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Ie 202 PS 5 1

This document contains 6 problems related to linear programming (LP). The problems involve writing the dual of an LP, determining optimality of primal-dual solutions, checking feasibility of a basic solution, solving LPs using the dual simplex method, and showing unboundedness without direct solution.

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Adem Cihan Arslan
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70 views1 page

Ie 202 PS 5 1

This document contains 6 problems related to linear programming (LP). The problems involve writing the dual of an LP, determining optimality of primal-dual solutions, checking feasibility of a basic solution, solving LPs using the dual simplex method, and showing unboundedness without direct solution.

Uploaded by

Adem Cihan Arslan
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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Tnaz Ekim Kbra Tannm

17.03.2015
IE 202 PS 5
1.

Write the equation form of the following LP and find its dual problem using the equation form.
Maximize z=3x1 + 7x2 - x3 - 2x4
s.t.

2x1 - 3x2 + 5x3 + x4 = 20


x1 - x2

+ 4x4 33

- x1 + x2 + 3x3

10

x1 unrestricted, x2, x3, x4 0


2.

Find the optimal objective value of the following problem by inspecting only its dual. (Do not solve

the dual by the simplex method.)


minimize z= 10x1 + 4x2 + 5x3
s.t.

5x1 - 7x2 + 3x3 25


x1, x2, x3 0

3.

For the following LP assume that y1 and y2 be the dual variables. Determine whether the following

pairs of primal-dual solutions are optimal.


minimize z= 5x1 + 2x2
s.t.

a. ( x1=3, x2=1, y1=4, y2=1 )

x1 - x2 3

b. ( x1=4, x2=1, y1=1, y2=0 )

2x1 + 3x2 5

c. ( x1=3, x2=0, y1=5, y2=0 )

x1, x2 0
4.

Consider the following LP. Check the optimality and feasibility of the basic solution given.
maximize z=3x1 + 2x2 + 5x3
s.t.

x1 + 2x2 + x3 30
3x1

+ 2x3 60

x1 + 4x2
5.

-1

Basic variables: (x4, x3, x6), B =[0


0

1
2

1
2

0
0]
1

20

Use the Dual Simplex Method to solve the following LPs.


a.

minimize z=5x1 + 2x2 + 4x3


s.t.

3x1 + x2 + 2x3 4
6x1 + 3x2 + 5x3 10
x1, x2, x3 0

6.

b.

minimize z= 4x1 + 2x2


s.t.

x1 + x2 = 10
3x1 - x2 20
x1, x2 0

Show that the following LP is unbounded using primal-dual relationships (without solving it).
maximize z =
s.t.

3x2
+ x5 - 2x6
4x2 + x3 - 2x5
= 12
x1 - x 2
+ 3x5 + 2x6 = 7
3x2 + x4 - 4x5 + 8x6 =10
x1, x2, x3, x4 0 x5, x6 free

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