MATH 4246 Optimization, Winter 2015

January 23, 2015

PROBLEM SET #1
1. Solve the following linear programs by either identifying an optimal solution, indicating that the
problem is unbounded, or showing the problem is infeasible.
(a)
max 3x + 2y
subject to 2x y 6
2x + y 10
x 0, y 0
(b)
max x + y
subject to 2x + y 0
x 2y 0
x+y 9
x 0, y 0
(c)
max 25x1 + 50x2
subject to x1 + 2x2 300
2x1 + x2 350
x1 + x2 200
x1 0, x2 0
(d)
max x1 + 3x2
subject to x1 + x2 3
x1 x2 1
x1 + 2x2 4
x1 0, x2 0
(e)
max x1 + 3x2
subject to x1 + x2 3
x1 x2 1
x1 + 2x2 2
x1 0, x2 0
2. For each problem in 1. determine the range of values for each objective coefficient so that, if that
coefficient is the only parameter changed, the optimal solution originally found is still optimal.
3. Solve the integer program
max 17x + 12y
subject to 10x + 7y 40
x+y 5
x 0, y 0, x, y integer

MATH 4246 Optimization, Winter 2015

January 23, 2015

4. Solve the integer program

max 3x + 2y
subject to 4x + 6y 9
10x + 4y 25
x 0, y 0, x, y integer