MATH39011

Mathematical Programming I
Example Sheet 4
1. Solve by the two phase method
Minimize 20x
1
+10x
2
subject to x
1
+x
2
= 150
0 x
1
40
20 x
2
2. Show that dual simplex algorithm is not equivalent to solving the dual problem by simplex
iterations by considering the following "trivial" LP problem and its dual
min x
1
+ x
2
s.t. x
1
= 1
x
2
= 1
x
1
; x
2
0
Solve the primal by dual simplex iterations (initial tableau is also nal). Then solve the dual
by the standard simplex algorithm. (You may neglect the unconstrained nature of the dual
variables.) Optimal solution is reached in two iterations.
3. Using the dual simplex algorithm
minimize 2x
1
+15x
2
+5x
3
+6x
4
subject to x
1
+6x
2
+3x
3
+x
4
2
2x
1
5x
2
+x
3
3x
4
3
x
1
; x
2
; x
3
; x
4
0
Solve the dual graphically and hence conrm the solution to the above problem.
4. A constraint is said to be geometrically redundant if its deletion leaves the feasible region
unchanged. Identify any geometrically redundant constraints in the dual of Q3. Let s
i
be the
slack variable corresponding to a possibly geometrically redundant constraint. How might
an auxiliary problem to minimize s
i
subject to the remaining constraints detect geometric
redundancy? Illustrate your answer with a calculation for the above example.
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5. Write down the primal dual pair for a primal in standard (minimization) form. Show that if
the primal optimal solution is non-degenerate then the complementary slackness conditions
imply a unique solution for the dual optimum. Deduce that multiple solutions to the primal
exist only if the dual is degenerate.
6. A forester has 100 acres of hardwood timber. If she fells the hardwood and lets the area
regenerate this would cost $10 per acre and bring in a subsequent return of $50 per acre.
An alternative course of action would be to fell the hardwood and replant the area with pine
trees. This second treatment would cost $50 per acre with a subsequent return of $120 per
acre. Given that the farmer has $4; 000 in hand to meet immediate costs, how should the
farmer allocate this sum to maximize her prot? What is then the net prot?
If the farmer has the possibility to take out a small loan to increase the acreage treated, show
that she should do this if and only if the interest is lower than 75 cents per dollar.
7. A pharmaceutical manufacturer wishes to maximize his prot from making amounts of three
products A,B,C. To make unit amount of each product requires labour and materials in
amounts specied in the following table.
A B C
Unit Prot ($) 30 10 50 Available
Labour (hrs.) 6 3 5 45 (hrs.)
Materials (kg.) 3 4 5 30 (kg.)
(a) Formulate this problem as an LP
(b) Determine all optimal manufacturing strategies.
(c) Write down the dual problem
(d) Deduce the optimal dual solution without further iterations.
(e) Find the range of variation for the unit prot on A over which the optimal manufacturing
policy(ies) remain(s) valid. What happens if the unit prot on A is $72?
(f) What is the value to the manufacturer of an extra kilo of materials? Assuming the avail-
able labour hours remain xed, up to what limit should the manufacturer be prepared
to purchase extra materials at a price not exceeding this value?
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