Scribd
Upload
26 views2 pages

MSCI 702 Assignment 2 Solution: Problem 1

This document provides the solution to Problem 1 of an MSC assignment. It involves solving a linear programming problem with 4 constraints and 3 variables to maximize an objective function. The dual problem is formulated. By determining that the dual optimal solution has y1* = 1, it is possible to deduce the values of other dual variables and the optimal objective function value z* = -4.

Uploaded by

Sakura2709
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
26 views2 pages

MSCI 702 Assignment 2 Solution: Problem 1

This document provides the solution to Problem 1 of an MSC assignment. It involves solving a linear programming problem with 4 constraints and 3 variables to maximize an objective function. The dual problem is formulated. By determining that the dual optimal solution has y1* = 1, it is possible to deduce the values of other dual variables and the optimal objective function value z* = -4.

Uploaded by

Sakura2709
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 2

MSCI 702 Assignment 2 Solution

Problem 1 (5 Marks)
max z = c1 x1 + c2 x2 2x3
s.t. x1 x2 2
x1 + x2 x3 3
2x1 2x2 2x3 2.1314
x1 2x2 2x3 3

(0.1)
(0.2)
(0.3)
(0.4)

x1 , x2 , x3 0
If there exists a dual optimal solution with y
1 = 1, can one
value z ?
Solution:
The dual problem is: (2 marks)
min z = 2y1 3y2 +2.1314y3
s.t.
y1
y2 +2y3
+y
y1
2y3
2
y2 2y3
y
0

guess the optimal objective function

+3y4
+y4 c1
2y4 c2
2y4 2

From y1 = 1, we know lhs=rhs for the constraint (1) of the primal problem. So x1 x2 = 2
Constraint (2) change to (x1 x2 ) x3 3 x3 1
Constraint (3) change to 2(x1 x2 ) 2x3 2.1314 x3 0.9394
Constraint (4) change to (x1 x2 ) x2 2x3 3 x2 + 2x3 1
From comparing constraint (2) and constraint(3), we know constraint (3) is not binding, so
y3 = 0 (1 mark)
0, x2 + 2x3 0. Then we know constraint (4) is not binding, so

y4 = 0
1 mark
From constaint (2) we know the dual problems constraint (3) change to y2 2y3 2y4 =
2 y 2 = 2 (1 mark)
So z = 2y1 3y2 +

2.1314y

+
3y

= 2 1 3 2 = 4

Thanks go to Runhong Deng

You might also like