IE 202 Study Set II Fall 2020

1. Identify all the basic solutions, basic feasible solutions and degenerate basic feasible solu-
tions (if exists) in the following linear system.

3x1 − x2 + 5x3 + 3x4 = 15

x1 + 3x2 + x4 = 10
x1 , x2 , x3 , x4 ≥0

2. Consider the following linear program:

max cx

s.t. Ax = b

x≥0

where A is a matrix of order m × n, rank m and c, b and x are vectors of appropriate

dimensions. Let P denote the feasible region for this LP, that is

P = {x ∈ Rn : Ax = b, x ≥ 0}

Read each of the following statements carefully and indicate whether it is TRUE or FALSE
and explain your answer.

(a) If a new constraint is added to P then the objective function value increases.

(b) If n = m + 1 then the number of basic feasible solutions of P is at most m + 1.

(c) It is possible for this LP to have exactly two optimal solutions.

(d) Every extreme point of P corresponds to exactly one basis matrix B.

3. Consider the following simplex tableau of a given minimization LP problem.

z x1 x2 x3 s1 s2 s3 RHS

z 1 0 0 A -10 -1 B 32

s3 0 0 0 C 4 -2 1 D
x2 0 0 1 -2 F -1 0 6
x1 0 E 0 -1 1 2 0 4

Give general conditions on each of the unknowns A-F such that each of the following
statements is true. Even if the statement holds independently of the values of a specific
variable, you should still mention that variable.

1
 (a) The tableau is final and there exists a unique optimal solution.

(b) The simplex method determines an unbounded solution from this tableau.

(c) The current bfs is degenerate (not necessarily optimal).

(d) The current solution is optimal, there are alternative optimal solutions but no alter-
native optimal bfs.

4. Consider the following simplex tableau of an LP problem.

z x1 x2 x3 x4 x5 RHS

z 1 0 0 A 0 B 12

x1 0 1 0 C 0 E D
x4 0 0 0 3 1 -2 6
x2 0 0 1 -1 0 0 4

Answer each part independently.

(a) Assume that the problem is maximization. Give specific values to A, B, C, D, E

such that the current tableau is not optimal and the bfs in the next iteration will be
degenerate.

(b) Assume that the problem is minimization. Give specific values to A, B, C, such that
the current bfs is optimal but there is an alternative optimal bfs. Write the solution
set.

(c) Assume that the problem is minimization. Give specific values to A, B, C, D, E so

that the tableau is optimal, there are alternative optimal solutions but no alternative
optimal bfs. Write the solution set.

(d) Assume A = 2, B = −1, C = 2, D = 3, E = 1. Find the neighbors of this bfs

solution. Write down the objective function values for each.

5. Solve the following linear program by both the two-phase method and the big M-method:

min 3x1 + 2x2 + 4x3

s.t. 2x1 + x2 + 3x3 = 60

3x1 + 3x2 + 5x3 ≥ 120

x1 , x2 , x3 ≥ 0

6. Consider the following simplex tableaus of LP problems. First two are minimization prob-
lems while the last tableau belongs to a maximization problem.

2
 x1 x2 e1 e2 x3 x4 RHS

-2 -3 0 0 -M -M 0

2 1 -1 0 1 0 4
1 -1 0 -1 0 1 1

x1 x2 s1 e1 x3 x4 RHS

0 0 0 0 -1 -1 0

1 1 1 0 0 0 3
2 1 0 -1 1 0 4
1 1 0 0 0 1 3

x1 x2 x3 s1 s2 e1 RHS

-2 -1 -1 0 0 0 0
1 2 1
3 3 0 1 0 3 1
2 1 0 0 1 0 3
2 1
3 3 1 0 0 − 13 1

Are these tableaus in proper format? If yes, indicate the entering and leaving variables.
If not, explain why and show how can you convert them into proper format.

7. Suppose that we have the following LP to which we have to apply Phase I of the simplex
method to find an initial basic feasible solution.

min −2x1 + 2x2 + 2x3 + x4

s.t. x1 − x2 + 3x3 + 7x4 ≥ 25

3x1 − 2x2 + 2x3 − 7x4 = 5

2x1 + 5x2 + x3 + 4x4 ≤ 10

x1 , x2 , x3 , x4 ≥ 0

The artificial variables for the first and second constraints are labeled a1 and a2 , and the
surplus variable for the first constraint and the slack variable for the third constraint are
labeled s1 and s3 , respectively. After a few iterations of the simplex method in Phase I,
we obtain the following optimal tableau with an objective function value of zero:

3
 z x1 x2 x3 x4 s1 a1 a2 s3 RHS

z 1 - 14
3 -12 0 0 -1 0 - 43 - 37 0

a1 0 - 14
3 -12 0 0 -1 1 - 13 - 37 0
26 9 4 7
x3 0 15 5 1 0 0 0 15 15 6
1 4 1 2
x4 0 15 5 0 1 0 0 - 15 15 1

The artificial variable a1 is still basic, therefore we do not have a basis for the original
problem. But the objective value of Phase I is zero, therefore a bfs for the original problem
exists. Our goal is to find a basis to start Phase II of the simplex method. How do we
proceed in this case?

8. Consider the following linear program:

max 2x1 + 4x2

s.t. 0.5x1 − 5x2 ≤ 12

x1 + 2x2 ≥ −2

x2 + x3 ≥ 4

x1 , x2 , x3 ≥ 0

(a) Construct the initial simplex tableau where (x2 , x1 , x3 ) are the basic variables in this
order, namely, x2 is the basic variable in the first constraint, x1 in the second one and
x3 in the third one. You might need to apply Gaussian elimination and elementary
row operations to the to the tableau in canonical form.

(b) Is this solution basic? Is is basic feasible? If not guess a basic feasible solution and
solve simplex till optimality.

9. Consider the following simplex tableau for a maximization problem.

z x1 x2 x3 s1 s2 RHS

z 1 -1 -2 − 54 0 0 0

s1 0 2 1 1 1 0 6
s2 0 0 2 1 0 1 4

(a) Apply the simplex algorithm to compute an optimal solution. Write down the optimal
solution and the optimal objective function value. Is the optimal solution that you
found unique? Why?

4
 (b) Describe all the optimal solutions to the problem using the final tableau of Part (a)
as a starting point. Can you count the number of optimal solutions?

10. Consider the following simplex tableau for a maximization problem.

z x1 x2 x3 x4 x5 RHS

z 1 0 3 0 -2 0 6

x1 0 1 -4 0 2 0 0
x3 0 0 -6 1 3 0 2
x5 0 0 -1 0 0 1 5

(a) What is the current basic feasible solution and its objective function value? Is the
current bfs degenerate?

(b) Perform one pivot. What is the new basic feasible solution and its objective function
value? Did anything change with respect to the previous bfs and with respect to the
previous tableau?

(c) The tableau that you obtained after Part (b) shows that the problem is unbounded
(why?). Give the equations describing a ray of the feasible region along which the
objective function can be increased indefinitely.