Linear Programming, 2nd set of problems (due 11, January, 2010)

1. As you know every l.p. problem has exactly one of the following properties:
it has an optimal solution, it has no feasible solution, or it has an unbounded
optimal objective function. For each of the following problems, explain why it
is not an l.p. problem, and show that it has none of the above properties:

(a) minimize x1 subject to x1 > 0

(b) minimize e−x1 subject to x1 ≥ 0

2. (a) Convert to standard form:

minimize − x1 + x2
subject to
2x1 + x2 = 2
x1 ≥ 0
x2 f ree

(b) Convert to standard form:

minimize − x1 + x2
subject to
x 1 + x2 ≥ 3
2x1 + x2 ≤ 5
x1 , x 2 ≥ 0

3. Where s is a parameter, consider the l.p. problem

maximize x1 − 2x2
subject to
−x1 + x2 ≤ −2
sx1 − x2 ≤ 0
x1 , x 2 ≥ 0
 (a) For what values of s does the problem have a feasible solution? You may
use geometry, but give an algebraic explanation too.
(b) For what values of s the problem has an unbounded optimal objective
function? You may use geometry, but try to give an algebraic explanation
too.

4. Solve the following problem by the Simplex Method, identifying the basis matrix
B and the basis inverse B −1 at each iteration. Is the optimal solution unique?
Explain. You may use matlab or any other software system to check your
calculations, but do not submit the output.

maximize z = −x1 + 2x2 + 5x3 + x4

subject to
x1 + 2x2 + 2x3 − x4 ≤ 20
−x1 + x2 + x3 + x4 ≤ 12
2x1 + x2 + x3 − x4 ≤ 30
xj ≥ 0, j = 1, 2, 3, 4.

5. For the system of equations

x1 +x2 +x3 +x4 = 4

x1 −x2 +x4 +x5 = 1
x1 +x2 +x3 +x5 = 4

which of the following is a basic solution? Justify your answers.

(a) (0, 1, 2, 1, 1)T ;

(b) (2, 1, 1, 0, 0)T ;
(c) (0, −1, 5, 0, 0)T ;
(d) (0, 0, 72 , 12 , 12 )T .

6. Give an example to show that the variable that becomes basic on one iteration
of the Simplex Method, can become nonbasic on the next iteration.
7. (a) Formulate a Phase I (auxiliary) problem for finding a nonnegative solution
of the system of equations in problem 2b.
(b) Use matlab or any other software system, to solve the problem in (a), and
submit the output.
(c) Using the solution to (b), find a Simplex Tableau (or dictionary) showing
an obvious basic feasible solution for the problem: maximize z = x1 + x2 +
2x3 + x5 subject to x1 , . . . , x5 ≥ 0, satisfying the equalities of problem 2b.

8. Let x̄ be an element of a convex set S. Show that x̄ is an extreme point of S if

and only if the set S − {x̄} is a convex set.

9. Solve the following problems by the two-phase Simplex Method. You may use
matlab or any other software system to do the calculations, but do not submit
output from it.
(a)

minimize z = 3x1 − 4x2 − x3 − 2x4 − 3x5

subject to
x1 + x2 + x3 − x4 + 2x5 ≤ 12
x1 − 2x2 − x3 − x4 − x5 ≥ −30
xj ≥ 0, j = 1, 2, 3, 4, 5

(b) Consider the following problem.

maximize z = 2x1 + x2
subject to
x1 − x2 ≥ 8
2x1 + 3x2 ≤ 24
2x1 + x2 ≤ 12
xj ≥ 0, j = 1, 2.
i. Verify graphically that this problem has no feasible solution.

ii. Use phase I of the two-phase method to show that the problem has no
feasible solution.
10. Consider the standard form polyhedron P = x : Ax = b; x ≥ 0 that is the closed
and bounded set of the feasible solutions. Suppose that the matrix A has
dimensions m and n and that its rows are linearly independent. For each one
of the following statements, state whether it is true or false. If true, provide a
proof, else, provide a counterexample.

(a) If n = m + 1, then P has at most two basic feasible solutions.

(b) The set of all optimal solutions is bounded.
(c) At every optimal solution, no more than m variables can be positive.
(d) If there is more than one optimal solution, then there are (uncountably)
many optimal solutions.
(e) If there are several optimal solutions, then there exist at least two basic
feasible solutions that are optimal.

11. Consider at least 4 of the above linear problems and identify all software com-
ponents from http://www-neos.mcs.anl.gov/ that can be used to solve these
problems. Use at least one of these software components to actually solve each
of the problems.