This project is not required. You do not need to do this project for this class.

The purpose of this project is to obtain hands on experience with a software product for solving linear programs. There are many packages available for solving LPs. Introductions to some of these tools (including the SOLVER tool in EXCEL) can be found here. The project is optional and worth 75 points. Your grade will be added to your pool of quiz grades.

In this project you may use any LP solver you wish. However, whichever one chosen should provide tools for post-optimal sensitivity analysis (such as providing the solution to the dual and ranges for both the objective coefficients and the right-hand sides). The solver should also provide enough information to perform a complete range analysis.

The project has three parts:

1. Choose one of the models 6, 7, 14, 15, 21, or 25 from the course modeling page, and model the problem as an LP.
2. Solve the LP using the software package of your choice. But whatever package you use, you will need a sensitivity report.
3. Write a brief report commenting on the nature of the solution. This report should be accompanied by the solution to the LP, the solution to the dual, and the range values for the right-hand sides and the objective coefficients. In particular, you should comment on the robustness of the solution indicating the most sensitive elements of the model.

The project should be put together as follows:

• Page 1: the problem statement appearing on the web
• Page 2: your LP model typed up in Word or some other editor
• Page 3: the Excel spread sheet file for your model, or a similar data file for the LP solver you are using. In either case the file should be well documented so I can immediatly read-off what is what.
• Page 4: The solution and sensitivity analysis including the reduced costs, shadow prices, and ranges on the cost coefficiients and right-hand sides.
• Page 5: Your discussion of the sensitivity report with a couple of scenarios explored.

Finally, your report will be graded on the correctness of your model and quality of your exposition on page 5 above (sensitivity report).

The project is due Friday, December 7 at the beginning of class.