2X34)  0
19 − (3X41 + 3X42 + 2X43 + 2X44)  0
56 − (3X51 + 3X52 + 2X53 + 2X54)  0
Teaching load − Outside department courses (250 courses per department)

13 − (X12 + 2X13 + 2X14)  0
13 − (X22 + X23 + 2X24)  0
13 − (2X34 + 2X34)  0
13 − (2X43 + 2X44)  0
13 − (1X52 + 2X53 + 2X54)  0
Add new staff members for each 15 new faculty members added
15Z1 − Y1  0
15Z2 − Y2  0
15Z3 − Y3  0
15Z4 − Y4  0
15Z5 − Y5  0
Xij non-negative and integer, i department, j faculty type

Yi non-negative and integer of i department type
Zi  1, integer for i department type
b. Implement the MOLP in Excel and use Solver to find solutions.
Department
Faculty Type 1 2 3 4 5
Minimize Faculty Cost Full Professor 1 2 2 2 3
$3,837,000 Associate Professor 0 0 0 0 1
265 Assistant Professor 0 0 0 0 0
90 Faculty Members Instructor 7 16 27 7 22
Staff Member 1 2 2 1 2
Maximize Faculty Quality Full Professor 10 7 47 15 34
As an additional consideration, the Dean might be interested in the minimum number of

faculty required to meet the objectives. That solution is the following:
Department
Minimize Faculty Cost Full Professor 1 2 7 2 9
c. Formulate the GP for this problem
Minimize
Subject to:
Equal instructor to (associate + assistant) professor numbers:
X12 + X13 − X14 + d1− − d1+ = 0
X22 + X23 − X24 + d2− − d2+ = 0
X32 + X33 − X34 + d3− − d3+ = 0
X42 + X43 − X44 + d4− − d4+ = 0
X52 + X53 − X54 + d5− − d5+ = 0
Compute the total faculty in each of the departments

Y1 − (X11 + X12 + X13 + X14) = 0
Y2 − (X21 + X22 + X23 + X24) = 0
Y3 − (X31 + X32 + X33 + X34) = 0
Y4 − (X41 + X42 + X43 + X44) = 0
Y5 − (X51 + X52 + X53 + X54) = 0
Goal to maximize full professors in departments

X11 − d6+ = 1
X21 − d7+ = 2
X31 − d8+ = 2
X41 − d9+ = 2
X51 − d10+ = 3
Implement student-to-faculty ratio goals:

100 − 15Y1 + d11− − d11+ = 0
250 − 20Y2 + d12− − d12+ = 0
400 − 22Y3 + d13− − d13+ = 0
125 − 17Y4 + d14− − d14+ = 0
375 − 25Y5 + d15− − d15+ = 0
Teaching load − In department courses (3 course per student)

15 − (3X11 + 3X12 + 2X13 + 2X14) + d16− − d16+ = 0
38 − (3X21 + 3X22 + 2X23 + 2X24) + d17− − d17+ = 0
60 − (3X31 + 3X32 + 2X33 + 2X34) + d18− − d18+ = 0
19 − (3X41 + 3X42 + 2X43 + 2X44) + d19− − d19+ = 0
56 − (3X51 + 3X52 + 2X53 + 2X54) + d20− − d20+ = 0
Teaching load − Outside department courses (250 courses per department)

13 − (X12 + 2X13 + 2X14) + d21− − d21+ = 0
13 − (X22 + 2X23 + 2X24) + d22− − d22+ = 0
13 − (2X33 + 2X34) + d23− − d23+ = 0
13 − (2X43 + 2X44) + d24− − d24+ = 0
13 − (X52 + 2X53 + 2X54) + d25− − d25+ = 0
Add new staff members for each 15 new faculty members added
15Z1 − Y1 = 0
15Z2 − Y2 = 0
15Z3 − Y3 = 0
15Z4 − Y4 = 0
15Z5 − Y5 = 0
Goal constraint for faculty salary goal:

85X11 + 68X12 + 54X13 + 42X14 + 87X21 + 75X22 + 58X23 + 35X24 + 91X31
+ 77X32 + 58X33 + 37X34 + 87X41 + 75X42 + 63X43 + 35X44 + 80X51
+ 70X52 + 57X53 + 37X54 + d26− − d26+ = 3837
Goal constraint for faculty quality goal:

10X11 + 7X12 + 5X13 + 2X14 + 10X21 + 7X22 + 5X23 + 2X24 + 10X31 + 7X32
+ 5X33 + 2X34 + 10X41 + 7X42 + 5X43 + 2X44 + 10X51 + 7X52 + 5X53
+ 2X54 + d27− − d27+ = 1258
d. Implement the GP in Excel and solve the model using Solver. What is the
recommended staffing for Maxwell College? The initial results are summarized in
the following table.
Department
Full Professor 2 6 9 2 15
Associate Professor 0 1 0 0 0
Assistant Professor 3 0 3 0 0
Instructor 2 5 3 5 0
e. Examine the solution obtained in Part d. If any of the goals seem to far out of line,
adjust your goal programming weights, resolve and re-examine the suggested
solution.
These answers will vary depending upon the initial weights employed by the student.
Department
Full Professor 1 2 2 2 3
Associate Professor 1 2 2 1 15
Assistant Professor 1 1 1 1 1
Instructor 5 12 23 5 0
This faculty mix is more reasonable. Full professor requirements are met, both associates
and assistants are employed, all course requirements are met and the cost for this option is
$4,298,000, with a quality score of 362 employing a total 81 faculty members.
PTS: 1
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PART TWO
CHAPTER I
IT is seldom that the imagination is disappointed in the “ancestral
piles” of England. The United Statesian, particularly, surrounded
from birth by all that is commonplace and atrocious in architecture, is
affected by the grey imposing Fact, brooding heavily under the
weight of its centuries, with a curious commixion of delight, surprise,
and familiarity. All the rhapsodies of the poets, all the minute
descriptions of the old romanticists, train the imagination, bend it into
a certain relationship with the historic decorations of another
hemisphere, yet stop short of conveying an impression of positive
reality. The product of a new world, a new civilisation, as he stands
before the carved ruins of an abbey’s cloisters, or the grey ivy-grown
towers and massive scarce-punctured walls of an ancient castle,
feels a slight shock of surprise that it is really there. But the surprise
quickly passes; in a brief time, with the fatal adaptability of the
American, it is an old story, a habit. He examines it with curiosity,
intelligent or vulgar, according to his rank, but novelty has fled.
Maundrell Abbey stands in the very middle of an estate six miles
square. The land undulates gently from the gates to the house,
woods on one side of the drive, a moor on the other. At the opposite
end of the estate are several farms, a fell of great height, and several
strips of woods, in the English fashion. Not far from the Abbey, on a
steep low hill set with many trees, are a chapel and a churchyard.
As Cecil and Lee drove toward their home at the close of an August
day the bride forgot the bridegroom in her eagerness to knit fact to
fancy. The moor was turning purple, the woods close by were full of
sunlight, a wonderful shimmer of gold and green; with no hint that
they too, before the greed of man fell heavily upon them, may have
been as dark and solemn as the forests of California. Now and again
she had a glimpse of a grey pile and a flash of water.
They reached the top of a hillock of some altitude, and Cecil ordered
the coachman to pause. Lee rose in her seat and looked down on
the Abbey. It was quite different from the structure in her brain, but
no less satisfying. All that was in ruin was a long row of Gothic
arches, so fragile that the yellow sunlight pouring through seemed a
crucible in which they must melt. The rest of the building was an
immense irregular mass at the back, but continued from the cloisters
in a straight severe line, which terminated in a tower. Weeds and
grass sprang from the arches, ivy covered the tower; before the
Abbey was a lake, on which swans were sailing; peacocks strutted
on the lawns. The fell behind was turning red; in a field far away
were many cows; over all hung the low powdered sky, brooded the
peace and repose, which, were one shot straight from the blue, one
would recognise as English.
“It is the carving that makes the cloisters look so fragile,” said Cecil.
“They will stand a long while yet. The crypt, which is now the
entrance hall, and a stone roof which once covered a part of the
church and is now over the drawing-room, are all that is left of the
original Abbey, except two stone staircases. The tower is Norman,
and as there is a tradition that a Maundrell owned these lands before
the Church, when the latter was despoiled, and Henry VIII. gave the
estate to another Maundrell, it took the family name. Oliver Cromwell
left precious little of the Abbey, but it was rebuilt in the reign of
Charles II., and there is nothing later than the succeeding reign. That
chapel on the hill dates from Henry VIII. only. We have service there
on Sundays. Our vault is underneath. Only the old abbots and
monks are buried in the graveyard. Well? Are you satisfied?”
Lee nodded and smiled. She was so well satisfied that she hoped to
lose herself in the pleasurable sensation of a dream realised, and
forget certain disappointments and tremors. She had indulged in the
dream of an enthusiastic welcome by the tenantry, triumphal arches,
and other demonstrations of which she had read; for Cecil was the
heir of this splendid domain, and he was bringing home his bride.
But they had driven from the station as unobtrusively as two guests
invited for a week’s shooting. Tiny had said to her the day before her
departure for England:
“Make up your mind not to expect anything over there, and you will
save yourself a great deal of disappointment. When you feel a chill
settling over you, shake it off with the reflection that English ways are
not our ways. They are the most casual people in the world, and
their hospitality, although genuine, is so different from ours, that it
seems at first no hospitality at all.”
Lee deliberately forced these words into her mind as Cecil lifted her
from the carriage and she passed between two rigid footmen into the
crypt of the Abbey. The vast dim columned greyness of the crypt was
beautiful and impressive, and surely it was haunted in the midnight
by indignant friars, but, save for the approaching butler, it was empty.
“Aren’t your father and stepmother at home?” asked Lee, as Cecil
joined her.
“Father’s probably on the moors, and Emmy always lies down in the
afternoon,” said Cecil indifferently. “We’ll go straight up to my old
rooms. I hope you’ll like them, but of course if you don’t, you can
take your choice of the others.”
They followed the butler up an immense stone staircase, then down
five long corridors, whose innumerable windows framed so many
different views of the grounds that Lee felt sure nothing less than a
reel of silk would guide her back and forth. The corridors were lined
with pictures and cabinets and curiosities of many centuries, but Lee
barely glanced at them, so absorbed was she in wondering if the
Abbey were a mile square. Cecil’s rooms were in the tower, and the
tower was at the extreme right of the building’s front, but those
corridors appeared to traverse the entire back and every wing. At
length they passed under a low stone arch, ascended a spiral stone
staircase, entered a small stone room fitted up with a desk, a sofa,
and two chairs, and Cecil said:
“Here we are.”
“Well, I shall be glad to rest. Isn’t there a short cut to the grounds? If
there isn’t, I’ll have to take all my exercise indoors.”
“There’s a door at the foot of the tower. And you’ll be a famous
walker this time next year. You Californians are so lazy.”
He opened the door of the bedroom, a large old-fashioned severely-
furnished room with a dressing-room beyond. Lee, who was
luxurious by nature and habit, did not like it, but consoled herself with
the charming landscape beyond the window.
“Do you think you’ll like it up here?” asked Cecil anxiously. “I’d never
feel at home anywhere else. I insisted upon these rooms when I was
a boy, because Charles II. hid in them once for a week; but another
reason why I like them now is because they are out of earshot of all
the row—Emmy’s house-parties are rather noisy.”
“Oh, I am sure I shall love it, and I like the idea of being quite alone
with you; but do let me fix them up a little; I should feel like a nun.”
“Do anything you like. And if that room is hopeless, there are any
number of boudoirs to choose from. This is the only part of the
Abbey that isn’t full of windows. And your maid will sleep quite close.
We’ll have a bell put in.” He took out his watch. “It’s just five. I’ll send
you tea at once, and then go and look up father. You’d better lie
down until it’s time to dress for dinner.”
“Well, for Heaven’s sake, come back for me, or I’ll not move.”
Cecil pinched her cheek, kissed her, and departed. Her own maid
had refused to cross the ocean, and Cecil had written to the
housekeeper requesting that a new one might await them. The girl
arrived with the tea-tray, asked Lee for her keys, and without
awaiting orders, began at once to unpack the trunks that had arrived
with the travellers. She accomplished her task so swiftly and so
deftly, that Lee, with a long train of inefficient maids in mind, reflected
gratefully that she would doubtless be spared any personal effort for
the thousand and one details which went to make up the physical
comfort she loved.
The maid laid a wrapper over the back of a chair, dragged the trunks
into the antechamber, returned, and courtesied.
“Will your ladyship take off your frock and rest awhile?” she asked.
Lee gave a little jump. It was the first time she had been so saluted.
It made her feel a part of that ancient tower, she reflected, with what
humour was in her at the moment,—more at home. The maid
undressed her, and she lay down on the sofa in the sitting-room to
await the return of her lord. The maid, remarking that she should
return at seven to dress her ladyship for dinner, retired.
CHAPTER II
ALTHOUGH Lee was happy, she had a hard fight with an attack of
tearful repining. Surrounded all her life with demonstrative affection,
each homecoming after a brief holiday an event of rejoicing and
elaborate preparation, this chill casual entrance into a huge historic
pile—apparently uninhabited, and as homelike as a prison—flooded
her spirits with an icy rush. Cecil, who had been so close to her,
seemed to have mounted to a niche in the grey staircase, and turned
to stone. The domestic machinery appeared to run with the precision
of an expensive eight-day clock. Were her future associates equally
automatic? She remembered the inexcitable Mr. Maundrell, and
shuddered. Perhaps even “Emmy” by this time was a mere machine,
warranted to have hysterics at certain intervals. Surely a woman who
would not sacrifice her routine to receive a petted stepson after two
years’ absence and a stranger in a strange land—and so important
an addition to the family as her daughter-in-law—must be painfully
systematised.
“However,” thought Lee, curling herself down in the hope of a nap, “I
can hold my own, that is one comfort. Thank Heaven, I have been
brought up all my life to think myself somebody, and that I have
plenty of money; it would be tragic if I were a timid, nervous,
portionless little person.”
She heard a light step, and the agreeable sibilation of linings and
flounces. In a second she had run to the mirror in her bedroom. Her
hair was smooth, and the wrapper of white camel’s hair and blue
velvet sufficiently enhancing. There was colour in her cheeks, and
the only suggestion of fatigue came from a vague shadow beneath
her lashes. She felt that she had nothing to fear from the critical eyes
of the other woman.
“May I come in?” Lady Barnstaple had rapped and opened the door
simultaneously. “How do you do? Are you tired? You look
abominably fresh. And how tall you are! I thought you’d be in a
wrapper, so I didn’t send for you. Lie down again, and I’ll sit here.
These chairs are stuffed with bricks.”
She was a short woman, with a still beautiful figure above the waist;
it was growing massive below. Her colouring was nondescript, but
her features must once have been delicate and piquant; now they
were sharp, and there were fine lines about the eyes, and weak
determined mouth. Her cheeks were charmingly painted, her hair
elaborately coiffed; she wore an airy tea-gown of black chiffon, with
pink bows, in which she looked like a smart fluffy doll. Her carriage,
short as she was, would have been impressive had it not been for
the restlessness of her manner. If she had come to England with a
Chicago accent, she had sent it home long since. Her voice was
abrupt and unpleasing, but its syllabic presentment was wholly
English, and her manner was curiously like an Englishwoman’s
affectation of American animation. Her eyes, for some time after she
entered the room, had the round vacant stare of a newly-arrived
infant. When the exigencies of conversation removed this stare, they
flashed with the nervous irritable domineering character of the
woman. It was some time before they were removed from Lee’s face
for an instant. Lee was tired, but she obeyed the instinct of the
savage who scents a fight, and sat upright.
“You won’t stay in this hole, of course—one might as well live in a
dungeon—there is one at the bottom of the tower, for that matter. In
the only letter that Cecil condescended to write me after his
engagement, he said he wanted his old rooms to be ready for him,
and he hoped I wouldn’t put any guests in them. But of course you
can’t stand them. Fancy not being able to turn round without falling
over a man! You’d be at each other’s throats in a week.”
“Isn’t there another room underneath these that I could fix up as a
sitting-room? I like this tower.”
“Fancy, now! I believe there is a lumber-room, or something; but
what can you do with a tower-room with walls five feet thick, and
such windows? Of course I don’t know your tastes, but I must have
fluffy airy things in bright colours about me, and floods of light—
through pink shades, nowadays,” she added, with a bitter little laugh.
“What a lovely complexion you have! I had one too, once, but it’s
gone!—it’s gone! I don’t know whether I’m pleased or not that you’re
a beauty. Barnstaple assured me that it was impossible you could
be, that Cecil must be mad—the English children are so pretty; but I
thought it unlikely that Cecil would sacrifice his chances of a fortune
for anything less than downright beauty. Of course you’ll be a great
card for me. I can make out a lot of you; but on the other hand it’s
disgusting having anything so fresh forever at one’s elbow. Repose
is not the fashion now, and of course you are a bit of a prude—young
married women who are in love with their husbands are always so
fiercely virtuous!—and of course you haven’t half enough money; but
I can see that you will be a success. We all know that you’re clever,
and they like clever people over here, and your voice isn’t nasal—it’s
really lovely. It’s a thousand pities—a thousand pities that you
couldn’t bring Cecil a fortune!” Her voice gave a sudden querulous
break. “He could have had one—probably a dozen—for the asking,
and I think the Abbey should have been his first consideration. He
won’t inherit a penny from Barnstaple, and Heaven knows what I’ll
have left! He can’t possibly keep it up on what you and he have
together—your house in town will take every penny—and he’ll either
have to break the entail and sell it, or rent the moor, and cut the rest
up into farms, and perhaps let the Abbey itself. I should turn in my
grave, for the Abbey is the one real love of my life—”
Her restless eyes had been moving about the room; they suddenly
met her daughter-in-law’s. Lee had very beautiful eyes, but they
were capable of a blue-hot flame of passion at times. Lady
Barnstaple blinked rapidly; her own seemed scorching under that
blue-fire.
“Oh, of course, it doesn’t signify! Nothing really signifies in this world.
I really didn’t mean to be nasty, but I always flare up when the Abbey
is in question—and then that old superstition!—But bother! I really
want to be nice! Do tell me about your clothes. If you had sent me a
lining I could have ordered everything for you in Paris. I shouldn’t
have minded running over a bit.”
“My things were made in New York, and will probably answer.”
“Oh, of course! New York’s every bit as smart as Paris, only it eats
your head off. Have you many jewels?”
“Very few—compared with the shop-window decorations of New York
and English women.”
“We do overload ourselves,” said Lady Barnstaple amiably. “I’ve
seen women turn actually grey under the weight of their tiaras. Still,
unless you blaze at a great party, you are simply not seen. But of
course the Barnstaple jewels are mine till I die, and I sold all my own
after having them copied; you could wear some of those if you liked,
although, being fresh from the other side, you’d probably scorn
imitations.”
“I certainly should.”
“Oh, you’ll get over all that! We are all shams nowadays.”
“You are certainly frank enough.”
“A mere habit—a fashion. Everybody shouts all he knows just now.
We even talk of things at the table that would quite shock—Chicago,
for instance. And as for your poor little San Francisco—there are the
most amusing points of resemblance between the Americans and
the English middle-class.”
“Then perhaps you would not mind telling me if you would have
taken the trouble to meet us this afternoon if I had brought a million
with me.”
“Dear me, no; not if you had arrived at such an unearthly hour. I
assure you I did not intend to be rude, but I always sleep from half
after four to half after five. I don’t take my tea with the others.”
“And there would have been no demonstration, I suppose.”
“Well—yes, frankly, perhaps there would have been. Barnstaple did
say something about it, but I told him I couldn’t think of affording it,
and I couldn’t. Don’t be bitter about it; but we need money—money
—money so horribly.”
“I am not bitter in the least. I merely asked out of curiosity.”
“Oh, my dear, when one is young and beautiful one would be a fool
to be bitter about anything. You probably think me a devil, but if you
knew what my life has been! To-day I’m in one of my moods. I’m
sorry it happened so, and I hate myself for being nasty, but I can’t
help it. I haven’t any particular reason for being; they just come down
on me, and I want to scratch everybody’s eyes out. I may be as
cheerful as a lark, and as amiable as a kitten for a week. You have
no idea what a popular little person I am!”
Lee’s anger had passed, giving way to a commingling of curiosity,
disgust and pity. Was this a sample of engrafted America? She
asked if there were any other English-Americans staying at the
Abbey.
Lady Barnstaple scowled, and the scowl routed what little youth she
had left. “I’m not on speaking terms with a single American but
yourself and Lady Arrowmount, and I barely know her. I adore the
English, but the jealousy and rivalry of other Americans! But I’m sent
in ahead of the ones I hate most! I am!—I am! It’s been war to the
knife between three of us for years now, and I’ve got to go under,
because I haven’t the money to smash ’em. That is one reason why
I’m a bit off my head about Cecil not having married a million. With a
rich and beautiful— But here comes your maid. I must go to mine. I’ll
swear you shall think me an angel to-morrow.”
CHAPTER III
LEE found no time to think that night. As soon as her maid had left
her, Cecil entered from his dressing-room and said that his father
would like to see her for a moment before they joined the guests in
the library.
“I saw Emmy for a few minutes, and she said she had been to see
you—and many complimentary things.”
“How kind of her!”
“Didn’t you like her? Most people do.”
“It’s not polite to criticise your relations, but I may be excused, as she
is my countrywoman first. I have been carefully brought up, and I
never before met that sort of American. Of course the Middle West is
very new, and it is hardly fair to criticise it, but I should think twenty
years or so of England would have done something more than
remove her accent.”
Cecil smiled. “American women are so popular in England that I
fancy they grow more and more American as the years go by. I don’t
know much about it.”
“It is rather odd having to stand just behind a stepmother whom I
shouldn’t think of knowing at home.”
“Of course there are no distinctions in regard to Americans over
here; it is all personality and money. Emmy hasn’t much of the first in
a large sense, but she knows how to make herself popular. People
find her likeable and amusing—even the women, because, of
course, she is so different from themselves; and she is really the
best-hearted little creature in the world. I see you don’t like her, but
wait a little; perhaps she was nervous to-day.”
“I am not going to be so commonplace as to quarrel with my mother-
in-law, but I certainly shall not like her. As you would say, she is not
my own sort.”
“Neither am I,” said Cecil laughing, “but you like me.”
“We represent the fusion of the two greatest nations on earth. Why
do not you tell me that I am looking particularly well?”
They were traversing one of the long corridors. Cecil glanced
uneasily about, then put his arm round her and kissed her.
“I am doing my best to live up to the American standard, and tell you
once a day how much I love you, and how beautiful you are. When
do you think you will take it for granted?”
“Never! never! Are you proud of me to-night?”
“You never looked lovelier—except when we were married. You
nearly knocked me over then.”
“What a pity I can’t wear a wedding-veil on all state occasions.”
“I have a suspicion that as you are a bride you should wear white for
a time.”
“All my day summer frocks are white, and I simply won’t wear it at
night. I shall take full advantage of the fact that I am an American.”
She wore a wonderful gown of flame-coloured gauze, more golden
than red, and so full of shimmer and sheen, that she had reflected,
with some malice, it would outblaze all of Lady Barnstaple’s jewels,
and had concluded to wear none.
“To-morrow and the next day I am going out with the other men, and
you are coming to luncheon with us on the moor—at least Emmy
and the others generally come when the weather is fine; but on
Sunday I’ll show you over the Abbey. I’d like to do it myself, but I’m
afraid we can’t get into the state bedrooms until the guests are
gone.”
“Are they in the rooms that kings and queens and all the rest have
slept in?”
“You are improving. How is it you didn’t say ‘kings and queens and
things’? I’m afraid they are. This house is all corridors and rooms for
entertaining and boudoirs; there are not more than twenty-five
bedrooms. Here we are.”
They entered a small room furnished as a study, and Lord
Barnstaple entered from the adjoining bedroom almost immediately.
He looked rather more impassive and rather more cynical, but hardly
ten years older. His monocle might never have been removed.
Somewhat to Lee’s surprise, he not only kissed her, but shook her
warmly by the hand.
“So another American is my fate, after all,” he said. “You see, I
suspected as much the day I left. Have you ever had hysterics?”
“Never!”
“I almost hope you have a temper—oh, you have, you have, with
those eyes!” He chuckled. “Turn it loose on her! Give it to her! Gad!
but I’d like to see her well trounced! She doesn’t mind me, but you’re
a woman, and young, and beautiful, and—nearly twice her height.
Gad! how she’ll hate you! But trounce her—trounce her! Don’t give
her any quarter!”
Cecil laughed, “Why do you sow these seeds of discord in the
family?”
“Oh, we’ll keep out of the way. But fancy Emmy limp and worn out,
and not daring to call her soul her own! ’Twould be the happiest day
of my life! But I’m famished.”
They entered the library only a moment before dinner was
announced. It was a very long room breaking the series of corridors,
and only three times their width. Its panelling was black, and its
books appeared to be musty with age; above the high cases were
many Maundrells; even the furniture looked as ancient as the Abbey.
But flooding all was a pink glare of electric light.
The room was full of people, who regarded the bride with descriptive
curiosity. Lady Barnstaple was flitting about, her expression in
perfect order, her superlatively smart French gown quivering with
animation. She came at once toward Lee, followed by a tall good-
looking young man, whom she presented as Captain Monmouth.
“What a love of a gown! I’m so glad you know how to dress!” she
exclaimed. “You are to go in with Miss Pix,” she added to her
stepson.
Cecil drew his brows together. “Why do you send me in with Miss
Pix?” he muttered angrily. “You know she bores me to death.”
“To punish you for not marrying her. You can’t get out of it; she
expects you.”
Lee overheard the conversation. So did Lord Barnstaple, who was
laughing softly at his son’s discomfiture. She had no time to question
him, for they went down at once to dinner, and his attention for a
time was claimed by the woman on his left. Cecil was on the other
side of the table, some eight or ten seats down. Lee studied his
partner attentively while talking with Captain Monmouth, who sat on
her right.
The immense room looked like the banqueting hall of kings, but, so
far as Lee could judge—and she had one half of the guests within
her visual range—the young woman with the dreadful name looked
more the traditionally cold haughty aristocrat, for whom such rooms
were built, than any one present. The others appeared to have
nothing of the massive repose of their caste; they seemed, in fact, to
vie with each other in animation, and they certainly talked very loud
and very fast. But Miss Pix had that air of arrested development
peculiar to the best statuary. Her skin was as white as the tablecloth,
her profile was mathematically straight, suggesting an antique
marble or a sheep. Her small flaxen head was held very high, and
her eyelids had the most aristocratic droop that Lee had ever
conceived of.
“Who is she?” the bride asked her companion, who appeared to be
an easy and untraditional person. “And why is she so different from
the rest—with that name? She looks like one of Ouida’s heroines—
the quite impossible ones.”
Captain Monmouth laughed. “Her father was a brewer, disgustingly
rich. Her parents are dead. She and her brother—dreadful bounder
—have been trying to get into Society for years—only been really
successful the last three. Lady Barnstaple took ’em up, for some
reason or other. She’s usually rather nasty to new people. Only girl,
and has three millions, but doesn’t marry and isn’t popular—scarcely
opens her mouth, and has never been known to unbend. Fancy it’s
rather on her mind that she wasn’t born into the right set. So she
fakes it for all it’s worth, as you Americans would say. I do like
American slang. Can you teach me some?”
“I know more than I’ve ever dared to use, and you shall have it all, as
my husband disapproves of it. I think Miss Pix has done rather well.
She is what we would call a good ‘bluffer.’”
“Quite so—quite so. The women say all sorts of nasty things about
her—that all that white is put on with a brush or a sponge or
something, as well as that haughty nostril; and that she has had the
muscles cut in her eyelids—ghastly thought, ain’t it? Nature gave her
that profile, of course; can’t have the bridge of your nose raised—
can you?—even with three millions. It’s the profile that made all the
trouble, I fancy. She’s livin’ up to it. Must be deuced aggravatin’ to be
born with a cameo profile and a Lancashire accent. No wonder she’s
frozen.”
“Has she got rid of the accent?”
“Oh, rather! She was educated in Paris with a lot of swagger French
girls. She’s quite correct—in a prehistoric way—only she overdoes
it.”
His attention was claimed by the woman on his other side, and Lee
asked Lord Barnstaple:
“What did Lady Barnstaple mean? Did she want Cecil to marry that
Miss Pix?”
“Didn’t she! She never worked so hard for anything in her life. She
was ill for two weeks after Cecil went off. It wouldn’t have been a bad
thing. I’d have wanted it myself if she hadn’t. I like you—always did—
but I wish to gad you had more money! Don’t you think you’ll
discover a gold mine on that ranch of yours some day?”
Lee laughed, although the sensation of dismay induced by Lady
Barnstaple’s visit returned at his words. “I’m afraid not. Sulphur and
arsenic and iron are as much as can be expected of one poor little
ranch.”
“Perhaps we can sell the springs to a syndicate—who knows?
Syndicates are always buyin’ things and givin’ seven figgers for ’em.
I’ll tell you what we’ll do. The next old Jew or brewer that wants to
get into Society we’ll send for and tell him that the ranch at seven
figgers is our price for a week’s shooting at the Abbey and three
dinners in town,” and he gave his ungenial chuckle.
“You aren’t all really as bad as that over here, are you?”
“Oh, we’re mixed, like you Americans. We’re all right so long as we
don’t need money; but, you see, we need such a cursed lot of it—
several thousand times more than the nobodies who sit outside and
criticise us. It’s in our blood, and when we can’t get it one way we try
another. We all cling to certain ideals, though: I’ve never gambled
with a parvenu. It’s true I made an ass of myself and married one,
but I pulled up just after. Miss Pix is the only other that has got inside
my doors. That’s the one point Emmy and I agree on: I have my
ideals”—he laughed again—“and, like all upstarts, she despises
other upstarts. Monmouth is the only person in the house except
Miss Pix without an hereditary title, and he’s grandson of a duke, and
a Guardsman. Some of the smartest women of the day are untitled,
but Emmy won’t have ’em. Wonder who she’ll have this time five
years?—Second-rate actors and long-haired poets, probably.”
Lee wondered at even a dilapidated set of ideals, and at a pride—
and pride was written all over him—which would permit him to live on
a woman’s money. Of course he may have argued that Lady
Barnstaple was paying a fair yearly rent for the title and the Abbey,
but it was an old-world view-point, to which it would take a long
period of habit to accustom the new. She wondered if she had any
right to despise a man who was a mere result of a civilisation so
different from her own, but felt unindulgent. In the United States, if a
penniless man married for money, he had the decency to affect the
habit of the worker, if it were only to write alleged poems for the
magazines, or to attach himself to a Legation.
After dinner she went with the women into another immense room,
also panelled to the ceiling. Each panel was set with a portrait,
several of which she knew at a glance to be the originals of bygone
masters. Their flesh tints were uniformly pink: Lee glanced upward.
The stone ceiling, arched and heavily carved, was set with electric
pears. It was an irritating anomaly.
Lee thought the women looked very nice, and wondered if she was
ever to be introduced to anybody. Emmy was flitting about again—
rather the upper part of her seemed to flit as if propelled by the
somewhat unwieldy machinery below. She looked indubitably
common, despite her acquired “air” and the exquisite taste of her
millinery; and Lee wondered what these women—who, well-dressed
or ill, loud-voiced or semi-subdued, delicately or heavily modelled of
face, intensely modern all of them, looked what they were, and as if
they assumed the passing fad in manners, even the fad of vulgarity,
as easily and adjustably as a new sleeve or a larger waist—could
find in this particular American to their fancy.
“Do sit here by me!” A young woman on a small sofa swept aside her
skirts and nodded brightly to Lee. She had sat opposite at dinner,
and spoken across the table several times to Captain Monmouth,
whom she addressed as “Larry.” She had a large open voice and a
large open laugh, and, to use an unforgettable term of Lord
Barnstaple’s, she rather sprawled. But she was exquisitely fine of
feature and cold of colouring, although charged straight up through
her lithe figure with assumed animation or ungoverned nervousness,
Lee could not determine which. The bride sat down at once.
“You are Lady Mary Gifford,” she said smiling. “I asked Captain
Monmouth who you were.”
“Oh, did you ask who I was? How nice! I wish everybody in the room
was talking about me as they are about you. But my day for that is
past. Would you guess I was twenty-four?”
Lee shook her head, smiling. In spite of the persistent depression
within her, she found her new friends very interesting.
“Twenty-four, not married, and only sixty pounds a year to dress on!
Isn’t it a tragedy? I wish I were an American. They’re all so frightfully
rich. At least, all those are that come over here; they wouldn’t dare to
come if they weren’t.”
“I have dared, and I am not—not as you count riches.”
“No—really now? But of course you’re joking, Cecil Maundrell simply
had to marry a ton——”
Lee laughed, with a nearer approach to hysteria than she had ever
known. “Would you mind not talking about that?” she said. “If ever I
know you as well as I hope I shall, I’ll tell you why.”
“Fancy my being so rude! But I’m quite horribly outspoken, and Cecil
Maundrell’s so good-looking, of course he’s been discussed
threadbare. Of course we all knew the Abbey must go to another
American, and we’ve been so anxious to see you. Emmy is a duck,
but she’s not a beauty—few Americans really are, to my mind. They
just ‘chic it’ as the French painters say. Everybody is simply staring
at you, and you’re so used to it, you don’t appear to see them. You’re
going to be a great success. I know all the signs—seen ’em too
often!”
“Well, I hope so. I suppose an American failure would be painfully
conspicuous.”
“Oh, wouldn’t she! Tell me, is it really true that you have different
grades of society, as we have—an upper and middle-class, and all
that sort of thing? Some of the Americans over here have always
turned up their noses at Emmy, and it seems so very odd—you are
only a day or two old; how can you have so many distinctions? Of
course I know that some are rich and some are poor, which means
that some are educated and some are not, but I should think that
would make just two classes. But Emmy is—has been—awfully rich,
and yet she has had a hard fight with two or three other Americans
that are dead against her. She hasn’t it in her, poor little soul, to be
quite as smart as Lady Vernon Spencer and Mrs. Almeric Sturt—you
could be!—but she’s ‘popular,’ and unless the Abbey burns down—
oh, it’s the sweetest thing in England, and the shootings are famous!
But do explain to me.”
“About our social differences? Of course to be really anybody you
must have come from the South, one way or another.”
“What South?—South America?”
Lee endeavoured to explain, but Lady Mary quickly lost interest, and
made one of her dazzling deflections: it was evident that more than
three minutes of any one subject would bore her hopelessly. But Lee
had realised in a flash the utter indifference of the English to the
most imposing of the new world’s family trees. The haughty
Southerner and the raw Westerner were “varieties,” nothing more.
She might be pronounced better style than her stepmother, and
doubtless would be more respected, but no one would ever think of
looking down the perspective of each for the cause. She felt doubly
depressed.
CHAPTER IV
SHE awoke late next morning, after a restless night Cecil had risen
without disturbing her and gone to his grouse. In a happier frame of
mind she would have indulged in a sentimental regret at this
defection, but now she only wanted to be alone to think; and to think
she must get out-of-doors.
The maid was in the outer room awaiting orders, and went for her
tea at once. Lee hurriedly dressed herself, and while she was
attacking her light breakfast told the girl to go down to the foot of the
tower and see if the outer door could be opened. At the end of a half-
hour the rusty key and hinges had been induced to move, and Lee,
having convinced herself that no one was in sight, left the shelter of
her tower and went hastily toward the woods.
The air had a wonderful softness and freshness, and the country
showed a dull richness of colour under a pale sky. The woods looked
black as she approached them, but within they were open and full of
light. There were no majestic aisles here, no cavernous vistas, but,
in their way, they were lovely, as many trees massed together with a
wilderness of bracken between must always be.
Lee selected as secluded a spot as she could find, and sat down to
think. She was terrified and depressed and homesick, and longed
passionately for some one of her “own sort” to whom she could
present the half of her troubles, and with whom dissect her uneasy
forebodings. Cecil was not the man to whom a woman could take
her daily worries. He would be a rock of strength in the great primary
afflictions of life; he looked after her as carefully as if she were blind
and lame; and she had not been called upon for an independent
decision since the day of her marriage. Moreover, she was firmly
convinced that no man had ever loved a woman so much before;
but, she had admitted it with dismay more than once, there was a
barrier. It was humiliating, almost ridiculous, that she, Lee Tarleton,
should live to confess it, but she was just a little in awe of her
husband. Why, she had not been able to guess until yesterday, for

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Managerial Decision Modeling

International 6th Edition Ragsdale Test

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1. A constraint which cannot be violated is called a

2. A constraint which represents a target value for a problem is called a

5. Which of the following is true regarding goal programming?

6. The RHS value of a goal constraint is referred to as the

7. The di+, di− variables are referred to as

a. 3X1 + 2 X2 + d1− − d1+ = 10

a. The time required for each decision variable.

16. What weight would be assigned to a neutral deviational variable?

17. Which of the following is false regarding a goal constraint?

The following questions are based on the problem below.

18. Refer to Exhibit 7.1. What formula goes in cell D6?

19. Refer to Exhibit 7.1. What formula goes in cell B9?

26. The MINIMAX objective

27. The primary benefit of a MINIMAX objective function is

29. MINIMAX solutions to multi-objective linear programming (MOLP) problems are

The following questions are based on the problem below.

31. Refer to Exhibit 7.2. What formula goes in cell B10?

32. Refer to Exhibit 7.2. What formula goes in cell B11?

The following questions are based on the problem below.

36. Refer to Exhibit 7.3. What formula goes in cell E11?

40 X1 + 20 X2 + d4− + d4+ = 300

to accommodate this requirement?

39. Given the following goal constraints

40. Consider the following MOLP:

Product A B Available resources

Management has developed the following set of goals

Goal 1: Produce approximately 40 units of product 1.

Formulate a goal programming model of this problem.

MIN: d1− + d1+ + d2 − + d2+ + d3− + d4+ + d5+

Product 1 2 Available resources

Management has developed the following set of goals

Goal 1: Produce approximately 40 units of product 1.

Let X1 = number of product 1

MIN: d1− + d1+ + d2− + d2+ + d3− + d4+ + d5+

(X1, X2) = (4, 69)

Product 1 2 Available resources

Management has developed the following set of goals

Goal 1: Produce approximately 40 units of product 1.

Let X1 = number of product 1

MIN: d1− + d1+ + d2− + d2+ + d3− + d4+ + d5+

(X1, X2) = (4, 69)

Formulate a goal programming model of this problem.

MIN: d1− + d1+ + d2− + d2+ + d3− + d3+ + d4− − d4+

Let X1 = number of large trucks

MIN: d1− + d1+ + d2− + d2+ + d3− + d3+ + d4− − d4+

(X1, X2) = (10, 15)

Let X1 = number of large trucks

MIN: d1− + d1+ + d2− + d2+ + d3− + d3+ + d4− − d4+