DS2010: Introduction to Optimization Tutorial 3 08 Nov 2024
1. Solve using the simplex method:
maximize cT x subject to Ax ≤ b where
1 2 1
c = [3 2 5]T , A = 3 0 2 , b = [430 460 420]T
1 4 0
and x = [x1 x2 x3 ]T ≥ 0.
2. Consider the LP:
minimize x1 + x2
subject to
x1 + 2x2 ≥ 3
2x1 + x2 ≥ 3; x1 , x2 ≥ 0.
The solution to the problem is [1 1]T . Write down the dual to the problem, solve the dual using
simplex method, and verify that the duality theorem holds.
3. Solve using the simplex method:
maximize − 4x1 − x2 − 3x3 − 5x4
subject to
4x1 − 6x2 − 5x3 − 4x4 ≥ −20
−3x1 − 2x2 + 4x3 + x4 ≤ 10
−8x1 − 3x2 + 3x3 + 2x4 ≤ 20
where xi ≥ 0 for i = 1, 2, 3, 4.