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Taller 2 de Programación Lineal y Entera - Solver - Dual y Sensibilidad

This document provides instructions and problems for solving linear programming problems using the simplex method and sensitivity analysis. It includes 15 problems involving finding the dual of given linear programs, solving linear programs using the dual simplex method, and determining the range of right-hand side values that maintain optimality of the current basis.

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JUAN FELIPE ALVAREZ LOPEZ
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54 views

Taller 2 de Programación Lineal y Entera - Solver - Dual y Sensibilidad

This document provides instructions and problems for solving linear programming problems using the simplex method and sensitivity analysis. It includes 15 problems involving finding the dual of given linear programs, solving linear programs using the dual simplex method, and determining the range of right-hand side values that maintain optimality of the current basis.

Uploaded by

JUAN FELIPE ALVAREZ LOPEZ
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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Ingeniería Industrial- Universidad Distrital F. J. C.

Asignatura: Programación Lineal y Entera


Profesor: Germán Méndez Giraldo

Taller 2 de Programación lineal y entera – Solver - Dual y Sensibilidad

0. Solve the following points from Taller 1 using Solver – Excel:


Problem 2 Renumber with 1
Problem 8 Renumber with 2
Problem 10 Renumber with 3
Problem 12 Renumber with 4
Problem 14 Renumber with 5

6. What is the dual of the following linear programming problem and solved both?
Maximize X1 −2X2

subject to:

X1 +2X2 − X3 + X4 ≥0
4X1 +3X2 +4X3 −2X4 ≤3
−X1 − X2 +2X3 + X4 =1

X2, X3 ≥ 0.

7. What is the dual of the following linear programming problem and solved both?
Maximize −X1 −2X2

subject to.

−2X1 +7X2 ≤ 6
−3X1 + X2 ≤−1
9X1 −4X2 ≤ 6
X1 − X 2 ≤ 1
7X1 −3X2 ≤ 6
−5X1 +2X2 ≤−3

X1, X2 ≥ 0.

8. Obtain the dual of the following linear programming problem.

Maximize Z = 2X + 5Y + 6Z

s.t.:
5X + 6Y – 1Z ≤ 3
–1X + 1Y + 3Z ≥ 4
7X – 2Y – 1X ≤ 10
1X – 2Y + 5Z ≥ 3
4X + 7Y –2Z = 2

X, Y, Z ≥ 0

9. Use dual simplex method for solving the given problem.


Maximize Z = 2a – 2b – 4c

s.t.:
2a + 3b + 5c ≥ 2
3a + 1y + 7z ≤ 3
1a + 4b + 6c ≤ 5

and a, b, c ≥ 0

10. What is the dual of the following linear programming problem and solved both?
Min 2X – Y

s.t.:
X – Y ≤ -1
X+Y≤1
X≥1

11. Consider the following LP and its optimal tableau


MAX Z = 3X1 + 2X2

s.t.
2X1 + 5X2 ≤ 8
3X1 + 7X2 ≤ 10
X1, X2 ≥ 0

Z X1 X2 S1 S2 RHS
1 0 0 0 1 10
0 0 1/3 1 -2/3 4/3
0 1 7/3 0 1/3 10/3

a) Find the dual of this LP and its optimal solution. b) Find the range of values of B2for which the current basis
remains optimal. Also find the new optimal solution if B2= 5.
12. Consider the following LP:
MAX Z = 3X1+ X2

s.t.:
2X1 + X2 ≤ 8
4X1 + X2 ≤ 10
X1, X2 ≥ 0
The optimal solution to this LP is Z = 9, X1= 1, X2 = 6. Graphically find the range of values of B2 for which the
current basis remains optimal.

13. Consider the following LP and its optimal tableau:


MAX Z = 4X1+ X2 + 2X3

s.t.:
8X1 + 3X2 + X3≤ 2
6X1 + X2 + X3≤ 8
X1, X2, X3 ≥ 0

Z X1 X2 X3 S1 S2 RHS
1 8 1 0 0 2 16
0 2 2 0 1 -1 4
0 6 1 1 0 1 8

a) Find the dual to this LP and its optimal solution. b) Find the range of values of the objective function
coefficient of X3 for which the current basis remains optimal. c) Find the range of values of the objective
function coefficient of X1for which the current basis remains optimal.

14. Consider the following LP and its optimal tableau:


MAX Z = 3X1 + X2
s.t.:
2X1 + X2 ≤ 4
3X1+ 2X2 ≥ 6
4X1+ 2X2 = 7
X1, X2 ≥ 0

Z X1 X2 S1 E2 A2 A3 RHS
1 0 0 0 1 M-1 M+3/2 9/2
0 0 0 1 0 0 -1/2 1/2
0 0 1 0 -2 2 -3/2 3/2
0 1 0 0 1 -1 1 1

a) Find the dual to this LP and its optimal solution. b) Find the range of values of the right-hand side of the third
constraint for which the current basis remains optimal. Also find the new optimal solution if the right-hand side
of the third constraint were 15/2.
15. Consider the following LP:
MAX Z = 3X1 + X2
s.t.:
4X1 +X2 ≤ 7
5X1 + 2X2 ≤ 10
X1, X2 ≥ 0

The optimal solution to this LP is Z = 17/3, X1 = 4/3, x2 = 5/3. Use the graphical approach to determine the range
of values for the right-hand side of the second constraint for which the current basis remains optimal.

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