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Exercise 2

Optimization_EX2

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40 views2 pages

Exercise 2

Optimization_EX2

Uploaded by

Hoà Ngọc
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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Exercise 2

1. Consider the linear programming problem

minimize c1 x1 + c2 x2
subject to 2x1 + x2 = 2
x1 , x2 ≥ 0

where c1 , c2 ∈ R. Suppose that the problem has an optimal feasible solution that is not basic.

a) Find all basic feasible solutions.

b) Find all possible values of c1 and c2 .

c) At each basic feasible solution, compute the reduced cost coefficients for all nonbasic variables.
way1: formulation in slide 16 lect 4
way2:
2. Consider a linear program with a single constraint

minimize c1 x1 + c2 x2 + · · · + cn xn
subject to a1 x1 + a2 x2 + · · · + an xn ≤ b
x1 , x2 , . . . , xn ≥ 0.

a) Under what conditions is the problem feasible? this means feasible set is not empty

b) Develop a simple rule to determine an optimal solution, if one exists.

3. Let P = x ∈ R3 | 2x1 + 3x2 + x3 = 1, x ≥ 0 and consider the vector x = (0, 0, 1).




a) Find the set of basic directions at x.

b) Let c = (1, −1, 2). Find the set of basic directions at x that reduces the cost function f (x) = cT x.

4.
An LP involving maximization of a linear func-
tion in two decision variables has its feasible re-
gion shown in the following figure.

a) List the basic feasible solutions to this LP.


Is the LP degenerate? Why?

b) Suppose the coefficients of the objective


function are both positive. If the extreme
point at the origin corresponds to the initial
basic feasible solution, what is the small-
est possible number of iterations required
to obtain a degenerate basic feasible solu-
tion? What is the largest possible number
of iterations? What attribute of the objec-
tive function determines this outcome?

1
5. Using the optimality test to find all the values
of the parameter a such that x∗ = (0, 1, 1, 3, 0, 0)T
is the optimal solution of the following LP:

minimize −x1 − a2 x2 + 2x3 − 2ax4 − 5x5 + 10x6


subject to −2x1 − x2 + x4 + 2x6 = 2
2x1 + x2 + x3 = 2
−2x1 − x3 + x4 + 2x5 = 2
x1 , x2 , x3 , x4 , x5 , x6 ≥ 0.

6. Consider the LP problem


minimize −x1
subject to x1 − x2 = 1
x1 , x2 ≥ 0.

a) Write down the basic feasible solution for x1 as a basic variable.

b) If we apply the simplex algorithm to this problem, under what circumstance does it terminate?
(In other words, which stopping criterion in the simplex algorithm is satisfied?)

c) Show that in this problem, the objective function can take arbitrarily negative values over the
constraint set.

7. Consider the problem


minimize −2x1 − x2
subject to x1 − x2 ≤ 2
x1 + x2 ≤ 6
x1 , x2 ≥ 0.

a) Convert the problem into standard form and construct a basic feasible solution at which (x1 , x2 ) =
(0, 0).

b) Use the simplex method to solve the problem, starting with the basic feasible solution of part (a)

c) Draw a graphical representation of the problem in terms of the original variables x1 , x2 , and
indicate the path taken by the simplex algebra.

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