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Chapter 7
Integer Linear Programming

Learning Objectives

1. Be able to recognize the types of situations where integer linear programming problem formulations
are desirable.

2. Know the difference between all-integer and mixed integer linear programming problems.

3. Be able to solve small integer linear programs with a graphical solution procedure.

4. Be able to formulate and solve fixed charge, capital budgeting, distribution system, and product
design problems as integer linear programs.

5. See how zero-one integer linear variables can be used to handle special situations such as multiple
choice, k out of n alternatives, and conditional constraints.

6. Be familiar with the computer solution of MILPs.

7. Understand the following terms:

all-integer mutually exclusive constraint

mixed integer k out of n alternatives constraint
zero-one variables conditional constraint
LP relaxation co-requisite constraint
multiple choice constraint

Solutions:

7-1
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

1. a. This is a mixed integer linear program. Its LP Relaxation is

Max 30x1 + 25x2

s.t.
3x1 + 1.5x2  400
1.5x1 + 2x2  250
x1 + x2  150

x1 , x2  0

b. This is an all-integer linear program. Its LP Relaxation just requires dropping the words "and
integer" from the last line.

2. a.

b. The optimal solution to the LP Relaxation is given by x1 = 1.43, x2 = 4.29 with an objective function
value of 41.47.

Rounding down gives the feasible integer solution x1 = 1, x2 = 4. Its value is 37.

c.

7-2
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
 Integer Linear Programming

x2

Optimal Integer Solution

6
(0,5)

5x
1 +
3 8x
2 =
40

0 x1

0 1 2 3 4 5 6 7 8
The optimal solution is given by x1 = 0, x2 = 5. Its value is 40. This is not the same solution as that
found by rounding down. It provides a 3 unit increase in the value of the objective function.

3. a.

b. The optimal solution to the LP Relaxation is shown on the above graph to be x1 = 4, x2 = 1. Its

7-3
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

value is 5.

c. The optimal integer solution is the same as the optimal solution to the LP Relaxation. This is always
the case whenever all the variables take on integer values in the optimal solution to the LP
Relaxation.

4. a.

The value of the optimal solution to the LP Relaxation is 36.7 and it is given by x1 = 3.67, x2 = 0.0.
Since we have all less-than-or-equal-to constraints with positive coefficients, the solution obtained
by "rounding down" the values of the variables in the optimal solution to the LP Relaxation is
feasible. The solution obtained by rounding down is x1 = 3, x2 = 0 with value 30.

Thus a lower bound on the value of the optimal solution is given by this feasible integer solution
with value 30. An upper bound is given by the value of the LP Relaxation, 36.7. (Actually an upper
bound of 36 could be established since no integer solution could have a value between 36 and 37.)

b.

7-4
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
 Integer Linear Programming

x2

4 10 x1 + 3 x 2 = 36

0 x1

0 1 2 3 4 5

The optimal solution to the ILP is given by x1 = 3, x2 = 2. Its value is 36. The solution found by
"rounding down" the solution to the LP relaxation had a value of 30. A 20% increase in this value
was obtained by finding the optimal integer solution - a substantial difference if the objective
function is being measured in thousands of dollars.

7-5
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

c.
x2

..
Optimal solution to
6 LP relaxation (0,5.71)

5 Optimal integer solutions

(2.47,3.60)
4

3 3x1 + 6x2 = 34.26

3x1 + 6x2 = 30
2

1 (3.67,0)

0 x1

0 1 2 3 4 5
The optimal solution to the LP Relaxation is x1= 0, x2 = 5.71 with value = 34.26. The solution
obtained by "rounding down" is x1 = 0, x2 = 5 with value 30. These two values provide an upper
bound of 34.26 and a lower bound of 30 on the value of the optimal integer solution.

There are alternative optimal integer solutions given by x1 = 0, x2 = 5 and x1 = 2, x2 = 4; value is

30. In this case rounding the LP solution down does provide the optimal integer solution.

7-6
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
 Integer Linear Programming

5. a.

The feasible mixed integer solutions are indicated by the boldface vertical lines in the graph above.

b. The optimal solution to the LP relaxation is given by x1 = 3.14, x2 = 2.60. Its value is 14.08.
Rounding the value of x1 down to find a feasible mixed integer solution yields x1 = 3, x2 = 2.60 with
a value of 13.8. This solution is clearly not optimal. With x1 = 3 we can see from the graph that x2
can be made larger without violating the constraints.

c.

Optimal mixed integer

solution (3, 2.67)

The optimal solution to the MILP is given by x1 = 3, x2 = 2.67. Its value is 14.

7-7
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

6. a.

x2

7
Optimal solution to
6 LP relaxation (1.96, 5.48)

5
x1 + x 2 = 7.44
4

0 x1
0 1 2 3 4 5 6 7 8

b. The optimal solution to the LP Relaxation is given by x1 = 1.96, x2 = 5.48. Its value is 7.44. Thus
an upper bound on the value of the optimal is given by 7.44.

Rounding the value of x2 down yields a feasible solution of x1 = 1.96, x2 = 5 with value 6.96. Thus
a lower bound on the value of the optimal solution is given by 6.96.

7-8
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
 Integer Linear Programming

c.
x2

7 Optimal mixed integer

solution (1.29, 6)
6

x1 + x 2 = 7.29
4

0 x1
0 1 2 3 4 5 6 7 8

The optimal solution to the MILP is x1 = 1.29, x2 = 6. Its value is 7.29.

The solution x1 = 2.22, x2 = 5 is almost as good. Its value is 7.22.

7. a. x1 + x3 + x5 + x6 = 2

b. x3 - x5 = 0

c. x1 + x4 = 1

d. x4  x1

x4  x3

e. x4  x1

x4  x3

x4  x1 + x3 - 1

7-9
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

1 if investment alternative i is selected

8. a. Let xi = 
 0 otherwise

max 4000x1 + 6000x2 + 10500x3 + 4000x4 + 8000x5 + 3000x6

s.t.
3000x1 + 2500x2 + 6000x3 + 2000x4 + 5000x5 + 1000x6  10,500
1000x1 + 3500x2 + 4000x3 + 1500x4 + 1000x5 + 500x6  7,000
4000x1 + 3500x2 + 5000x3 + 1800x4 + 4000x5 + 900x6  8,750

x1, x2, x3, x4, x5, x6 = 0, 1

The optimal solution is

x3 = 1
x4 = 1
x6 = 1

Value = 17,500

b. The following mutually exclusive constraint must be added to the model.

x1 + x2  1 No change in optimal solution.

c. The following co-requisite constraint must be added to the model in b.

x3 - x4 = 0. No change in optimal solution.

9. a. x4  8000 s4

b. x6  6000 s6

c. x4  8000 s4
x6  6000 s6
s4 + s6 = 1

d. Min 15 x4 + 18 x6 + 2000 s4 + 3500 s6

7 - 10
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
 Integer Linear Programming

10. a. Let xi = 1 if a substation is located at site i, 0 otherwise

min xA + xB + xC + xD + xE + xF + xG
s.t.
xA + xB + xC + xG 1 (area 1 covered)
xB + xD 1 (area 2 covered)
xC + xE 1 (area 3 covered)
xD + xE + xF 1 (area 4 covered)
xA + xB + xC + xD + xF + xG 1 (area 5 covered)
xE + xF + xG 1 (area 6 covered)
xA + xB + xG 1 (area 7 covered)

b. Choose locations B and E.

11. a. Let Pi = units of product i produced

Max 25P1 + 28P2 + 30P3

s.t.
1.5P1 + 3P2 + 2P3  450
2P1 + 1P2 + 2.5P3  350
.25P1 + .25P2 + .25P3  50
P1, P2, P3  0
b. The optimal solution is

P1 = 60
P2 = 80 Value = 5540
P3 = 60

This solution provides a profit of $5540.

c. Since the solution in part (b) calls for producing all three products, the total setup cost is

$1550 = $400 + $550 + $600.

Subtracting the total setup cost from the profit in part (b), we see that

Profit = $5540 - 1550 = $3990

d. We introduce a 0-1 variable yi that is one if any quantity of product i is produced and zero otherwise.

With the maximum production quantities provided by management, we obtain 3 new constraints:

P1  175y1
P2  150y2
P3  140y3

Bringing the variables to the left-hand side of the constraints, we obtain the following fixed charge
formulation of the Hart problem.

7 - 11
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

Max 25P1 + 28P2 + 30P3 - 400y1 - 550y2 - 600y3

s.t.
1.5P1 + 3P2 + 2P3  450
2P1 + 1P2 + 2.5P3  350
.25P1 + .25P2 + .25P3  50
P1 - 175y1  0
P2 - 150y2  0
P3 - 140y3  0
P1, P2, P3  0; y1, y2, y3 = 0, 1

e. The optimal solution is

P1 = 100 y1 = 1
P2 = 100 y2 = 1 Value = 4350
P3 = 0 y3 = 0

The profit associated with this solution is $4350. This is an improvement of $360 over the solution
in part (c).

12. a. Constraints
P  15 + 15YP
D  15 + 15YD
J  15 + 15YJ
YP + YD + YJ  1

b. We must add a constraint requiring 60 tons to be shipped and an objective function.

Min 100YP + 85YD + 50YJ

s.t.
P + D + J = 60
P  15 + 15YP
D  15 + 15YD
J  15 + 15YJ
YP + YD + YJ  1

P, D, J  0
YP, YD, YJ = 0, 1

Optimal Solution: P = 15, D = 15, J = 30

YP = 0, YD = 0, YJ = 1
Value = 50

7 - 12
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
 Integer Linear Programming

13. a. One just needs to add the following multiple choice constraint to the problem.

y1 + y2 = 1

New Optimal Solution: y1 = 1, y3 = 1, x12 = 10, x31 = 30, x52 = 10, x53 = 20

Value = 940

b. Since one plant is already located in St. Louis, it is only necessary to add the following constraint to
the model

y3 + y4  1

New Optimal Solution: y4 = 1, x42 = 20, x43 = 20, x51 = 30

Value = 860

14. a. Let 1 denote the Michigan plant

2 denote the first New York plant
3 denote the second New York plant
4 denote the Ohio plant
5 denote the California plant

It is not possible to meet needs by modernizing only one plant.

The following table shows the options which involve modernizing two plants.

Plant Transmission Engine Block

1 2 3 4 5 Capacity Capacity Feasible ? Cost

  700 1300 No
  1100 900 Yes 60
  900 1400 Yes 65
  600 700 No
  1200 1200 Yes 70
  1000 1700 Yes 75
  700 1000 No
  1400 1300 Yes 75
  1100 600 No
  900 1100 Yes 60

b. Modernize plants 1 and 3 or plants 4 and 5.

7 - 13
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

1 if plant i is modernized
c. Let xi = 
0 if plant i is not modernized

Min 25x1 + 35x2 + 35x3 + 40x4 + 25x5

s.t.
300x1 + 400x2 + 800x3 + 600x4 + 300x5  900 Transmissions
500x1 + 800x2 + 400x3 + 900x4 + 200x5  900 Engine Blocks

d. Optimal Solution: x1 = x3 = 1.

1 if a principal place of business in in county i

15. a. Let xi = 
0 otherwise
1 if county i is not served
yi = 
0 if county i is served

The objective function for an integer programming model calls for minimizing the population not
served.

min 195y1 + 96y2 + • • • + 175 y13

There are 13 constraints needed; each is written so that yi will be forced to equal one whenever it is
not possible to do business in county i.

Constraint 1: x1 + x2 + x3 + y1  1
Constraint 2: x1 + x2 + x3 + x4 + x6 + x7 + y2  1
• • •
• • •
• • •
Constraint 13: x11 + x12 + x13 + y13  1

One more constraint must be added to reflect the requirement that only one principal place of
business may be established.

x1 + x2 + • • • + x13 = 1

The optimal solution has a principal place of business in County 11 with an optimal value of
739,000. A population of 739,000 cannot be served by this solution. Counties 1-5 and 10 will not
be served.

b. The only change necessary in the integer programming model for part a is that the right-hand side of
the last constraint is increased from 1 to 2.

x1 + x2 + • • • + x13 = 2.

The optimal solution has principal places of business in counties 3 and 11 with an optimal value of
76,000. Only County 10 with a population of 76,000 is not served.

7 - 14
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
 Integer Linear Programming

c. It is not the best location if only one principal place of business can be established; 1,058,000
customers in the region cannot be served. However, 642,000 can be served and if there is no
opportunity to obtain a principal place of business in County 11, this may be a good start. Perhaps
later there will be an opportunity in County 11.

16. a.

min 105x9 + 105x10 + 105x11 + 32y9 + 32y10 + 32y11 + 32y12 + 32y1 + 32y2 + 32y3
x9 + y9  6
x9 + x10 + y9 + y10  4
x9 + x10 + x11 + y9 + y10 + y11  8
x9 + x10 + x11 + y9 + y10 + y11 + y12  10
x10 + x11 + y10 + y11 + y12 + y1  9
x9 x11 + y11 + y12 + y1 + y2  6
x9 + x10 + y12 + y1 + y2 + y3  4
x9 + x10 + x11 + y1 + y2 + y3  7
x10 + x11 + y 2 + y3  6
x11 + y3  6

xi, yj  0 and integer for i = 9, 10, 11 and j = 9, 10, 11, 12, 1, 2, 3

b. Solution to LP Relaxation obtained using LINDO/PC:

y9 = 6 y12 = 6 y3 = 6 All other variables = 0.

y11 = 2 y1 = 1 Cost: $672.

c. The solution to the LP Relaxation is integral therefore it is the optimal solution to the integer
program.

A difficulty with this solution is that only part-time employees are used; this may cause problems
with supervision, etc. The large surpluses from 5, 12-1 (4 employees), and 3-4 (9 employees)
indicate times when the tellers are not needed for customer service and may be reassigned to other
tasks.

d. Add the following constraints to the formulation in part (a).

x9  1
x11  1
x9 +x10 + x11  5

The new optimal solution, which has a daily cost of $909 is

x9 = 1 y9 = 5
x11 = 4 y12 = 5
y3 = 2

There is now much less reliance on part-time employees. The new solution uses 5 full-time
employees and 12 part-time employees; the previous solution used no full-time employees and 21
part-time employees.

7 - 15
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

17. a. Let x1 = 1 if PPB is Lorain, 0 otherwise

x2 = 1 if PPB is Huron, 0 otherwise
x3 = 1 if PPB is Richland, 0 otherwise
x4 = 1 if PPB is Ashland, 0 otherwise
x5 = 1 if PPB is Wayne, 0 otherwise
x6 = 1 if PPB is Medina, 0 otherwise
x7 = 1 if PPB is Knox, 0 otherwise

Min x1 + x2 + x3 + x4 + x5 + x6 + x7
s.t.
x1 + x2 + x4 + x6  1 (Lorain)
x1 + x2 + x3 + x4  1 (Huron)
x2 + x3 + x4 + x7  1 (Richland)
x1 + x2 + x3 + x4 + x5 + x6 + x7  1 (Ashland)
x4 + x5 + x6  1 (Wayne)
x1 + x4 + x5 + x6  1 (Medina)
x3 + x4 + x7  1 (Knox)

b. Locating a principal place of business in Ashland county will permit Ohio Trust to do business in all
7 counties.

18. a. Add the part-worths for Antonio's Pizza for each consumer in the Salem Foods' consumer panel.

Consumer Overall Preference for Antonio's

1 2 + 6 + 17 + 27 = 52
2 7 + 15 + 26 + 1 = 49
3 5 + 8 + 7 + 16 = 36
4 20 + 20 + 14 + 29 = 83
5 8 + 6 + 20 + 5 = 39
6 17 + 11 + 30 + 12 = 70
7 19 + 12 + 25 + 23 = 79
8 9 + 4 + 16 + 30 = 59

b. Let lij = 1 if level i is chosen for attribute j, 0 otherwise

yk = 1 if consumer k chooses the Salem brand, 0 otherwise

Max y1 + y2 + y3 + y4 + y5 + y6 + y7 + y8
s.t.
11l11 + 2l21 + 6l12 + 7l22 + 3l13 + 17l23 + 26l14 + 27l24 + 8l34 - 52y1 1
11l11 + 7l21 + 15l12 + 17l22 + 16l13 + 26l23 + 14l14 + 1l24 + 10l34 - 49y2 1
7l11 + 5l21 + 8l12 + 14l22 + 16l13 + 7l23 + 29l14 + 16l24 + 19l34 - 36y3 1
13l11 + 20l21 + 20l12 + 17l22 + 17l13 + 14l23 + 25l14 + 29l24 + 10l34 - 83y4 1
2l11 + 8l21 + 6l12 + 11l22 + 30l13 + 20l23 + 15l14 + 5l24 + 12l34 - 39y5 1
12l11 + 17l21 + 11l12 + 9l22 + 2l13 + 30l23 + 22l14 + 12l24 + 20l34 - 70y6 1
9l11 + 19l21 + 12l12 + 16l22 + 16l13 + 25l23 + 30l14 + 23l24 + 19l34 - 79y7 1
5l11 + 9l21 + 4l12 + 14l22 + 23l13 + 16l23 + 16l14 + 30l24 + 3l34 - 59y8 1
l11 + l21 =1
l12 + l22 =1
l13 + l23 =1
l14 + l24 + l34 =1

7 - 16
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
 Integer Linear Programming

The optimal solution shows l21 = l22 = l23 = l24 = 1. This calls for a pizza with a thick crust, a cheese
blend, a chunky sauce, and medium sausage. With y1 = y2 = y3 = y5 = y7 = y8 = 1, we see that 6 of the
8 people in the consumer panel will prefer this pizza to Antonio's.

19. a. Let lij = 1 if level i is chosen for attribute j, 0 otherwise

yk = 1 if child k prefers the new cereal design, 0 otherwise

The share of choices problem to solve is given below:

Max y1 + y2 + y3 + y4 + y5 + y6
s.t.

15l11 + 35l21 + 30l12 + 40l22 + 25l32 + 15l13 + 9l23 - 75y1 1

30l11 + 20l21 + 40l12 + 35l22 + 25l32 + 8l13 + 11l23 - 75y2 1
40l11 + 25l21 + 20l12 + 40l22 + 10l32 + 7l13 + 14l23 - 75y3 1
35l11 + 30l21 + 25l12 + 20l22 + 30l32 + 15l13 + 18l23 - 75y4 1
25l11 + 40l21 + 40l12 + 20l22 + 35l32 + 18l13 + 14l23 - 75y5 1
20l11 + 25l21 + 20l12 + 35l22 + 30l32 + 9l13 + 16l23 - 75y6 1
30l11 + 15l21 + 25l12 + 40l22 + 40l32 + 20l13 + 11l23 - 75y7 1
l11 + l21 =1
l12 + l22 + l32 =1
l13 + l23 =1

The optimal solution obtained using LINDO on Excel shows l11 = l32 = l13 = 1. This indicates that a
cereal with a low wheat/corn ratio, artificial sweetener, and no flavor bits will maximize the share of
choices.

The optimal solution also has y4 = y5 = y7 = 1 which indicates that children 4, 5, and 7 will prefer this
cereal.

b. The coefficients for the yi variable must be changed to -70 in constraints 1-4 and to -80 in constraints
5-7.

The new optimal solution has l21 = l12 = l23 = 1. This is a cereal with a high wheat/corn ratio, a sugar
sweetener, and no flavor bits. Four children will prefer this design: 1, 2, 4, and 5.

20. a. Objective function changes to

Min 25x1 + 40x2 + 40x3 + 40x4 + 25x5

b. x4 = x5 = 1; modernize the Ohio and California plants.

c. Add the constraint x2 + x3 = 1

d. x1 = x3 = 1; modernize the Michigan plant and the first New York plant.

7 - 17
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

 1 if a camera is located at opening i

21. a. Let xi = 
0 if not

min x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10 + x11 + x12 + x13

s.t.
x1 + x4 + x6 1 Room 1
x6 + x8 + x12 1 Room 2
x1 + x2 + x3 1 Room 3
x3 + x4 + x5 + x7 1 Room 4
x7 + x8 + x9 + x10  1 Room 5
x10 + x12 + x13 1 Room 6
x2 + x5 + x9 + x11  1 Room 7
x11 + x13 1 Room 8

b. x1 = x5 = x8 = x13 = 1. Thus, cameras should be located at 4 openings: 1, 5, 8, and 13.

An alternative optimal solution is x1 = x7 = x11 = x12 = 1.

c. Change the constraint for room 7 to x2 + x5 + x9 + x11  2

d. x3 = x6 = x9 = x11 = x12 = 1. Thus, cameras should be located at openings 3, 6, 9, 11, and 12.

An alternate optimal solution is x2 = x4 = x6 = x10 = x11 = 1. Optimal Value = 5

22. Note that Team Size = x1 + x2 + x3

The following two constraints will guarantee that the team size will be 3, 5, or 7.

x1 + x2 + x3 = 3y1 + 5y2 + 7y3

y1 + y2 + y3 = 1

Of course, the variables in the first constraint will need to be brought to the left hand side if a
computer solution is desired.

23. a. A mixed integer linear program can be set up to solve this problem. Binary variables are used to
indicate whether or not we setup to produce the subassemblies.

Let SB = 1 if bases are produced; 0 if not

STVC = 1 if TV cartridges are produced; 0 if not
SVCRC = 1 if VCR cartridges are produced; 0 if not
STVP = 1 if TV keypads are produced; 0 if not
SVCRP = 1 if VCR keypads are produced; 0 if not
BM = No. of bases manufactured
BP = No. of bases purchased
TVCM = No. of TV cartridges made
•
•
•
VCRPP = No. of VCR keypads purchased

7 - 18
© 2010 Cengage Learning. All Rights Reserved.
May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
 Integer Linear Programming

A mixed integer linear programming model for solving this problem follows. There are 11
constraints. Constraints (1) to (5) are to satisfy demand. Constraint (6) reflects the limitation on
manufacturing time. Finally, constraints (7) - (11) are constraints not allowing production unless the
setup variable equals 1. Variables SB, STVC, SVCRC, STVP, and SVCRP must be specified as 0/1.

LINEAR PROGRAMMING PROBLEM

MIN
0.4BM+2.9TVCM+3.15VCRCM+0.3TVPM+0.55VCRPM+0.65BP+3.45TVCP+3.7VCRCP+
0.5TVPP+0
.7VCRPP+1000SB+1200STVC+1900SVCRC+1500STVP+1500SVCRP

S.T.

1) 1BM+1BP=12000
2) +1TVCM+1TVCP=7000
3) +1VCRCM+1VCRCP=5000
4) +1TVPM+1TVPP=7000
5) +1VCRPM+1VCRPP=5000
6) 0.9BM+2.2TVCM+3VCRCM+0.8TVPM+1VCRPM <= 30000
7) 1BM-12000SB <= 0
8) +1TVCM-7000STVC <=0
9) +1VCRCM-5000SVCRC <=0
10) +1TVPM-7000STVP <=0
11) +1VCRPM-5000SVCRP <=0

OPTIMAL SOLUTION

Objective Function Value = 52800.00

Variable Value
-------------- ---------------
BM 12000.000
TVCM 7000.000
VCRCM 0.000
TVPM 0.000
VCRPM 0.000
BP 0.000
TVCP 0.000
VCRCP 5000.000
TVPP 7000.000
VCRPP 5000.000
SB 1.000
STVC 1.000
SVCRC 0.000
STVP 0.000
SVCRP 0.000

7 - 19
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May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 7

Constraint Slack/Surplus
-------------- ---------------
1 0.000
2 0.000
3 0.000
4 0.000
5 0.000
6 3800.000
7 0.000
8 0.000
9 0.000
10 0.000
11 0.000

b. This part can be solved by changing appropriate coefficients in the formulation for part (a). The
coefficient of SVCRC becomes 3000 and the coefficient of VCRCM becomes 2.6 in the objective
function. Also, the coefficient of VCRCM becomes 2.5 in constraint (6). The new optimal solution
is shown below.

OPTIMAL SOLUTION

Objective Function Value = 52300.00

Variable Value
-------------- ---------------
BM 0.000
TVCM 7000.000
VCRCM 5000.000
TVPM 0.000
VCRPM 0.000
BP 12000.000
TVCP 0.000
VCRCP 0.000
TVPP 7000.000
VCRPP 5000.000
SB 0.000
STVC 1.000
SVCRC 1.000
STVP 0.000
SVCRP 0.000

Constraint Slack/Surplus
-------------- ---------------
1 0.000
2 0.000
3 0.000
4 0.000
5 0.000
6 2100.000
7 0.000
8 0.000
9 0.000

7 - 20
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May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Another Random Scribd Document
with Unrelated Content
He sniffed suspiciously, and rearranged his cravat in the
mirror upon the wall.

“Well,” he remarked in Italian to the delegato who stood at

his side. “This is a matter in which I really cannot intervene.
The prisoner has to prove his innocence. How can I help
him?”

“By doing your duty as Consul,” I chimed in. “By having an

interview with the Questore and obtaining justice for me.”

“I know my duty, sir,” he snapped. “And it is not to

investigate the case of every unknown tourist who gets into
difficulty. If you have money, you can engage some lawyer
for your defence—and if you haven’t, well I’m sorry for
you.”

“Yours is a rather poor consolation, Mr Johnson,” I remarked

in anger. “Am I to understand then that you refuse to help
me—that you will not see the Questore on my behalf?”

“I’ve told you plainly, I am unable to interfere.”

“Then I shall complain to the Foreign Office regarding the

inutility of their Consul in Milan and his refusal to assist
British subjects in distress,” I said.

“Make whatever complaint you like. I have no time to

discuss the matter further.” And he turned rudely upon his
heel and left me, while the police drew their own
conclusions from his attitude.

“Very well, my dear sir,” I called after him down the hospital
ward, “when Sir Charles Renton asks for your explanation of
your conduct to-day, you will perhaps regret that you were
not a little more civil.”
My words fell upon him, causing him to turn back. Mention
of the name of the head of his particular department of the
Foreign Office stirred the thought within him that he might,
after all, be acting contrary to his own interests. He was a
toady and place-seeker of the first water.

“And of what do you complain, pray?” he asked.

“Well,” I said, “I chance to know Sir Charles very intimately

—in fact he is a relative of mine. Therefore when I return I
shall not fail to describe to him this interview.” It was the
truth. Sir Charles was my cousin.

“Then why didn’t you tell me that before, my dear sir?”

asked the pompous official, in an instant all smiles and
graces, for he knew too well that direct complaint to the
head of his department meant transference to some
abominable and desolate hole in West or East Africa. “Of
course, I’m only too ready and anxious to serve any friend
of Sir Charles,” he assured me.

“No doubt,” I said smiling and inwardly reflecting that,

happily, members of our Consular Service were not all cast
in that person’s mould. Previously he had put on the airs of
an Ambassador—the air he assumed, I suppose, in the
drawing-rooms of democratic Milan, but now he was all
obsequiousness, declaring himself ready and anxious to
carry out my smallest wishes in every respect.

“Well,” I said, regarding him contemptuously, “I can only tell

you that the tragic affair that has just occurred concerns the
honour of one of the greatest houses in England. I cannot
be more explicit, otherwise I should betray a confidence. I
am accused of murder, but I am, of course, innocent.”

“Of course,” he said. “Of course! These fools of police are

always trying to parade their wonderful intelligence. But,”
he added, “how are you going to prove yourself innocent?”

Strangely enough that very serious question had never

occurred to me. I was in a country where the law regarded
me as guilty, and not in England, where I should be looked
upon as innocent until convicted.

I was silent, for I saw myself in a very serious predicament.

I would have asked him to telegraph to Keene or to Lolita,

but I feared to give him the address lest he should institute
inquiries, and I had no wish to mix up Lord Stanchester or
his sister with the terrible affair.

“The only course I can suggest is the engagement of a good

criminal counsel who will, without doubt, secure your
acquittal at once when the case comes on for trial,”
remarked the Consul. “Why the police arrested you appears
to be an utter enigma, but in Italy it is not extraordinary.
They had to make an arrest, so they detained you.”

“Shall I be detained long do you think?”

“Probably a month,” he replied regretfully. “Perhaps even

more.”

My heart sank within me. I was to remain there a prisoner,

inactive and in ignorance of the web of intrigue around my
love. Too well I knew Lolita’s danger, and now, with the
Frenchwoman dead, she would be compelled to face the
inevitable.

A month of absence and of seclusion! What might happen in

that period, I dreaded to contemplate. If I were free, I
might be instrumental in bringing the murderers of Marie
Lejeune to justice, but detained there it was impossible.
Of a sudden, like a flash, a brilliant idea occurred to me.
There was just a chance that I could secure my release by a
very fortuitous circumstance—the meeting of that delegato
of police in Biffi’s café on the night of the murder!

At once I explained this incident to Mr Martin Johnson,

described the appearance of the detective and his friend,
and urged him to go to the Questore, place my statement
before him, and if possible ascertain who was the delegato
in question and confront me with him.

In an hour the Consul returned. He had seen the chief of

police, and from my description it was believed that the
detective was a brigadier named Gozi, who was that day
over at Como. They had telegraphed for him to return, and
he would come and see me at once.

This gave me hope, while knowledge of my statement and

the interest the Consul was taking in my case aroused the
interest of my guards. Even the doctor and nurses seemed
to regard me differently.

The hours crept slowly by in that great house of suffering. A

priest, a kindly cheery old man, came to my bedside and
chatted. He was from Bologna, a city I knew well, and he
had once when a young man been in London, attached to
the Italian Church in Hatton Garden. The sunset that
streamed through the long curtainless windows and fell
upon the big crucifix before me, faded at last, the clear sky
deepened into night, and the hush of silence fell upon the
ward. Yet still beside me there sat the immovable figure of
my guard, his arms folded as he dozed.

That night I passed in the torture of suspense. My head

burned, my eyes seemed sore in the sockets, and I was
apprehensive lest my hope of release might be a futile one.
In the morning, however, my friend of the café entered
briskly with the doctor, who had conducted him to the scene
of the tragedy on the previous day, and in a moment our
recognition was mutual.

“Well,” he exclaimed, standing by me and regarding me with

some surprise. “What has happened to you?”

“I’m under arrest,” was my reply. “Accused of murder.”

“So I hear,” he answered. “It seems that our meeting at

Biffi’s was rather fortunate for you—eh?”

“Now you recognise me, I’ll tell you all that occurred,” I said
quickly. And then I related to them both in detail all the
startling incidents, just as I have already written them
down.

“Then it was not the Englishwoman who was murdered?” he

said. “You told me her name was Price—if I mistake not.
After I left Biffi’s that night I somehow felt convinced that
Ostini and Belotto were up to some mischief, and I
afterwards regretted that I had not waited and watched
them. They looked rather too prosperous to suit my fancy.
You, of course, believed the dead woman to be your friend,
the English lady?”

“Yes,” I said.

“And the Englishman—what of him?”

“I did not see him after he entered the house,” I answered.

Then, after I had furnished him with many other minute

details of my startling adventure of that night in which I had
so narrowly escaped death at the hands of the assassins, he
held a brief consultation in private with his colleague, who
was apparently his superior in rank.

And presently they both returned to my bedside and, to my

joy, announced that it was decided to release me from
custody.

Within half an hour an active search was being made for the
four who had sat at table that night at Biffi’s, and although I
hoped that the assassin would be caught, I felt a little
apprehensive lest Marigold should fall into the hands of the
police and the Earl’s name be dragged into the criminal
court.

If she still remained at the Metropole the police must

certainly discover her. I could only hope that she had
already fled.

The mystery as to who had attacked me was still unsolved.

If it were Logan, then was it not probable that she was
aware of the blow that had been dealt me? The
circumstances, indeed, pointed to the fact that, in the
murder of Marie Lejeune, she was at least an accomplice.

That day I begged the doctors to allow me to go forth, but

they were inexorable. Therefore for yet another day was I
compelled to remain there in anxious uncertainty although
free from the irritating presence of the guard.
 Chapter Thirty One.
Gives the Keyword.

Still very unwell, my head gave me excruciating pain when

next morning I joyfully took my discharge from the hospital.
My first destination was the telegraph-office, whence I sent
a message to Lolita, and afterwards I went to the Cavour,
where I found that, in consequence of my protracted
absence, my bag had been taken from my room.

However, I soon had another apartment, although the hotel

people looked askance at my bandaged head, and after a
wash and a change of clothes, I went forth to the Questore,
as I had arranged to meet my friend the delegato to whom
I had so fortunately spoken in Biffi’s.

In his upstairs room he explained how he had circulated the

description of the two men, Belotto and Ostini, to the
various cities and to the frontiers, and how, owing to the
pair being so well-known as bad characters, he felt certain
of their arrest. That day I attended the official inquiry
regarding the death of the woman Lejeune, and after giving
some formal evidence, was allowed to leave.

My great fear had been that Marigold and Logan might be

arrested. If so the arrest of the former must produce a
terrible scandal, and if the latter the result, I feared, must
reflect upon my love’s good name. My only hope, therefore,
was that they had already passed the frontier police at
Modane, Ventimiglia or Chiasso, and had escaped from
Italy.

The chief of police was very emphatic in his order that I

must remain in Milan for an indefinite period, as perhaps
my evidence would be wanted against the men, but after
consultation with Mr Martin Johnson, now most active on
my behalf, because he hoped to obtain the good-will of my
cousin, his chief, I resolved to disobey the mandate of the
Questore and slip away from Italy in secret. I was not under
arrest, hence the police had no power to detain me.

Therefore, travelling by Turin, Modane and Paris, I arrived

at Charing Cross at dawn three days later, and took train at
once to Sibberton.

What had happened during my absence I feared to guess.

On entering my room at the Hall at noon, I found my table
piled with the accumulated correspondence. I had before
my departure from London telegraphed to the Earl my
intention of taking a fortnight’s holiday, therefore my
absence had not been remarked. Only Keene and Lolita
knew the truth.

I rang the bell, and old Slater appeared.

“Is his lordship hunting this morning?” I inquired.

“No, sir,” responded the aged retainer, surely a model

servant. “He’s across with her ladyship at the stables
looking at some new horses.”

“How long has her ladyship been back?”

“She returned from London yesterday, sir.”

“And Lady Lolita?”

“Her ladyship has gone in the motor to luncheon at Deene,

sir. Lady Maud Dallas, and one of the other visitors, a lady,
are with her.”
With that I dismissed the servant, and walking down the
corridor went out into the wide courtyard, through the
servants’ quarters and round to the left wing of the house
to the great stables where there were stalls for a hundred
horses.

The stablemen and grooms in their jerseys of hunting red

always gave a picturesque touch of colour to the huge grey
old place, and I saw in a corner of the great paved yard, the
Earl with a small group of his visitors watching a fine bay
mare being paraded by a groom.

One of the traditions of the Stanchesters was to keep good

horses, and George spared no expense to maintain the high
standard of his forefathers. He had three motors, but
Marigold used them more than he did because they were
the fashion.

She had learnt to drive herself, and would often drive up to

London, eighty-five miles, accompanied by Jacques, the
French chauffeur. In town, too, she had an electric
brougham in which she paid afternoon calls and did her
shopping. Indeed her motor brougham with yellow wheels
was a common object in Regent Street in the season.

“Hulloa, Willoughby!” cried the Earl as I approached. “Didn’t

know you were back?”

“I’m a day or so earlier than I expected,” I laughed, at the

same time saluting the woman whose adventure in Milan
had undoubtedly been a strangely tragic one, as well as
Keene and the other guests.

“Why, what’s the matter with your head?” asked old Lord
Cotterstock, noticing a bandage upon it as I raised my straw
hat.
“Oh, nothing very much,” I answered then. “I slipped on the
kerb in the Strand, fell back, and struck it rather badly. But
it’s getting better. The unsightliness of the plaster is its
worst part.”

I dared not glance at Marigold as I uttered this excuse. I felt

sure that she was aware of the attack made upon me—
whether it had been by Logan or any one else.

The colour had left her cheeks when her startled eyes
encountered me, and she glared at me as though I were a
ghost. By that alone I knew that my re-appearance there
was utterly unexpected—in truth, that she believed that I
was dead!

She had turned away from the party at once, to speak with
the stud-groom in order to conceal her dismay. Her face
had, in an instant, assumed a death-like pallor, and I saw
how anxious she was to escape me. Though she made a
desperate effort to remain calm and to face me, she was
unable, for her attitude in itself betrayed her guilty
knowledge.

I saw in her face sufficient to convince me of the truth. She

managed to move away, still giving instructions to the man,
while I remained with the party watching the cantering of
the horse on show. Every man or woman present there was
a judge of a horse, for all were hunting people and knew
what, in stable parlance in the Midlands, is known as “a
good bit of stuff” when they saw it.

Presently when the decision was given, I moved away with

Keene, and as soon as we were alone in the pleasure-
garden I told him quickly of my startling adventure. He
stood open-mouthed.
“Then the woman Lejeune is actually dead,” he gasped, his
brows knit thoughtfully. “The Italians must have murdered
her!”

“Undoubtedly,” I said, recollecting that he was acquainted

with them, for had not one of them, if not both, been in
concealment at Hayes’s Farm.

“Well,” he sighed. “This means, I’m afraid, the worst to

Lolita.”

“Ah! no!” I cried. “Don’t say that. We must save her! We

must! If I could only know the truth I feel sure I could
devise some means by which she could be extricated from
this perilous position.”

“No,” he answered sadly. “I think not. The assassination of

that woman tells me that the conspiracy is a more daring
and formidable one than I had even imagined.”

“But what connexion could Marigold or Logan have had with

the affair?” I asked. “What is your theory? Why did they
travel there in secret? If Marigold was to be their victim,
then I could understand it; but she was not.”

“It seems evident she was taken out to Milan by Logan in

order to meet Marie in secret,” he said.

“But if the murder was not pre-arranged, why should they

have taken possession of a dwelling that was not their own?
That fact, in itself, shows that their object was a sinister
one,” I argued.

“Stanchester believes that his wife has been at Bray with

her sister Sibyl. He has no idea she’s been abroad.”

“And Logan? What of him?”

“I know nothing,” he declared. “He is probably still abroad.
My own idea is that he crossed the Channel in order to meet
Marigold and escort her to Italy.”

“Then the affair is as great a mystery as it ever was?” I

remarked with dissatisfaction. I had risked my life and
narrowly escaped being placed on trial for murder—all to no
purpose.

“Greater,” he said. “For my own part I cannot see what

they’ve gained by sealing Marie’s lips. I know,” he added,
“that Belotto made an attempt upon her during her stay at
the farm in this vicinity, but they were prevented.”

“Who prevented them?” I inquired eagerly, as this was the

first time he had admitted knowledge of their concealment
at the farm to which Pink had been called on that fateful
night.

“Well, as a matter of fact,” he answered, looking me straight

in the face, “I did.”

“You!” I cried.

“Yes,” he responded. “Belotto, who was madly jealous of

her, took her for a walk in the wood on purpose, I believe,
to get rid of her. Fortunately, however, I had suspicion of his
intention, and followed him. Just as she was struck, I
emerged and denounced him, but too late. He then
attacked me, but I defended myself. Then fearing the girl
would die, the others did all they could to succour her, as
they dreaded that by her death they would all be arrested
for murder.”

“Then the reason they left Hayes’s Farm so suddenly was

because they were in fear of you?”
“Exactly. Marie Lejeune was equally afraid of me, and
escaped with them—abroad, it seems.”

I related how the doctor, Pink, had been called to the girl,
and of the investigations he and I made afterwards,
whereupon he said, smiling—

“Yes, I know. I remained in the vicinity, and watched you

both ride up to the house that afternoon.”

“And now you have told me so much, Mr Keene,” I said.

“Have you no theory regarding the murder of Hugh
Wingfield?”

“Ah! That’s quite another matter,” he said as a strange

expression crossed his bearded features. “That’s a question
which it is best for us not to discuss.”

“Why?”

“Because I can say nothing.”

“But you have a theory?”

“It may not be the right one,” he answered in a hard,

strained voice.

“At least you know who the man was?” I said. “You have
already mentioned his name.”

“Can you tell me why he, a perfect stranger, wore upon his
finger the portrait of Lady Lolita?” I asked.

“For the same reason, I suppose, that a woman wears in a

locket a portrait of a man.”

“You imply that he was Lolita’s lover?”

“I imply nothing,” he said vaguely. “I make no statement at
all. I have indeed told you that the matter is one which it is
wiser not to discuss.”

“But can’t you see how, in my position, that terrible affair is

of greatest moment to my happiness and peace of mind?” I
pointed out. “Who was he? What brought him to the park
on that night?”

“I don’t know.”

“Lolita went forth to meet him, that I know,” I said.

“Yes,” he remarked. “That was proved by the marks of her

heels at the spot where the body was found. She must
therefore have met him.”

“If so, then she must know the truth, Mr Keene,” I said in a
hard voice, watching his dark face. “What I want to discover
is the reason he came here in secret that night.”

He paused a moment his eyes fixed upon me, as though he

were debating within himself whether he should betray my
love’s secret. Then at length he said—

“You mentioned, I think, to Lady Lolita that you had secured

from the dead man’s pocket a scrap of paper bearing a
message in cipher—did you not?”

“Yes,” I exclaimed eagerly. “It is the checker-board cipher, I

know, but I am unable to read it because I am ignorant of
the keyword.”

“If you really desire to decipher it, and think it will help you
to a knowledge of the real facts, why not try the single and
very unusual word—her own name!”
“Lolita!” I gasped quickly in eagerness. “Then the keyword
is Lolita!”

To which he made no response, but nodded gravely in the

affirmative.

Then, without further ado, I rushed back to my room took

out the folded scrap of paper that had brought Hugh
Wingfield to his doom, and spread it before me together
with the checker-board.

In a quarter of an hour I had reduced the numerals to

letters, subtracted my love’s name, and deciphered it—yes,
the fatal message stood revealed.
 Chapter Thirty Two.
Weston Expresses Certain Fears.

On reference to the checker-board which my friend had sent

me, I found that the word “Lolita” read 31. 34. 31. 24. 44.
11.

These numbers I began to subtract from the first six

numbers of the secret message, but the letters represented
by the remaining numbers were a mere unintelligible
jumble. At last, however, after considerable thought, I tried
taking the numbers down the columns:—namely 63. 49. 46.
68. Subtracted by the keyword there remained 32. 15. 15.
44., which I found on reference to my checker-board was
the word “meet.”

At last the secret was mine! Very soon I had deciphered the
numerals into this message:—

“Meet me in the avenue on Monday. Fear nothing. Marie

betrayed to police.—Lol.”

Lolita herself had therefore enticed the unfortunate young

man to his doom.

The very signature “Lol,” combined with the fact of the

portrait in the ring, confirmed my suspicion that there was
affection between them.

I paced the room still utterly mystified.

At four o’clock I heard the horn of the motor in the avenue,

and rushed forth to meet my love. She descended in dust-
cloak and veil, and took my hand in silent greeting, but
Keene, who was also at the door, whispered to her, and she
walked away with him. I knew that he was telling her of all
that had happened to me—and of the real reason of
Marigold’s absence.

She went to her room, and though I waited for an hour or

more, she did not descend.

I sent a message up to Weston, and the reply was—

“Her ladyship has a very bad headache after the dust.”

This I told Keene, who shrugged his shoulders.

At tea in the hall, where the guests were nearly all

assembled—as gay and well-dressed a crowd as could be
found in all England—the Countess approached me quite
calmly, and said in a loud voice—

“George has just said that you’ve hurt your head, Mr

Woodhouse. I’m so very sorry. How did you manage it?”

The woman’s imperturbable daring was simply marvellous.

Her question took me utterly aback.

“I—well, I slipped in the street, and fell,” I stammered. “I

gave my skull a nasty knock. I suppose it would have been
fractured if I had not had such a thick head,” I laughed,
endeavouring to turn the conversation into a joke.

“Ah! You’re inviting compliments now!” exclaimed the

brilliant vivacious woman, whom surely none would suspect
of associating with those two men of the type of Belotto and
Ostini.

“Any compliment from your ladyship is a compliment

indeed,” I declared, bowing with mock gravity, whereupon
the party laughed, and I saw that she bit her lips in
vexation. She knew that I was her enemy; and yet she dare
not openly quarrel.

She feared lest I might announce to her husband and her

guests her visit to Milan, and its tragic sequel.

Keene stood by, stroking his beard in wonder, half-fearing

that she might burst forth in fury at my sneer and dreading
the result of hot words between us.

Fortunately, however, she was discreet and laughed it off,

while the Earl remarked as he passed Lady Maud her cup—

“I like to hear Willoughby and Marigold quarrel. They slang

each other so very gracefully. Willoughby, you’d make a
splendid ambassador. You’re so very diplomatic.”

“I’m a good liar, if that’s any qualification,” I laughed openly.

“Somebody has said that the two essentials for success as
an ambassador are to have a lie ever ready on the lips, and
a good coloured ribbon and cross at the throat.”

“Ah! and that’s pretty near the mark too,” observed Lord
Cotterstock, who had himself been in the diplomatic service.
“It is said of Lord Barmouth that when he was Ambassador
at the Porte, he, for a joke, wore the Blue Ribbon, and the
Turkish Court thought it the highest of British distinctions.
He told the unspeakable ones that it was the Order of Saint
Schweppe!”

Whereupon there was a general laugh.

Tea concluded, and the guests dispersed. I was surprised at

the non-appearance of my beloved, for I longed to speak
with her alone—to learn what had occurred during my
enforced absence.
Keene accompanied the Earl and some others across to the
kennels after tea, but by no amount of manoeuvring could I
obtain an interview with the Countess alone. She walked in
the garden with old Lady Cotterstock, in order that I should
have no chance of speaking with her.

The house-party assembled in the white drawing-room prior

to dinner, yet Lolita did not put in an appearance. I
therefore sent one of the under-servants for the faithful
Weston, who came to me at the top of the grand staircase.

“Her ladyship has a very bad headache, sir. She’s been lying
down. But she’s now in her boudoir writing, and has told me
that I am not to disturb her this evening.”

“But isn’t she going to dine?” I inquired in surprise.

“She hasn’t dressed, sir. She said she, had no appetite.”

“She’s not well, I believe, Weston,” I said.

“No, sir,” replied the maid anxiously. “I’ve noticed this last
week or two a very great change in her. She seems highly
nervous, and when alone always thinking very deeply, and—
and—”

“And what?” I asked, seeing the excellent servant’s

hesitation.

“Well, sir, I don’t know whether I really ought to mention it,

but one thing worries me very much. You know, sir, I’ve
been her ladyship’s maid ever since she came back from
school, and I’m much attached to her.”

“I know, Weston. I know quite well,” I said. “You are most

devoted to her. But what is this you fear?”
“I really don’t know, sir,” was the young woman’s answer.
“But of late the young mistress’s mind seems constantly
filled with morbid thoughts. She’s always talking of her
death—and only a few days ago she actually gave me some
of her trinkets, saying that she would never require them
again.”

“That’s strange,” I said, sighing, for I, alas! knew the

reason. “You must try and prevent her giving way to such
thoughts. Go to her boudoir, and tell her that after dinner I
desire to see her. I’ll come up here later and see you—at
nine o’clock.”

“Very well, sir,” was the maid’s reply, and then I descended
to the long meal, where the chatter was gay, and the
serving of the most ceremonious character.

The brilliant women on either side of me interested me not

a jot. My only thought was for my absent well-beloved.

After dinner I eagerly sought Weston, who said—“No, sir.

She has not rung.”

“Then take me to her,” I said, “I wish to see her at once.”

“But—”

“I will take the responsibility upon myself,” I said. “Go and

announce me.”

Reluctantly the maid went along the corridor and tapped at

the door. There was no response. I stood behind her as she
tapped twice, then opened the door. But the room was
empty. The candles were burning upon the writing-table,
and in the room was a smell of burnt paper, while in the
grate lay a quantity of tinder. She had been destroying
some letters or papers. Weston was aghast to find that her
mistress was absent.

I went to the grate and saw that every particle of paper had
been consumed.

The maid went along to my love’s room, but emerged

quickly, saying—

“I think her ladyship must have gone out. Her cape and
motor-cap have gone.”

In an instant it was evident that having destroyed her

private papers she had slipped out into the park unseen.

I rushed downstairs, and finding Keene in the smoking-

room took him quickly out into the hall, and told him of my
grave apprehensions, whereupon he was in an instant on
the alert.

“She surely cannot have carried out her threat!” he gasped.

“We must try to find her at once. Not an instant must be
lost! The burning of her papers is sufficient proof of the fatal
step she contemplated. Come, let’s go in search at once.”

And breathlessly, fearing the worst, we took our caps and

hurried out into the chill windy night.
 Chapter Thirty Three.
Reveals some Secrets.

For some time we rushed hither and thither in breathless

anxiety, convinced that having burned all her letters, her
intentions were those of self-destruction.

Some untoward event had evidently occurred of which we

knew nothing, and she had been forced to the last
extremity. We had explored all my love’s favourite walks,
but in that gusty storm that swept across the park we could
hear nothing. It was not exactly dark, but the moon was
overcast by heavy rain-clouds, and passing through that
portion of the grounds known as “the wilderness,” a wild
tangle of rhododendrons and laurels, with big old trees from
which the leaves fell in showers upon us, we at length
approached the lake, a large sheet of water in the centre of
the wild uncultivated spot, where the moorhen nested
undisturbed and the lordly heron roosted high above. The
spot was lonely and unfrequented—the place, no doubt, she
would select if she really intended to take her own life.

We both approached it, fearing the worst. The shrill cries of

the night-birds sounded above the moaning of the wind,
while before us lay the broad sheet of water grey and
mysterious in the clouded moon.

We had walked some distance along its edge, when Keene

suddenly gripped my arm, and whispered—

“Look!—look ahead! can’t you see her?—with a man!”

I strained my eyes, and there, sure enough, wearing a dark

cloak, she stood erect, statuesque, with the pale light falling
upon her white face, while the man had apparently gripped
her arm and dragged her from the water’s edge.

Next moment I was beside the pair, and to my dismay

recognised that her companion was the fellow Logan, whom
I had last seen entering that dark unlit house outside Milan.

“What’s the meaning of this?” I cried in quick anger.

“Release that lady, and tell me why I find you here with
her.”

“I am here to save her,” was his calm reply. “I have already

prevented her taking a fatal step, and if you will accompany
me to the Hall I think you will find that, instead of proving
myself her enemy, I shall show her that I am her friend. You
think evil of me, I know—both of you. But an innocent
woman’s life shall not be sacrificed. I came here from
London to-night, in order to meet another lady, the
Countess of Stanchester, but by good fortune I met Lady
Lolita, and she has told me the truth.”

“Of what?” inquired Keene.

“Of what I will reveal on our return to the Hall,” was the
man’s answer. “You know much that you have not told, but
to save her ladyship here, I will now make the whole thing
plain.”

“But why have you not spoken before? You had plenty of
opportunity,” Keene remarked.

“Because something that Lady Lolita has just told me makes

it plain how cleverly her enemies succeeded in closing my
lips. Come, it is cold. Her ladyship is shivering.”

“Come with me, Lolita,” I said, and linking my arm in hers

led her back along the path through the wilderness and
across her Saints’ Garden to the Hall.

The four of us were silent, all too occupied with own our
thoughts to discuss the matter with each other. The sudden
determination of the man Logan showed me that he meant
at last to tell all that he knew.

“Lolita,” I whispered into her ear, just as we were about to

enter the house, “whatever caused you to contemplate such
a terrible step to-night?”

A shudder ran through her as she answered—

“Because—because of the letter Marigold sent to me by

Weston. She told me that to-night, because I refused to
give you up, she would tell George the truth!”

The man Logan overheard her answer, and urged her to

remain patient.

“Take us at once to Lady Stanchester, Mr Woodhouse,” he

urged, as we went in by a side entrance to avoid any guests
who might be playing bridge in the large hall.

Thereupon I rang for Slater, and told him to make inquiries

where her ladyship was, and to take us straight to her.

Ten minutes later the old butler returned saying—

“Her ladyship is with the Earl in the blue boudoir, sir.” And
eyeing Logan with some surprise, he added, “Will you step
this way?”

We followed him upstairs, along a corridor on the first floor,

until he opened a door, and bowing said—

“Mr Woodhouse desires to see you urgently, m’lady.”

Next second the four of us were in the small elegantly
furnished room upholstered in pale blue damask and gold,
where the Earl and his wife were in consultation.

“You!” he cried in fury, when his eyes fell upon Lolita.

“Leave this place at once, woman! Marigold has just told me
everything—that it was you who killed your lover in the park
—that it was you who—”

“Excuse me, my lord,” interrupted Logan, coming forward,

whereupon at sight of him the Countess fell back with a
loud cry of dismay—a deathly pallor overspreading her
countenance.

Her hand went to her throat convulsively and she gasped as

though she were being strangled. Then, next instant, her
teeth were set hard, her nails were clenched into the palms,
her shoulders were elevated, and she stood rigid as a
statue, and yet magnificent in her dinner-gown of pale pink
and shimmering silver.

She tried to face Lolita, the woman whom she had hounded
to her death, but her gaze wavered, and I saw that her
effort to regain her self-composure was an utterly vain one.
She trembled visibly from head to foot, while the expression
in her eyes was sufficient to show the terror now consuming
her.

The Earl noticing the change in her, and how she shrank
from us, looked from Keene to the stranger, and asked—

“Well, sir? I have not the pleasure of knowing you. Who are
you?”

“My name is Alfred Logan, architect by profession and—

well, adventurer by inclination,” he replied. “I presume from
your words that your wife has denounced your sister, Lady
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