Linear Programming Assignment 3

Nusrat Munia, Roll-03

March 29, 2019

1 Chapter 6 [Section 6.4]

1.1 Exercise 5
The following questions refer to the diet problem:
If the price of a bottle of soda is 15 and a piece of cheesecake is 60, show that the current basis remains optimal.What
will be the new optimal solution to the diet problem?

1.1.1 Solution
Let,
x1 = number of brownies eaten daily
x2 = number of scoops of chocolate ice cream eaten daily
x3 = bottles of cola drunk daily
x4 = pieces of pineapple cheesecake eaten daily
The LP is
min z = 50x1 + 20x2 + 30x3 + 500x4
s.t.
400x1 + 200x2 + 150x3 + 500x4 >= 500
3x1 + 2x2 >= 6
2x1 + 2x2 + 4x3 + 4x4 >= 10
2x1 + 4x2 + x3 + 5x4 >= 8
x1 , x2 , x3 , x4 >= 0

The canonical form is

z − 50x1 −20x2 − 30x3 −80x4 + 0S1 +0S2 + 0S3 +0S4 + M A1 +M A2 + M A3 +M A4 = 0

400x1 +200x2 + 150x3 +500x4 − S1 + A1 = 500
3x1 +2x2 + −S2 +A2 = 6
2x1 +2x2 + 4x3 +4x4 − S3 + A3 = 10
2x1 +4x2 + x3 +5x4 −S4 +A4 = 8
x1 , x2 , x3 , x4 , S1, S2, S3, S4, A1, A2, A3, A4 >= 0
After applying simplex, we found the basic and non-basic variables.
 
x2
 x3 
Basic variables, XBV =  S1


S4
 
x1
 x4 
 
 S2 
 
 S3 
N on Basic variables, XN BV = A1

 
A2
 
A3
A4

1
  
Coef f icient of basic variables in row0, CBV = 20 30 0 0

 
Coef f icient of non − basic variables in row0, CN BV = 50 80 0 0 M M M M

 
200 150 −1 0
 2 0 0 0
M atrix of basic variables B =  2

4 0 0
4 1 0 −1
 
400 500 0 0 1 0 0 0
 3 0 −1 0 0 1 0 0
M atrix of nonbasic variables N =  
 2 4 0 −1 0 0 1 0
2 5 0 0 0 0 0 1
 
500
 6 
Right − hand side of the constraints b = 
 8 


10
After changing the problem according to the question in basic and a non-basic variable, in row0 the current basis
will remain optimal if the co-efficient of the non-basic variables are non-positive in row0 of the optimal solution. Now,
After changing the problem
 
Coef f icient of basic variables in row0, CBV = 20 15 0 0

 
Coef f icient of non − basic variables in row0, CN BV = 50 60 0 0 M M M M

We know that the row0 of the optimal solution = XBV + (CBV B −1 N − CN BV )XN BV = CBV B −1 b
Now,
 
0 0.5 0 0
 0 −0.25 0.25 0 
B −1 =  −1 62.5 37.5 0 


0 1.75 0.25 −1

CBV B −1 = 0 6.25 3.75 0

 

CBV B −1 N = 26.25
 
15 −6.25 −3.75 0 6.25 3.75 0

CBV B −1 N − CN BV = −23.75 −45 −6.25

 
−3.75 −M 6.25 − M 3.75 − M −M

Coefficient of all the non-basic variable in row0 are non-positive.so we can say that the current basis remains
optimal.
New optimal solution = CBV B −1 b = 75

1.2 Exercise 6
The following questions refer to the diet problem:
If 8 oz of chocolate and 60 calories are required, show that the current basis remains optimal.

2
1.2.1 Solution
Since, changing in the right side of a constraint does not effect the row0. Changing aright-hand side cannot cause the
current basis to become sub-optimal.So the current basis will is optimal and will remain feasible if the constants of the
right hand side remains non-negative in the optimal tableau.
After changing the problem,  
60
8
Right hand side of the constraints b = 
10


8  
4
 0.5 
Right hand side of the constraints of the optimal tableau B −1 b =  815 Since the right hand sides of all the


8.5
equations remain non-negative, so we can say that the current basis remains optimal and feasible.
New optimal solution = CBV B 1 b = 95

2 Chapter 6 [Section 6.5]

2.1 Exercise 3
Find the duals of the following LPs:

max z = 4x1 − x2 + 2x3

s.t.

x1 + x2 <= 5
2x1 + x2 <= 7
2x2 + x3 >= 6
x1 + x3 = 4
x1, x2 , x3 >= 0

2.1.1 Solution
Standard Form:
max z = 4x1 − x2 + 2x3
s.t.

x1 + x2 <= 5
2x1 + x2 <= 7
− 2x2 − x3 <= −6
x1 + x3 <= 4
−x1 − x3 <= −4
x1, x2 , x3 >= 0

dual of this LP is :

min w = 5y1 + 7y2 − 6y3 + 4y4 − 4y5

s.t.

y1 + 2y2 + y4 − y5 >= 4
y1 + y2 − 2y3 >= −1
− y3 + y4 + y5 >= 2
y1 , y2 , y3 , y4 , y5 >= 0

3
2.2 Exercise 4
Find the duals of the following LPs:

min w = 4y1 + 2y2 − y3

s.t.

y1 + 2y2 <= 6
y1 − y2 + 2y3 = 8
y1 , y2 , y3 >= 0

2.2.1 Solution
Standard Form:
min w = 4y1 + 2y2 − y3
s.t.

−y1 − 2y2 >= −6

y1 − y2 + 2y3 >= 8
−y1 + y2 − 2y3 >= −8
y1 , y2 , y3 >= 0

dual of this LP is :

max z = −6x1 + 8x2 − 8x3

s.t.

−x1 + x2 − x3 <= 4
−2x1 − x2 + x3 <= 2
+ 2x2 − 2x3 <= −1
x1, x2 , x3 >= 0