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This document provides numerical optimization problems and questions related to linear programming problems. It includes problems about converting linear programs to standard form, writing linear programs with certain properties, formulating an alloy production problem as a linear program, graphing feasible regions and finding optimal solutions, and showing the relationship between minimizing a polynomial function and solving a boolean satisfiability problem.

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Keith D'souza
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81 views2 pages

1

This document provides numerical optimization problems and questions related to linear programming problems. It includes problems about converting linear programs to standard form, writing linear programs with certain properties, formulating an alloy production problem as a linear program, graphing feasible regions and finding optimal solutions, and showing the relationship between minimizing a polynomial function and solving a boolean satisfiability problem.

Uploaded by

Keith D'souza
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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Numerical optimization, Problem sheet 1

1. Convert the following linear programming problems to standard form:


(a)
minimize x + y
subject to x + 2y = 7
and x ≥ 1, y ≥ 2.
(b)
minimize x + 2y + 3z
subject to 2 ≤ x + y ≤ 3
4≤x+z ≤5
x−y ≤2
and x ≥ 0, y ≥ 0, z ≥ 0
(c)
maximize 2x + y
subject to 1 ≤ x + y ≤ 5
x−y ≤4
2. Write down two linear programming problems in two variables
(a) one which is in standard form and feasible set is empty
(b) second one such that feasible set is a haline.
3. A manufacturer wishes to produce an alloy that is, by weight, 30% metal A
and 70% metal B. Five alloys are available at various prices as indicated below:
Alloy 1 2 3 4 5
%A 10 25 50 75 95
%B 90 75 50 25 5
Price/kg 20 8 6 4 3
The desired alloy will be produced by combining some of the other alloys. The
manufacturer wishes to nd the amounts of the various alloys needed and to
determine the least expensive combination. Formulate this problem as a linear
programming problem.
4. Graph the feasible region of linear programming problems below. Graphically
nd optimal solution.
(a)
maximize 2x + y
subject to x + y ≥ 1
3x + 4y ≥ 12
x−y ≤2
−2x + y ≤ 2
(b)
maximize 40x + 50y
subject to 2x + y ≤ 12
−4x + 5y ≤ 20
x + 3y ≤ 15
and x ≥ 0, y ≥ 0
5. Let
s1 = x1 + x2 + x3 ,
s2 = x1 x2 + x1 x3 + x2 x3 ,

1
s3 = x1 x2 x3 ,
Q = 1 − (s21 − 3s2 + s3 ).
Consider boolean formulas in variables x1 , . . . , xk . Let xi+k be negation of xi
(this is to avoid explicitely writing negations). Given boolean formula
B = (xj1,1 ∨ xj2,1 ∨ xj3,1 ) ∧ · · · ∧ (xj1,m ∨ xj2,m ∨ xj3,m )

we buid polynomial f in y1 , . . . , yk as
f = Q(yj1,1 , yj2,1 , yj3,1 ) + · · · + Q(yj1,m , yj2,m , yj3,m )

where yi+k = 1 − yi . Let S be unit hypercube, that is set of y such that


0 ≤ yi ≤ 1 for i = 1, . . . , k . Show that min f on S is zero if and only if there
is substitution of truth values for variables in B which makes B true. You may
assume that properties of Q given in the lecture are true, that is 0 ≤ Q ≤ 1
with equality only at vertices.
Remark: When f is as in above there exist constant C > 0 independent of f
such that if min f > 0, then max f ≥ C . This means that we can reduce known
NP-complete problem (boolean satisfability) to an optimization problem for
polynomials using moderate precision (in practice standard machine precision).

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