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Exercise2

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Nguyễn Vân Anh
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4 views

Exercise2

Uploaded by

Nguyễn Vân Anh
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Exercise 2

1. Consider the linear programming problem

minimize c1 x1 + c2 x2
subject to 2x1 + x2 = 2
x1 , x2 ≥ 0

where c1 , c2 ∈ R. Suppose that the problem has an optimal feasible solution that is not basic.
a) Find all basic feasible solutions.
b) Find all possible values of c1 and c2 .
c) At each basic feasible solution, compute the reduced cost coefficients for all nonbasic variables.
2. Consider a linear program with a single constraint

minimize z = c1 x1 + c2 x2 + · · · + cn xn
subject to a1 x1 + a2 x2 + · · · + an xn ≤ b
x1 , x2 , . . . , xn ≥ 0.

a) Under what conditions is the problem feasible?


b) Develop a simple rule to determine an optimal solution, if one exists.
3. Let P = x ∈ R3 | 2x1 + 3x2 + x3 = 1, x ≥ 0 and consider the vector x = (0, 0, 1).


a) Find the set of basic directions at x.


b) Let c = (1, −1, 2). Find the set of basic directions at x that reduces the cost function f (x) = cT x.
4.
An LP involving maximization of a linear func-
tion in two decision variables has its feasible re-
gion shown in the following figure.
a) List the basic feasible solutions to this LP.
Is the LP degenerate? Why?
b) Suppose the coefficients of the objective
function are both positive. If the extreme point at
the origin corresponds to the initial basic feasible
solution, what is the smallest possible number of
iterations required to obtain a degenerate basic
feasible solution?
What is the largest possible number of itera-
tions? What attribute of the objective function
determines this outcome?
5. Using the optimality test to find all the values
of the parameter a such that x∗ = (0, 1, 1, 3, 0, 0)T
is the optimal solution of the following LP:

minimize z = −x1 − a2 x2 + 2x3 − 2ax4 − 5x5 + 10x6


subject to −2x1 − x2 + x4 + 2x6 = 2
2x1 + x2 + x3 = 2
−2x1 − x3 + x4 + 2x5 = 2
x1 , x2 , x3 , x4 , x5 , x6 ≥ 0.

1
6. Consider the LP problem
minimize − x1
subject to x1 − x2 = 1
x1 , x2 ≥ 0.
a) Write down the basic feasible solution for x1 as a basic variable.
b) If we apply the simplex algorithm to this problem, under what circumstance does it terminate?
(In other words, which stopping criterion in the simplex algorithm is satisfied?)
c) Show that in this problem, the objective function can take arbitrarily negative values over the
constraint set.
7. The following tableau corresponds to an iteration of the simplex method:

basic x1 x2 x3 x4 x5 x6 rhs
−z 0 a 0 b c 3 d
0 −2 1 e 0 2 f
1 g 0 −2 0 1 1
0 0 0 h 1 4 3

Find conditions on the parameters a, b, . . . , h so that the following statements are true.
a) The current basis is optimal.
b) The current basis is the unique optimal basis.
c) The current basis is optimal but alternative optimal bases exist.
d) The problem is unbounded.
e) The current solution will improve if x4 is increased. When x4 is entered into the basis, the
change in the objective is zero.

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