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(Spring19) MTL103 Minor2

This document contains a mathematics exam on optimization methods and applications. It consists of 4 questions related to linear programming problems, including determining if a basis is optimal, using duality theory to prove a relationship, writing a Lagrangian dual function, and evaluating statements about optimal solutions.

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Astha Lohia
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14 views1 page

(Spring19) MTL103 Minor2

This document contains a mathematics exam on optimization methods and applications. It consists of 4 questions related to linear programming problems, including determining if a basis is optimal, using duality theory to prove a relationship, writing a Lagrangian dual function, and evaluating statements about optimal solutions.

Uploaded by

Astha Lohia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Department of Mathematics

MTL 103 (Optimization Methods and Applications)


Minor Exam 2
Time: 1 hour 10 minutes Date: 18/08/20
Max. Marks: 30

Note: The exam is closed-book, and all the questions are compulsory.

1. Consider a linear programming problem

min −3x1 + x2 + 3x3 − x4


s.t. x1 + 2x2 − x3 + x4 = 0; 2x1 − 2x2 + 3x3 + 3x4 = 9; x1 − x2 + 2x3 − x4 = 6
xi ≥ 0, i = 1, 2, 3, 4.

Let x = (x1 , x2 , x3 , x4 ) be a basic feasible solution where x2 , x3 , x4 are basic variables and B is the
associated basis. Is basis B an optimal basis? If B is not an optimal basis, find a cost reducing
basic direction d and calculate the maximum improvement in the cost function by moving from x
in the direction d. Find a new basic feasible solution by moving from x in the direction d. Is the
new basic feasible solution an optimal solution of the linear program?
(8 marks)
2. Let A be an m × n matrix, c be an n × 1 vector, and 0 be an m × 1 zero vector. Using duality
theory prove that Ax ≤ 0 implies cT x ≤ 0 if and only if cT = λT A for some λ ≥ 0.
(8 marks)
3. Consider a linear programming problem which we call it as a primal problem

min x1 − 3x2 − 2x3


s.t. 3x1 − x2 + 2x3 ≤ 7; 2x1 − 4x2 ≥ 12; −4x1 + 3x2 + 8x3 = 10
x1 ≥ 0, x2 ≥ 0, x3 is unrestricted

a) Write the Lagrangian dual function for the primal problem and show that it gives a lower bound
on the optimal cost of primal problem.
b) Show that the best lower bound of the optimal cost of primal problem is given by the optimal
value of another linear programming problem.
(8 marks)
4. For each one of the following statements, state whether it is true or false. If true, provide a proof,
else, provide a counterexample with proper explanation.
ˆ If a linear programming problem has infinite optimal solutions, then there exists at least two
extreme points which are optimal solutions of the linear programming problem.
ˆ Suppose a linear programming problem always has an optimal solution. Then, there exists an
extreme point which is an optimal solution.
ˆ Suppose x is a basic feasible solution of a linear programming problem in standard form such
that the reduced cost associated with all non-basic variables is positive, i.e., c̄j > 0 for all
j ∈ N , where N is the index set of non-basic variables. Then, x is a unique optimal solution.
ˆ Suppose a linear programming problem in standard form has infinite solutions and x is an
optimal basic feasible solution such that the reduced cost for some non-basic variable is zero,
i.e., c̄j = 0 for some j ∈ N . Then, there exists an optimal basic feasible solution different from
x.
(6 marks)

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