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En Sample ExamQuestions1

The document presents a series of problems related to linear programming, including the application of the simplex algorithm to find feasible solutions and optimal points. It details the steps taken to identify points during iterations, calculate the objective function, and determine feasible bases for given linear programs. Additionally, it discusses the dual of a linear program and performs an iteration of the simplex algorithm while explaining the rationale behind variable selection and tableau modifications.

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11 views5 pages

En Sample ExamQuestions1

The document presents a series of problems related to linear programming, including the application of the simplex algorithm to find feasible solutions and optimal points. It details the steps taken to identify points during iterations, calculate the objective function, and determine feasible bases for given linear programs. Additionally, it discusses the dual of a linear program and performs an iteration of the simplex algorithm while explaining the rationale behind variable selection and tableau modifications.

Uploaded by

samadani
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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Problem 1 : (10 points)

Consider the following linear program:

The set of feasible solutions for this problem, identified with the LP2D software, is
reproduced in the figure hereafter.

a) In the figure above, starting from the feasible solution at (0, 0), indicate which are the
points obtained during the different iterations of the simplex algorithm when the
criterion used to choose the variable entering the basis is to take the one that produces
the greatest increase in the objective function. Name these points A, B, C, etc., in the
order in which they are visited by the algorithm.
Answer: At (0,0), the algorithm selects the variable that produces the greatest increase in
the objective function. Looking at the coefficients, we determine that the algorithm first

1
moves toward x1 variable direction and visits point A. The algorithm moves alphabetically
as shown in the figure until the optimal solution at F is found.
b) Graphically identify the optimal solution. Write the system of equations needed to
calculate exactly the coordinates of this optimum. Compute the value of the objective
function at this optimum.
Answer: Considering the isoprofit line and the improving direction, the optimal solution
is at point F, where Constraints 5 and 6 are tight. Thus, x2 = 19/2 and x1 = 18. So, the
objective function value is 81.5.

Problem 2 : (15 points)


Consider the linear program:

a) Determine a feasible basis for this problem.

Answer: The initial tableau is given below:

Basic var x1 x2 x3 x4 x5 x6 RHS


x5 1 -4 3 0 1 0 2
x4 1 -1 2 1 0 0 5
x6 -1 -1 0 0 0 1 10
z 3 0 7 2 0 6 0

Clearly, (x4, x5, x6) gives us a feasible basis, except for the last row. We then do the
required elementary row operations to make sure that the coefficients in last row for x4, x5
and x6 are zero. We then get:

Basic var x1 x2 x3 x4 x5 x6 RHS


Row-1 x5 1 -4 3 0 1 0 2
Row-2 x4 1 -1 2 1 0 0 5
Row-3 x6 -1 -1 0 0 0 1 10
Row-0 z 7 8 3 0 0 0 -70

2
The feasible basis is given above. The corresponding solution is:

x1 =0, x2 =0, x3 =0, x4 =4, x5 =2, x6 =10, z = -70

b) Is the solution corresponding to this basis optimal? (justify your answer)

Answer: Since all coefficients in the last row (the reduced costs) in the final tableau
above are nonpositive, there is no means to increase the value of z by increasing the value
of a non-basic variable. For this reason, we are at the optimum!

Problem 3 : (25 points)


Consider the linear program:

a) Write the dual of this problem.


Answer: The following is the dual of this primal LP:

b) Perform one iteration of the simplex algorithm on this problem (the primal!) using the
rule of the greatest coefficient to select the variable entering the basis.

3
Answer: Writing the canonical form gives:

The corresponding table is


Basic
x1 x2 x3 x'4 x''4 s1 s2 s3 a1 a2 a3 RHS
Var
s1 1 2 0 0 0 1 0 0 0 0 0 4
a1 1 0 1 0 0 0 -1 0 1 0 0 7
a2 0 1 3 4 -4 0 0 0 0 1 0 6
a3 0 1 0 6 -6 0 0 -1 0 0 1 8
z -3 -2 7 -5 5 0 0 0 0 0 0 0

We also modify the objective function and change it as the minimization of the sum of
artificial variables.
min a1 + a2 + a3 = – max –( a1 + a2 + a3).
Using 2nd, 3rd and 4th constraints, we obtain the following:
a1 + a2 + a3 = 7-x1 – x3 + s2 + 6 – x2 – 3x3 – 4x'4+4x''4+8-x2-6x'4+6x''4+s3
= 21 – x1 – 2x2 – 4x3 – 10x'4 + 10x''4 + s2 + s3.
So we maximize w = – (21 – x1 – 2x2 – 4x3 – 10x'4 + 10x''4 + s2 + s3).
which can be written as
w – x1 – 2x2 – 4x3 – 10x'4 + 10x''4 + s2 + s3 = –21.
We then get the following tableau:
Basic
x1 x2 x3 x'4 x''4 s1 s2 s3 a1 a2 a3 RHS
Var
s1 1 2 0 0 0 1 0 0 0 0 0 4
a1 1 0 1 0 0 0 –1 0 1 0 0 7
a2 0 1 3 4 –4 0 0 0 0 1 0 6
a3 0 1 0 6 –6 0 0 –1 0 0 1 8
w –1 –2 –4 –10 10 0 1 1 0 0 0 –21

The greatest coefficient is x'4, and the ratio test gives min{6/4, 8/6} = 8/6, therefore the
leaving variable is a3. We then delete the last column and the new tableau is the following:

4
Basic
x1 x2 x3 x'4 x''4 s1 s2 s3 a1 a2 RHS
Var
s1 1 2 0 0 0 1 0 0 0 0 4
a1 1 0 1 0 0 0 –1 0 1 0 7
a2 0 1/3 3 0 0 0 0 2/3 0 1 2/3
x'4 0 1/6 0 1 –1 0 0 –1/6 0 0 4/3
z –1 –1/3 –4 0 0 0 1 –2/3 0 0 –23/3

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