Exercises on Linear Programming

Modeling as linear programs

Exercise 1. A company is producing a product which requires three parts at the fi-
nal assembly stage. These three parts can be produced by two different departments
as detailed in Table 1.

Production rate (units/h) Cost

Part 1 Part 2 Part 3 ($/h)
Department 1 7 6 9 25.0
Department 2 6 11 5 12.5

Table 1: Parameters for Exercise 1.

This week the company has to produce 1050 assembled products, but up to 1200
assembled products can be produced if necessary. During the week, department 1
has 100 working hours available, but department 2 has 110 working hours available.
The storage space of the company can only store at most 200 unassembled produc-
tion parts of all types at the end of the week. Any fractional parts are accepted.
Formulate the problem of minimizing the cost of producing the assembled products
needed this week as a linear program.
Exercise 2. A company has 4 available workstations to make 3 products. The pro-
duction time (in minutes) per unit produced varies from workstation to workstation
as shown in Table 2.

Workstation
W1 W2 W3 W4
Production 1 5 7 4 10
Production 2 6 12 8 15
Production 3 7 12 9 11

Table 2: Production time (in minutes) per unit produced in workstations.

The profit contribution (in USD) per unit varies from workstation to workstation
as given in Table 3.
In this week there are 35 working hours available at each workstation. The
customers need at least 100 units of product 1, 150 units of product 2, and 100
units of product 3, but they promise buying all produced products. Any product

1
 2

Workstation
W1 W2 W3 W4
Production 1 10 8 6 9
Production 2 16 15 18 20
Production 3 13 16 19 10

Table 3: Profit contribution (in USD) per unit in workstations.

fractions are accepted. Formulate the problem of maximizing the profit of producing
the products needed this week as a linear program.

Exercise 3. A company manufactures 4 products P1, P2, P3, P4 on two machines

M1 and M2. The time (in minutes) to process one unit of each product on each
machine is shown in Table 4.

M1 M2
P1 10 25
P2 13 20
P3 15 27
P4 9 33

Table 4: Time (in minutes) to process one production unit on machines.

The profit per unit for each product P1, P2, P3, P4 is 10, 12, 17, and 8 (USD)
respectively. Product P1 must be produced on both machines M1 and M2, but the
other products can be produced on either machine M1 or machine M2.
The factory is very small and this means that floor space is very limited. Only
one week’s production is stored in 50 square metres of floor space where the floor
space taken up by each product is 0.1, 0.15, 0.5 and 0.05 (square metres) for products
P1, P2, P3, and P4 respectively.
Customer requirements mean that the amount of product P3 produced should
be related to the amount of product P2 produced. Over a week exactly twice as
many units of product P2 should be produced as product P3.
Machine M1 is out of action for maintenance 5% of the time and machine M2
7% of the time.
Assuming a working week 35 hours long, formulate the problem of how to man-
ufacture these products to maximize total profit as a linear program.

General and standard formulations of LPs

Exercise 4. Transform the LP formulation obtained in Exercise 2 into its standard
formulation.
 3

Exercise 5. Transform the following LP into its standard formulation.

min x 1 − x2 + x3
s.t. x1 + 2x2 − x3 ≤3
−x1 + x2 + x3 ≥2
x1 − x2 = 10
x1 ≥0
x2 ≤0
Exercise 6. (a) Transform the following LP into maximizing problem with unre-
stricted variables.
max 2x1 + 3x2 − 4x3
s.t. x1 + 2x2 ≥4
x1 − x3 ≤5
x1 ≤0
x2 , x 3 ∈R
(b) Transform the LP in part (a) into minimizing problem with equality con-
straints.

2D linear programs
Exercise 7. Solve the following linear program with a graphical representation.
max x1 + 2x2
s.t. 2x1 + 3x2 ≤ 12
6x1 + 5x2 ≤ 30
x2 ≤3
x1 , x 2 ≥0
Exercise 8. Solve the following linear program by 2D graphical solution method.
min x1 + 3x2
s.t. x1 + x2 ≥3
−x1 + x2 ≤ −1
x1 + 2x2 ≤6
x1 , x 2 ≥0
Exercise 9. Solve the following linear program by 2D graphical solution method.
max x1 + 3x2
s.t. x1 + x2 ≥ 3
−x1 + x2 ≤ −1
x1 , x 2 ≥ 0
 4

Simplex method
Exercise 10. Solve the following LP by using simplex method.
max 5x1 + 4x2 + 3x3
s.t. 2x1 + 3x2 + x3 ≤ 5
4x1 + x2 + 2x3 ≤ 11
3x1 + 4x2 + 2x3 ≤ 8
x1 , x 2 , x 3 ≥ 0
Exercise 11. Solve the following LP by using simplex method.
max x1 + 2x2
s.t. x1 + 3x2 + x3 = 9
2x1 + 3x2 ≤ 12
x1 , x 2 , x 3 ≥ 0
Exercise 12. Solve the following LP by using simplex method.
min − x1 − 3x2
s.t. x1 + 3x2 ≥ 3
− x1 + x2 ≤ −1
x1 , x 2 ≥ 0

Construction of dual linear programs

Exercise 13. Construct the dual problem of the following linear programs.
max 2x1 + 4x2 + x3 + x4
s.t. x1 + 3x2 + x3 + x4 ≤1
− 5x2 − 2x4 ≤3
x2 + 4x3 + x4 ≤3
x1 , x 2 , x 3 , x 4 ≥0
Exercise 14. Construct the dual problem of the following linear programs.
min − 2x1 + x2 + x4
s.t. x1 + x 2 − x3 ≤ 15
x1 + x 2 + x3 + x4 = 27
2x1 − x2 − x3 ≤ 28
x1 , x 2 , x 3 , x 4 ≥ 0
Exercise 15. Construct the dual problem of the following linear programs.
max 27x1 + 50x2 + 18x3
s.t. x1 + 2x2 + x3 ≤ 2
− 2x1 + x2 − x3 ≤ 4
x1 + 2x2 − x3 ≤ −2
x1 , x 2 ∈ R
x3 ≤ 0
 5

Weak and strong duality

Exercise 16. Consider the following linear program.
max − x1 + 2x2 + x3
s.t. x1 + x2 − 2x3 ≤2
x1 − x2 + x3 ≤1
x2 + x3 ≤5
2x1 − x2 ≤2
x1 , x 2 , x 3 ≥0
Given the fact that (1, 1, 2, 0) is a feasible solution of the dual problem. Use the
weak duality theorem to derive an upper bound for the objective value of the given
LP problem.
Exercise 17. Consider the following linear program.
max −3x1 + 6x2 + 6x3
s.t. − x1 + 2x2 − x3 ≤ 4
−x1 − x2 + 2x3 ≤ 7
x1 , x 2 , x 3 ≥ 0
(i) Write the dual problem of the given LP problem.
(ii) Solve the dual problem by 2D graphical resolution method.
(iii) From the result of part (ii), what can you derive about the objective value
of the given LP problem?
Exercise 18. Consider the following linear program.
max x1 + 2x2 + 3x3 − 4x4
s.t. x1 − x2 + x3 ≤ 1
x1 − x3 − x 4 ≤ −1
x2 + x3 + x 4 ≤ 1
x1 , x 2 , x 3 , x 4 ≥ 0
Using the strong duality theorem, indicate whether (0, 1, 0, 0) and (1, 0, 2) are opti-
mal solutions of the given linear program and its dual problem, respectively.

Complementary slackness
Exercise 19. Consider the following linear program.
max x1 + 2x2 + 3x3 − 4x4
s.t. x1 − x2 + x3 ≤ 1
x1 − x3 − x 4 ≤ −1
x2 + x3 + x 4 ≤ 1
x1 , x 2 , x 3 , x 4 ≥ 0
Using the complementary slackness theorem, indicate whether (0, 1, 0, 0) and (1, 0, 2)
are optimal solutions of the given linear program and its dual problem, respectively.
 6

Exercise 20. Use the complementary slackness theorem to prove that ( 15

4 2
, 3 ) is not
an optimal solution to the following linear program:

max x1 + 2x2
s.t. 2x1 + 3x2 ≤ 12
6x1 + 5x2 ≤ 30
x2 ≤ 3
x1 , x 2 ≥ 0

Exercise 21. Consider the following LP problem.

max 3x1 + 2x2 + 4x3 − x4

s.t. x1 + x2 + 2x3 ≤ 4
2x1 + 3x3 + x4 ≤ 11
2x1 + x2 + 3x3 ≤ 7
x1 , x 2 , x 3 , x 4 ≥ 0

It is known that (1, 0, 1) is an optimal solution of the dual problem. Use the com-
plementary slackness theorem to find an optimal solution of the given LP problem.