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Exercises 1 1) (The Solution Is Not Given.) Given The Following Programming Problems

The document contains solutions to several linear programming problems: 1) It asks whether two given problems are linear programming problems. 2) It provides the formulation of a constrained maximization problem involving the purchase of goods subject to budget and other constraints, and asks if it is a linear problem. 3) It asks to solve four given linear programming problems by reformulating them as either maximum or minimum problems and using gradient or vertex methods. 4) It provides the solution to one given problem using geometric and vertex methods, finding the constrained minimum point and value. 5) It similarly provides the solution to another given problem using geometric and vertex methods, finding the constrained maximum point and value.

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David Businelli
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61 views

Exercises 1 1) (The Solution Is Not Given.) Given The Following Programming Problems

The document contains solutions to several linear programming problems: 1) It asks whether two given problems are linear programming problems. 2) It provides the formulation of a constrained maximization problem involving the purchase of goods subject to budget and other constraints, and asks if it is a linear problem. 3) It asks to solve four given linear programming problems by reformulating them as either maximum or minimum problems and using gradient or vertex methods. 4) It provides the solution to one given problem using geometric and vertex methods, finding the constrained minimum point and value. 5) It similarly provides the solution to another given problem using geometric and vertex methods, finding the constrained maximum point and value.

Uploaded by

David Businelli
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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EXERCISES 1

1) (The solution is not given.) Given the following programming problems:

max z = -3x1 + 5x2


s. t. (sen 17) x1 – 6 x2 ≤ 2
x1 ≤ 1.5
x2 ≤ 1.5
x1 , x2 ≥ 0

max z = 3x1 - x2
s. t. x1 - x2  ≤ 2
x1, x2 ≥ 0

say if they are linear.

2) You want to purchase quantities x1, x2, x3 of three goods at prices, 5 2, 7 (in euros) respectively
such that the sum of these quantities is maximised, the total expenditure does not exceed 20 and the
product of the quantities x1 and x2 is greater than 11. Write (without solving it) the problem of
constrained maximisation. Is it a linear programming problem?

3) (The solution is not given.) Given the following problems solved in Lecture 1:

max z = x1 + x2
s. t. 2x1 + x2 ≥ 2
x1 + x2 ≤ 3
x1, x2 ≥ 0

min z = x1 + x2
s. t. 2x1 + x2 ≤ 2
x1 + x2 ≥ 3
x1, x2 ≥ 0

max z = x1 + x2
s. t. x1 + 2x2 ≥ 6
x2 ≤ 2
x1, x2 ≥ 0

min z = x2
s. t. x1 + x2 ≥ 3
x2 ≤ 2
x1, x2 ≥ 0

solve each of them as a minimum problem (if maximum) or as a maximum problem (if minimum),
both with the gradient method and (if possible) with the vertices method.

4) Solve by the geometric method the problem:

opt z = -5x1 + 4x2

1
s. t. x1 + x2 ≤ 4
2x1 + x2 ≤ 5
- x1 + 4x2 ≥ 1
x1, x2 ≥ 0.

5) Solve by the geometric method the problem:

max z = 13x1 + 23x2


5x1 + 15x2 ≤ 480
4x1 + 4x2 ≤ 160
35x1 + 20x2 ≤ 1&190
x 1, x2 ≥ 0.

2
SOLUTIONS

2) We obtain:

max z = x1 + x2 + x3
s.t. 5x1 + 2x2 + 7x3 ≤ 20
x1 ⋅ x2 > 11
x1, x2, x3 ≥ 0.

It is not a linear programming problem because the second constraint contains the product of two
variables.

4)

Since X is limited, we can also use the vertices method:

A = (0, 1/4) B = (0, 4) C = (1, 3) D = (19/9, 7/9)


z (0, 1/4) = 1 z(0, 4) = 16 z(1, 3) = 7 z(19/9, 7/9) = - 67/9

giving the constrained minimum point x* = (19/9, 7/9) and the constrained minimum z* = - 67/9;
the constrained minimum point is x* = (0, 4) and the constrained minimum is z* = 16.

5) The feasible set is defined by the system of inequalities:

5 x1 + 15 x2 ≤ 480
4 x1 + 4 x2 ≤ 160
35 x1 + 20 x2 ≤ 1&190
x 1, x2 ≥ 0.

Having drawn the set X, in order to find the optimal solution we represent a level line and the
gradient:

3
z = 0 ⇒ 13 x1 + 23 x2 = ⇒ 0 x2 = -13/23 x1
∇z = (13 23)

Hence the solution:


x* = (12, 28) constrained maximum point
z* = z (x*) = 800 constrained maximum.

Since X is limited we can also use the vertices method:

O = (0, 0) A = (0, 32) B = (12, 28) C = (26, 14) D = (34, 0)


z (0, 0) = 0 z(0, 32) = 736 z(12, 28) = 800 z(26, 14) = 660 z(34, 0) = 442

which gives the same solution.

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