HOMEWORK 5 PART 1 Continuing the problem STANDART FORM

1st Iteration [ ] [ [ ] ] [ ] [ [ ] ] [ ]

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-Check for Optimality [ ] [ ]

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Solution is not optimal, since this is a maximization problem, for the optimality all the reduced costs of non-basic variables should be positive. Entering Variable: x1 enters because it has the most negative zj-cj value.

HOMEWORK 5 Leaving Variable: [ ]

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so s3 leaves the basis

2nd Iteration [ ] [ [ ] ] [ ] [ [ ] ]

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-Check for Optimality [ ] [ ]

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Solution is not optimal, since this is a maximization problem, for the optimality all the reduced costs of non-basic variables should be positive. Entering Variable: x2 enters because it has the only negative zj-cj value.

HOMEWORK 5

Leaving Variable: [ ]

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so s1 leaves the basis.

3rd Iteration [ ] [ [ ] ] [ ] [ [ ] ]

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Solution is not optimal, since this is a maximization problem, for the optimality all the reduced costs of nonbasic variables should be positive.

HOMEWORK 5 Entering Variable: s3 enters because it has the only negative zj-cj value. Leaving Variable: [ ]

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so s2 leaves the basis.

4th Iteration [ ] [ [ ] ] [ ] [ [ ] ]

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HOMEWORK 5

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Solution is optimal, all the reduced costs of non-basic variables are positive. So the optimal solution is:

HOMEWORK 5 PART 2

Problem 1 Standard Form

1st Iteration [ ] [ [ ] ] [ ] [ [ ] ] [ ]

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-Check for Optimality

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HOMEWORK 5

Solution is not optimal, since this is a minimization problem, for the optimality all the reduced costs of nonbasic variables should be negative. Entering Variable: s1 enters because only it has the positive zj-cj value. Leaving Variable:

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Since the second variable (-2/3) is negative we cannot do minimum ratio test for that line. So x1 leaves the basis. 2nd Iteration [ ] [ [ [ [ [ ] ] ] [ ] ] [ [ ] ] [ ] ] [ ] [ [ ] ]

-Check for Optimality [ [ [ ] [ ] ] [ ] ] [ [ ] [ ] ]

HOMEWORK 5 Solution is not optimal, since this is a minimization problem, for the optimality all the reduced costs of nonbasic variables should be negative. Entering Variable: s2 enters because only it has the positive zj-cj value. Leaving Variable: [ ] [ ] [ ] [ ] for i=1,2 so we cannot do

This solution is not optimal, s2 wants to enter the basis but minimum ratio test. So this LP is unbounded. x1 -4 3 2 x2 0 0 1 s1 0 1 0 s2 1 -1 -1 RHS -6 7 6

Z s1 x2

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Extreme direction of unboundedness is [

HOMEWORK 5 Problem 2 Protein (g) Noodles (x1) 2 Ice Cream (x2) 3 At least 20 Calories 100 200 1200 Cost ($) 1 1,5

Standard Form

1st Iteration [ ] [ [ [ [ [ ] ] ] [ ] [ ] [ ] ] [ ] ] [ [ [ ] ] ] [ ]

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HOMEWORK 5 This solution is optimal because this is a minimization problem and we want all reduced cost be nonpositive. x1 0 1 0 x2 0 0 1 s1 -1/2 -2 1 s2 0 3 -2 RHS 10 4 4

Z x1 x2

There are alternative optima since reduced cost of a non-basic (s2) is zero. [ ] ]

[ ]= [ ]-[

By giving the extreme points of s2 we can solve for xs. If s2= 0 we get the points: x1=4 and x2=4 If s2 = 4/3 we get the points: x1=0 and x2= 20/3 So the optimal points can be on the line between (4,4) and (0,20/3) extreme points.

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HOMEWORK 5 PART 3 3.1

a) Graph Solution: (0,-1) and (4,0) (0,2) and (-1,0) (0,3) and (-4,0) (0,8) and (4,0)

From solving equation 3 and 4 together we get the point: (1.82 , 4.36) From solving equation 3 and 2 together we get the point: (4/5 , 18/5)

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HOMEWORK 5

Extreme Points x1 x2 0 0 0 2 1,82 4,36 4/5 3 3/5 4 0

Objective Function Z=x1+2x2 0 4 10,54 7,2 4

So the optimal solution is: x1= 1,82 x2= 4,36 Z=10,54 b) [ [ [ ] [ ] ] [ ] ] [ ]

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Since set

has the most positive coefficient and this problem is a maximization problem, we can and the rest . So the optimal answer will be 10,54 and the ]

optimal points are [

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HOMEWORK 5 In an n dimensional space, if number of constraints defining an extreme point then the solution is degenerate. By definition of degeneracy, the extreme point (4,0) is degenerate. Because in R2, 3 constraints defines this point. ( ; and constraints) c)

From solving equation 3 and 4 together we get the point: (1.82 , 4.36) So the extreme points are: (0,0) ; (0,2) ; (1,82 , 4,36) and (4,0) Finding extreme directions: (constraint 3) (constraint 1) (this is redundant due to 3rd constraint) (constraint 2)

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HOMEWORK 5
4.5 4 3.5 3 2.5 2 1.5 1 0.5 0 0 1 2 3 4 5 Constraint 1 Constraint 2 Constraint 3

By solving the 2nd and 3rd equation of the directions we get the point (6/7 , 1/7) By solving the 1st and 3rd equation of the directions we get the point (4/5 , 1/5) So the extreme directions are: (6/7, 1/7) and (4/5, 1/5) [ [ [ [ ] [ ] ] [ ] ] [ ] [ ] ]

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HOMEWORK 5

Because of the coefficients of the extreme directions are positive in a maximization problem we can tell that this problem is unbounded. can take indefinitely many values therefore the problem can have indefinitely many solution. d) No. This procedure is not practical for solving larger problems. In this procedure we find all the extreme points and extreme directions (if exists) and it takes too much time to find all of those in Rn (n>2)

3.8 Maximization problem Extreme points: x1, x2, x3 , x4 Extreme directions: d1, d2, d3 Objective function gradient: c cx1= 4 ; cx2= 6 ; cx3= 6 ; cx4=3 cd1= 0 ; cd2= 0 ; cd3= -2

Since this is a maximization problem we should set because the coefficient of is -2. has the most positive coefficient and this problem is a maximization problem, we can set; 1and the rest optimal point will be x2 and the rest point will be x3 . So the optimal answer will be 6 and the

. So the optimal answer will be 6 and the optimal

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HOMEWORK 5 3.13 a) New RHS of xj will be 3 (from min ratio test). Objective function value will increase by (cj-zj) times 3. So objective function value will increase by 7x3=21. b) Yes, if aj (for all j), the nonbasic variable with zj-cj<0 value will want to enter but since we cannot do any minimum ratio test, solution is unbounded. c) Yes, the objective value is unbounded. In a maximization problem, d 0 and cd>0, is necessary and sufficient condition for unboundedness by definition. d) Yes, because every basic feasible solution is an extreme point. , Suppose x, which is a basic feasible solution, is not an extreme point, then we should write (from the definition of convex combination) and . Let x=0 then , so feasible solution is an extreme point. this proves x is an extreme point. So every basic

e) Yes, we can increase xk till it hits to another extreme point without changing the objective function value. So there are alternative optima. f) True. In the simplex algorithm, simplex goes from one extreme point to another extreme point which is adjacent to the previous one. Only one basic variable changes in the basis. So the basis are also adjacent. g) No. Because by definition of simplex method, an optimal solution can have at most m positive variables. h) n=m+1 ( ) by definition. So,

So the least upper bound on the number of extreme points and feasible bases is m+1 i) True. j) True.

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HOMEWORK 5 3.47 a)

Current Simplex Tableau Z x6 x2 x4 We know that

Slack Variables = x1,x2,x3 x1 x2 x3 b c 0 2 3 0 0 d e - 14/3 2 f

x4 0 0 0 1

x5 h 1 5/2 2

x6 g 1 0 0

RHS -12 a 5 0

Current Simplex Tableau Z XB From the current tableau we can tell that; [ ] [ ] [ ] [ ]

XN

XB 0 Identity Matrix (I)

RHS

Since x6, x2 and x4 are basic the matrix under them should be identity and the reduced costs of basic variables should be zero; Current Simplex Tableau Z x6 x2 x4 x2 c=0 0 d =1 e= 0 x4 0 0 0 1 x6 g=0 1 0 0

From the tableau we know; and we already know [ ]

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HOMEWORK 5

So we can find

=[ ]

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[ b=-4 h=-5 f=14/3

Current Simplex Tableau Z x6 x2 x4

x1 b=-4 2 3 0

x2 c=0 0 d=1 e=0

x3 0 - 14/3 2 f= 14/3

x4 0 0 0 1

x5 h=-5 1 5/2 2

x6 g=0 1 0 0

RHS -12 a=6 5 0

b) B-1 is the matrix under the slack variables which is Current Simplex Tableau Z x6 x2 x4 x1 -4 2 3 0 x2 0 0 1 0 x3 0 - 14/3 2 14/3 x4 0 0 0 1 x5 -5 1 5/2 2 x6 0 1 0 0 RHS -12 6 5 0

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HOMEWORK 5 c)

d)

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