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340 Pracquiz 3

This document provides two practice problems for a quiz on linear programming and duality. The first problem asks students to find the dual problem and optimal solution given an optimal primal solution. Students must use complementary slackness and duality theorems to show the primal and dual solutions are optimal. The second problem notes someone claimed an incorrect optimal objective value for a primal problem. Students must use strong duality to identify an error in the final constraint of the primal.

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47 views2 pages

340 Pracquiz 3

This document provides two practice problems for a quiz on linear programming and duality. The first problem asks students to find the dual problem and optimal solution given an optimal primal solution. Students must use complementary slackness and duality theorems to show the primal and dual solutions are optimal. The second problem notes someone claimed an incorrect optimal objective value for a primal problem. Students must use strong duality to identify an error in the final constraint of the primal.

Uploaded by

selday1312
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MATH 340 Practice for Quiz # 3 October 7, 2010

These practice problems give the spirit of the questions that can be asked. Obviously
question 1 could be altered so that you are given a dual optimal solution. And in question
2, a different error/inconsistency could arise.
1.[14 points] The optimal solution to the linear program:
Maximize 10x1 +14x2 +20x3
2x1 +3x2 +4x3 ≤ 220
x1 , x 2 , x 3 ≥ 0
4x1 +2x2 −x3 ≤ 385
x1 +4x3 ≤ 160
is x1 = 60, x2 = 0, x3 = 25. Write down the dual problem. Use this information above
to find an optimal solution to the dual (don’t use the simplex algorithm) explaining
your work (name theorems used). Explain how this confirms that the optimal solution to
the primal I claimed is in fact an optimal solution.

Solution:

Minimize 220y1 +385y2 +160y3


2y1 +4y2 +y3 ≥ 10
Dual: y1 , y2 , y3 ≥ 0
3y1 +2y2 ≥ 14
4y1 −y2 +4y3 ≥ 20
Now x1 = 60 > 0 implies 2y1∗
+ 4y2∗ + y3∗
= 10 by Complementary Slackness.
Also x3 = 25 > 0 implies 4y1∗
− y2∗ + 4y3∗
= 20 by Complementary Slackness.
Also 4x1 + 2x2 − x3 = 215 < 385 implies y2∗ = 0 by Complementary Slackness.
The optimal solution to the dual can be determined by solving three equations in 3
unknowns to obtain
y1∗ = 5, y2∗ = 0, y3∗ = 0
We check feasibilty of our primal and dual solutions and then, since Complementary Slack-
ness is satisfied, the Theorem of Complementary Slackness shows that the primal (and dual)
solution is optimal. An alternate way is to note you have a feasible solution to the primal
(60, 0, 25) with objective function value 10 × 60 + 14 × 0 + 20 × 25 = 1100 and a feasible
solution to the dual (5, 0, 0) with objective function value 220 × 5 + 385 × 0 + 160 × 0 = 1100
and so by Weak Duality, both must be optimal.

Comment: It is somewhat lucky that the three equations determine an optimal dual
solution but that is how the question was chosen. The value of the question is in testing
your hands on understanding of Complementary Slackness.

2. [6 points] Consider the LP:

Maximize 12x1 +20x2 +21x3 +18x4


24x1 +40x2 +46x3 +44x4 ≤ 1200
x1 , x 2 , x 3 , x 4 ≥ 0
x1 +x2 +x3 +x4 ≤ 30
3x1 +6x2 +6x3 +6x4 ≤ 150

1
Someone claims the final dictionary has

z = 540 − x2 − 3x4 − 4x6 − 3x7

Explain what optimal solution to the dual this implies and explain why there must
have been an error in the final row for z.

Solution:
Following our proof of the Strong Duality Theorem, and our comments on the magic
coefficients, an optimal solution to the dual has

yi∗ = −coefficient of the ith slack of the primal

and so y1∗ = 0, y2∗ = 4, y3∗ = 3. But our supposedly optimal solution to the primal has
z = 540 and yet 1200y1∗ + 30y2∗ + 150y3∗ = 570 which violates Strong Duality and so some
error must have been made. There are a number of ways in which an error can be made
including complementary slackness; youll have to hunt a little.

Comments: This quiz is asking you to be able to use our Duality Theorems with real
numbers.

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