Or1 HW

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Problem 2

Classify each of the following according to whether it: has a unique optimal solution, has multiple optimal
solutions, is infeasible, or is unbounded.

Maximize z = x1 + x2
S.t. x1 + x2 ≤ 4
x1 - x2 ≥ 5
x1,x2 ≥ 0
Infeasible

Maximize z = 4x1 + x2
S.t. 8x1 + 2x2 ≤ 16
5x1 + 2x2 ≤ 12
x1,x2 ≥ 0
Feasible (multiple solution)

Maximize z = -x1 + 3x2


S.t. x1 - x2 ≤ 4
x1 + 2x2 ≥ 4
x1,x2 ≥ 0
Unbounded

Maximize z = 3x​1​ + x​2


S.t. 2x1 + x2 ≤ 6
x1 + 3x2 ≤ 9
x1,x2 ≥ 0
Feasible (unique solution)
Problem 3
Maximize z = x1 - x2

S.t. x1 + x2 ≤ 6
x1 - x2 ≥ 0
x1 - x2 ≥ 3
x1,x2 ≥ 0

Optimal solution is found in extreme point (6,0) where z = 6. Constraints that are binding here are
x1 + x2 ≤ 6 and x1 - x2 ≥ 3.

Maximize z = x1
S.t. -x1 + x2 ≤ 2
x1 + x2 ≤ 8
-x1 + x2 ≥ -4
x1,x2 ≥ 0

Optimal solution is found in (6,2) where z = 6. Constraints that are binding here are x1+ x2 ≤ 8
- x1+ x2 ≥ -4.
Problem 5
For the following LPs, show how the basic feasible solutions to the LP in standard form correspond to the
extreme points of the feasible region.
Max z = = 3 x1 + 5 x2
Subject to
2x1 + x2 ≤ 100
x1 + x2 ≤ 80
x1 ≤ 40
x1 ≥ 0
x2 ≥ 0

Standard form of given LP


Max z = 3 x1 + 5 x2
Subject to
2x1 + x2 +s1 = 100
x1 + x2 +s2 = 80
x1 +s3 = 40
x1, x2, s1, s2, s3 ≥ 0

NBV BV x1 x2 s1 s2 s3 BFS Z Corner


Point

x1, x2 s1, s2, s3 0 0 100 80 40 Yes 0 E

x1, s1 x2, s2, s3 0 100 0 -20 40 No - -

x1, s2 x2, s1, s3 0 80 20 0 40 Yes 400 A


x1, s3 x2, s1, s2 - - - -- - - Not -
feasible

x2, s1 x1, s2, s3 50 0 0 30 -10 No - -

x2, s2 x1, s1, s3 80 0 -60 0 -40 No - -

x2, s3 x1, s1, s2 40 0 20 40 0 Yes 120 D

s1, s2 x1, x2, s3 20 60 0 0 20 Yes 360 B

s1, s3 x1, x2, s2 40 20 0 0 0 Yes 220 C

s2, s3 x1, x2, s1 40 40 -20 0 0 No - -

Problem 6
Convert the following LP into one in standard form.
Maximize z = 3x1 + 5x2 -x3
Subject to
x1 + 2x2 + 4x3 ≤ -4
-5x1 -3x2 +x3 ≥ 15
x2 ≤ 0
x3 ≥ 0

Solution:
Slack variable for constraint 1 is s1
Surplus variable for constraint 2 is s2
Convert x2 to nonnegative by introducing variable y2 where x2 = -y2
Convert URS x1 to nonnegative by introducing variables w1 and y1 where x1 = y1-w1

Standard Form of the LP


Maximize z = 3y1 - 3w1 - 5y2 -x3
Subject to
y1- w1 - 2y2 + 4x3 + s1 = -4
-5y1 +5w1 +3y2 +x3 - s2 = 15
x3, y1, y2, w1,s1, s2 ≥ 0
Exercise B
Problem 4
The following is part of a simplex tableau. Determine the departing variable if the entering variable is (a)
x5, (b) x3, (c) x7.
Problem 7

BV NBV

z 42 x1 0

x3 10 x2 0

u -34 w 0

v 22
Problem 8
#1

Max z = 2x1 + 3x2 -x3


S.t.
x1 + 2x2 -x3 ≤ 6
x1 - 3x2 - 3x3 ≤ 10
x1, x2, x3 ≥ 0

Solution:
Slack variable for constraint 1 is s1
Slack variable for constraint 2 is s2

Standard Form of the LP


Max z - 2x1 - 3x2 + x3 = 0
S.t.
x1 + 2x2 -x3 + s1 = 6
x1 - 3x2 - 3x3 + s2 = 10
x1, x2, x3, s1, s2 ≥ 0
N = 5, m = 2
N-m = 3 NBVs
Let x1,x2, x3 = 0
S1 = 6, S2 = 10
#2

Max z = x1 + 2x2 + x3 + x4
S.t.
2x1 + x2 + 3x3 + x4 ≤ 8
2x1 + 3x2 + 4x4 ≤ 12
3x1 + x2 + 2x3 ≤ 18
x1, x2, x3, x4 ≥ 0

Solution:
Slack variable for constraint 1 is s1
Slack variable for constraint 2 is s2
Slack variable for constraint 3 is s3

Standard Form of the LP


Max z - x1 - 2x2 - x3 - x4 = 0
S.t.
2x1 + x2 + 3x3 + x4 + s1 = 8
2x1 + 3x2 + 4x4 + s2 = 12
3x1 + x2 + 2x3 + s3 = 18
x1, x2, x3, x4, s1, s2, s3 ≥ 0
N = 7, m = 3
N-m = 4 NBVs
Let x1,x2, x3, x4 = 0
s1 = 8, s2 = 12, s3 = 18

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