Scribd
Upload
11 views2 pages

Solving LP Problems: The Simplex Method 2Nd Year - Ensia: Exercice C1

Uploaded by

khelili
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
11 views2 pages

Solving LP Problems: The Simplex Method 2Nd Year - Ensia: Exercice C1

Uploaded by

khelili
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
You are on page 1/ 2

Operations Research (OR) TD 3

Solving LP Problems: The Simplex Method 2ND YEAR - ENSIA

Exercice C1
Use the simplex algorithm to find the optimal solution to the following LP:

Min 𝑧 = − 4 𝑥1 + 𝑥2
S.t. 3𝑥1 + 𝑥2 ≤ 6
− 𝑥1 + 2𝑥2 ≤ 0
𝑥1, 𝑥2 ≥ 0
Exercice C2
Use the simplex algorithm to find two optimal solutions to the following LP:

Max 𝑧 = 5 𝑥1 + 3𝑥2 + 𝑥3
S.t. 𝑥1 + 𝑥2 + 3𝑥3 ≤ 6
5𝑥1 + 3𝑥2 + 6𝑥3 ≤ 15
𝑥1, 𝑥2, 𝑥3 ≥ 0

Exercice C3
Consider the following LP:
Max 𝑧 = 10 𝑥1 + 𝑥2
S.t. 𝑥1 ≤1
20 𝑥1 + 𝑥2 ≤ 100
𝑥1, 𝑥2 ≥ 0
(a) Find all the basic feasible solutions for this LP.
(b) Show that when the simplex is used to solve this LP, every basic feasible
solution must be examined before the optimal solution is found.
By generalizing this example, Klee and Minty (1972) constructed (for 𝑛 = 2, 3, ...)an LP
with n decision variables and n constraints for which the simplex algorithm
𝑛
examines 2 − 1 basic feasible solutions before the optimal solution is found. Thus,
there exists an LP with 10 variables and 10 constraints for which the simplex
10
requires 2 − 1 = 1,023 pivots to find the optimal solution. Fortunately, such
“pathological” LPs rarely occur in practical applications.
Exercice C4
Two different products, P1 and P2, can be manufactured by one or both of two
different machines, M1 and M2. The unit processing time of either product on either
machine is the same. The daily capacity of machine M1 is 200 units (of either P1 or
P2, or a mix of both), and the daily capacity of machine M2 is 250 units. The shop
supervisor wants to balance the production schedule of the two machines such that
the total number of units produced on one machine is within 5 units of the number
produced on the other. The profit per unit of P1 is $10 and that of P2 is $15. Set
up the problem as an LP in equation form.
Exercice P1 (Optional)
Use the simplex algorithm to find two optimal solutions to the following LP. How
many optimal solutions does this LP have? Find a third optimal solution.

Max 𝑧 = 4 𝑥1 + 𝑥2
S.t. 2 𝑥1 + 3 𝑥2 ≤ 4
𝑥1 + 𝑥2 ≤ 1
4𝑥1 + 𝑥2 ≤ 2
𝑥1, 𝑥2 ≥ 0

Exercice P2 (Optional)
Show how the following objective function can be presented in equation form:
Minimize 𝑧 = max {|𝑥1 − 𝑥2 + 3𝑥3|, |− 𝑥1 + 3𝑥2 − 𝑥3| }
𝑥1, 𝑥2, 𝑥3 ≥ 0
Exercice P3 (Optional)
Show that the 𝑚 equations
𝑛
∑ 𝑎𝑖𝑗𝑥𝑗 = 𝑏𝑖, 𝑖 = 1, 2,..., 𝑚
𝑗=1
are equivalent to the following 𝑚 + 1 inequalities:
𝑛
∑ 𝑎 𝑥 = 𝑏𝑖, 𝑖 = 1, 2,..., 𝑚
𝑖𝑗 𝑗
𝑗=1
𝑛 𝑚 𝑚
∑ ( ∑ 𝑎𝑖𝑗)𝑥𝑗 ≥ ∑ 𝑏𝑖
𝑗=1 𝑖=1 𝑖=1

Exercice P4 (Optional)
During the 1972 football season, the games shown in Table below were played by the
Miami Dolphins, the Buffalo Bills, and the New York Jets. Suppose that on the basis
of these games, we want to rate these three teams. Let M = Miami rating, J = Jets
rating, and B = Bills rating. Given values of M, J, and B, you would predict that
when, for example, the Bills play Miami, Miami is expected to win by M-B points.
Thus, for the first Miami–Bills game, your prediction would have been in error by
|M - B - 1| points. Show how linear programming can be used to determine ratings
for each team that minimize the sum of the prediction errors for all games.

Miami Bills Jets

27 - 17

28 - 24

24 23 -

30 16 -

- 24 41

- 3 41

You might also like