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Syed N. Mujahid Compiled On October 11, 2023

The document contains details about a linear programming problem involving production of two types of bread. It provides constraints on raw materials and production capacity. It asks to find the optimal production levels and profit in different scenarios and which strategy would be most profitable - increasing supply or demand.

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6 views

Syed N. Mujahid Compiled On October 11, 2023

The document contains details about a linear programming problem involving production of two types of bread. It provides constraints on raw materials and production capacity. It asks to find the optimal production levels and profit in different scenarios and which strategy would be most profitable - increasing supply or demand.

Uploaded by

Techno logix
Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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ISE-503: Linear Programming & Applications

HW - 2
Syed N. Mujahid
Compiled on October 11, 2023.

Problem #1
Beith AlKhubz produces two types of breads (B1 and B2), and the breads require two major raw materials
(R1 and R2). The following list provides the basic data of mixing raw materials to get the breads:
ˆ One box of B1 requires 6000 gms of R1 and 1000 gms of R2.

ˆ One box of B2 requires 4000 gms of R1 and 2000 gms of R2.

Beith AlKhubz's average daily availability of R1 is 24000 gms, and average availability of R2 is 6000 gms.
A market survey indicates that the maximum average daily demand for B1 is 3500 boxes, and maximum
average daily demand for B2 is 2000 boxes. Beith AlKhubz gets a prot of 500 SAR per box from B1,
and 400 SAR per box of B2. The mathematical model depicting the above problem is given as:

max. 5x + 4y (1)
s.t. : 6x + 4y ≤ 24 (2)
x + 2y ≤ 6 (3)
0 ≤ x ≤ 3.5 (4)
0≤y≤2 (5)
(a) What is the meaning of variable x and y ? Explain the meaning of all the above constraints.
(b) Solve the above LPs graphically.

Further analysis of market demand and raw material availability indicates the following:
High Average Low
R1's availability 36000 24000 18000
R2's availability 12000 6000 3000
B1's demand 6000 3500 1800
B2's demand 3000 2000 1000
(c) In the worst case (pessimistic case), what will be the optimal prot of Beith AlKhubz?
(d) In the best case (optimistic case), what will be the optimal prot of Beith AlKhubz?

Beith AlKhubz is planning to pursue one of the two projects:


(i) add more suppliers to their list, so that high availability is always ensured.
(ii) invest on advertisement, so that high demand is always ensured.
(e) Which of the above two options is most protable for Beith AlKhubz? What is the additional prot
amount?

1
ISE-503 HW-1 Linear Programming & Applications

Problem #2
Find the extreme points and extreme directions for the following polyhedrons:

P1 P2
x1 + x2 + x3 = 6 2x1 − x2 ≥ 8
x1 , x2 , x3 ≥ 0 x1 − 2x2 ≤ 6
x1 , x2 ≥ 0

Note: For P2 , graphically show the extreme points and extreme directions of the polyhedron in canonical
form. Also, convert the polyhedron into standard form. Use characterization equations to identify
extreme point and extreme direction in standard form.

Problem #3
Consider the following LP:

min. : 3x1 + 5x2 + 5x3 + x5 + 4x6


s.t. : −3x4 − 2x5 + 2x6 ≥ 4
x2 − 4x3 − 6x4 ≥ 5
5x1 − 2x3 − 4x5 ≥ 5
2x1 + 4x4 − 6x5 + x6 ≥ −4
2x1 + 3x2 − 6x3 + 5x5 ≥ −4
x1 , x2 , x3 , x4 , x5 , x6 ≥ 0

Answer the following questions:

(a) Reduce the size of the following LP using the preprocessing methods.
(b) If possible obtain the optimal solutions of the following LP.

Problem #4
Answer the following:
(a) Let
P = {x ∈ Rn |Ax ≤ b}
and let x0 ∈ P be such that fewer than n linearly independent hyperplanes dening P are active at
x0 . Show that x0 cannot be an extreme point of P .
(b) Let a non-empty polyhedron be dened as:
P = {x ∈ Rn |aTi• x = bi , ∀ i = 1, . . . k, x ≥ 0},

where ai• are the rows of matrix A ∈ Rk×n and k ≤ n. Suppose that rank(A) = m < k, and without
loss of generality assume that i = 1, . . . , m are the linearly independent rows of A. Consider the
polyhedron:
Q = {x ∈ Rn |aTi• x = bi , ∀ i = 1, . . . m, x ≥ 0}
ISE-503 HW-1 Linear Programming & Applications

(a) Show that P ⊆ Q


(b) Show that Q ⊆ P
Note: For Part-a: show that if a point belongs to P , then it belongs to Q. Similarly, for Part-b, show
that if a point belongs to Q, then it belongs to P . Also, if P ⊆ Q and Q ⊆ P is true, then Q = P is
true.
(c) Let x1 , . . . , xr represent all the extreme points of the following polytope:
P = {x ∈ Rn |Ax = b, x ≥ 0},

where A ∈ Rm×n and b ∈ Rm . Assume that the rows of A are linear independent (or rank(A) = m).
Prove the following: if x is any convex
combination of the extreme points, then it is feasible to P .

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