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Assignment policy: While it is acceptable for students to discuss the course material and the assignments, you are expected to write solutions to assignments on your own. For example, copying or paraphrasing a solution from some fellow student or old solutions from previous offerings of related courses
qualifies as cheating and we will instruct the TAs to actively look for suspicious similarities and evidence
of academic offenses when grading.
All students found to be cheating will be given a mark of zero on the assignment (where
the mark of zero will not be ignored as the lowest assignment). In addition, all academic
offenses are reported to the Associate Dean for Undergraduate Studies and are recorded
in the students file (this may lead to further, more severe consequences). Furthermore,
cheating students will receive a 5% penalty on their final mark; i.e., a mark of 74% would
be reduced to 69%.
If you have any complaints about the marking of assignments, then you should first check your solutions
against the posted solutions. After that, if you see any marking error, then you should return your
assignment paper to the instructor of your section within one week and with written notes on all the
marking errors; please write the notes on a new sheet and attach it to your assignment paper.
IMPORTANT: You MUST attach THE COVER SHEET that is available at the end of the
assignment, or else you may make a copy of it on your own, and attach your copy. It is
imperative that you indicate your full name and student ID (as we have many students with
the same last name).
Explanations are required for all solutions; marks could be deducted for correct answers that have no
explanations.
Solve the described LP models using the dictionary form of the simplex algorithm. Show each dictionary.
If the LP model has an optimal solution, then display an optimal solution and also a vector y that gives
a certificate of optimality. If the LP model is unbounded, then display a feasible solution and a direction
vector d that gives a certificate of unboundedness.
It is fine to check your arithmetic using Robert Vanderbeis Simplex Pivot Tool
http://www.princeton.edu/~rvdb/JAVA7/pivot/simple.html
Be sure to toggle the menu (at the top right) to Fraction rather than Decimal.
(a)
max
subject to
x1 + x2 + 2x3 4
2x1 + 3x3 5
2x1 + x2 + 3x3 7
x1 0, x2 0, x3 0
(b)
x1 + 3x2 x3
max
subject to
2x1 + 2x2 x3 10
3x1 2x2 + x3 10
x1 3x2 + x3 10
x1 0, x2 0, x3 0
(10 marks)
Prove the following statement or give an example to show that the statement is false. For an LP problem
(with a maximization objective), a feasible dictionary whose last row reads
z = z + c1 x1 + c2 x2 + + cn xn
describes an optimal solution if and only if cj 0 for all j. Here z is a constant, giving the objective
value of the feasible LP solution described by the dictionary.
Problem 3: The Optimal Value
Let A be a matrix such that
AT
(15 marks)
minimize wT x subject to Ax w, x 0.
2
Surname:
First Name:
Signature:
Id.#:
Section#:
Problem
1
Value
20
10
15
15
Total
60
Marks Awarded