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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI First Semester 2012-13 AAOC C222 (OPTIMIZATION) ASSIGNMENT Maximum Marks:

30 ****************************************************************************** Note: Submit handwritten solutions of the assignment to your registered instructor on 23/11/2012 in the class at 8 AM only by mentioning your Name, ID No, Sec No & Instructor Name. Write page number and staple serially. You are advised to make index on page 1 with column heading question number, page number and remarks. All questions carry equal marks. ****************************************************************************** Q1. Use revised simplex and generalized simplex method to solve LPP Minimize Z = X 1 + 2X 2 Subject to 2X1 + 5X 2 6 X1 + X 2 2 X1, X 2 0 Q2. The following is an Optimal LP Tableau:
z x2 x6

x1 0 0 0
1

x2 0 1 0
0

x3 6 0.7 0.5 0.6

x4 17 1.7 2.5
0.6

x5 4 0.4 0 0.2

x6 0 0 1 0

x7 1 -0.1 -0.5 0.2

Solution

? 15 3
10

x1

The variables x5 , x6 and x7 are slacks in the original problem. Use matrix manipulations to reconstruct the original LP and then compute the optimum value. Q3. Consider the following LP: Maximize Z = 2 x1 + 4 x 2 + 4 x3 3 x 4 Subject to x1 + x 2 + x3 = 4
x1 + 4 x 2 + x 4 = 8 x1 , x 2 , x3 , x 4 0 Use the dual problem to check whether the basic feasible solution ( x1 , x3 ) is optimal or not.

Q4.

Formulate the dual of the following LPP Minimize Z = 2 x1 + 3 x 2 + 4 x3 Subject to 2 x1 + x 2 + 3 x3 4 3 x1 + 4 x 2 + 5 x3 5


x1 + x 2 + x3 = 7 x1 , x 2 0 x3 is URS

Q5. Consider the following problem Maximize Z=2x1+7x2-3x3, Subject to x1 + 3x2 +4x3 30 x1 + 4x2 - x3 10 and x1 0 , x2 0 , x3 0 By letting x4 and x5 as the slack variables the simplex method yields the following final set of equations: + 2 x5 = 20 (0) Z + x2 + x3 (1) - x2 + 5 x3 +x +x4 - x5 = 20 (2) x1 + 4x2 x3 + x5 = 10 Conduct a sensitivity analysis by independently investigating each of the following seven changes in the original model = [ 20 30] T a) Change the right-hand sides to [b1 b2] T T b) Change the coefficient of x3 to [ c3 a13 a23] = [ -2 3 2] T c) Change the coefficient of x1 to [c1 a11 a21]T = [ 4 3 2] T d) Introduce a new variable x6 with coefficients [c6 a16 a26]T = [ -3 1 2] T e) Change the objective function to Z = x1 + 5 x2 - 2 x3 f) Introduce a new constraint 3x1 + 2 x2 + 3x3 25 g) Change constraint 2 to x1 + 2 x2 + 2x3 35 Q6) Consider the primal and dual problems in the standard form presented in matrix notation. Using this definition of dual problem for a primal problem in this form to prove the following results: a) If the functional constraints for the primal problem AX b are changed to AX=b, the only resulting change in the dual problem is to delete the non negativity constraint, y 0 b) If the functional constraints for the primal problem AX b are changed to AX b, the only resulting change in the dual problem is that the non negativity constraint, y 0 are replaced by the non-positive constraints y 0, where the current dual variable are interpreted as the negative of the original dual variables. c) If the non negativity constraint for the primal problem x 0 are deleted, the only resulting change in the dual problem is to replace the functional constraints yA c by yA=c

Q.7.

Solve the following transportation problem. Use the Least-cost method for finding the starting solution. Decide whether alternative solution exits or not? R1 R2 R3 Supply

W1 W2 W3 W4 Demand
Q8.

12 4 12 2 40

6 1 9 15 50

9 13 1 6 50

30 30 50 50

JoShop needs to assign 4 jobs to 4 workers. The cost of performing a job is a function of the skills of the workers. Below table summarizes the cost (in $) of the assignments. Worker 1 cannot do job 3 and worker 3 cannot do job 4. Determine the optimal assignment using the Hungarian method. J1 J2 J3 J4 W1 50 50 20 W2 70 40 20 30 W3 90 30 50 W4 70 20 60 70 Solve the following ILP graphically. Use Branch-and-Bound Algorithm. Maximize z = 2 x1 + x2 subject to 10 x1 + 5 x2 1, 10 x1 + 10 x2 9, x1, x2 0 and integers.

Q9.

Q10.

Using KKT conditions, solve the given quadratic programming problem: 2 Min f (x) = 2 x12 + 2 x2 4 x1 4 x 2 Subject to 2 x1 + 3x2 6 x1 , x2 0