MATH39012

Mathematical Programming I
Example Sheet 1
1. By graphical means
minimize z (x
1
; x
2
) = x
1
+ x
2
subject to x
1
+ 2x
2
10
5x
1
+ 3x
2
41
2x
1
3x
2
8
x
1
; x
2
0
(a) Identify all the corners (vertices) of the feasible region and the optimal vertex.
(b) What is the minimum value of the LP?
(c) By adding slack variables, write down the constraints in standard form
Ax = b
(d) Identify the basic variables x
B
at the optimum and the optimal basis B. Show that
x
B
= B
1
b
2. Let x

be any basic feasible solution (BFS) of the system

Ax = b
x 0
corresponding to some basis B: Show that the LP minimization problem with cost z = c
T
x
where c is dened by
c
j
=

0 if A
j
2 B
1 if A
j
= 2 B
has the unique minimum solution at x

:
[Hint: Observe that z (x) 0 for any feasible x and that z (x

) = 0: To show uniqueness,
suppose that y

is also optimal and deduce that y

= x

:]
3. Write the following LP problem in standard form:
min/max z = 2x
1
+ x
2
x
3
subject to x
1
+ x
2
+ 2x
3
6
x
1
+ 4x
2
x
3
4
x
1
; x
2
; x
3
0
and solve by evaluating the objective function at all basic feasible solutions. What bounds on
x
1
; x
2
and x
3
are implied by constraint 1? If the rst constraint is replaced by x
1
+x
2
2x
3
6
show that x
3
is no longer bounded and deduce that enumeration of vertices no longer results
in a minimum point.
[Ans. x
max
=

14
3
; 0;
2
3

T
with z
max
=
26
3
and x
min
= (0; 0; 3)
T
with z
min
= 3:]
1
4. [The renery problem]
An oil renery can buy two types of oil: light crude oil and heavy crude oil. The costs per
barrel of each type of crude are $11 (L) and $9 (H) respectively. The following quantities
(mixes) of gasoline, kerosene and jet fuel are produced per barrel of each type of oil.
GASOLINE KEROSENE JET FUEL
Light crude oil 0.4 0.2 0.35
Heavy crude oil 0.32 0.4 0.2
[Note that 5% and 8% of the crude are lost respectively during the rening process, though
this doesnt aect the formulation.] The renery has contracted to deliver 1 million barrels
of gasoline, 400,000 barrels of kerosene and 250,000 barrels of jet fuel. Find the number of
barrels of each crude oil that should be rened in order to full the order at minimum cost.
(Ans. L=25, H=0).
5. Consider the following problem in which x
2
is a free variable
minimize z = x
1
3x
2
+ 4x
3
subject to x
1
2x
2
+ x
3
= 5
2x
1
3x
2
+ x
3
= 6
x
1
0; x
3
0
Show by substituting for x
2
from the rst constraint, that we can obtain a 2-variable LP
problem in standard form which can be solved graphically. (An alternative approach is to
substitute x
2
= u
2
v
2
where u
2
; v
2
0:)
6. Solve the following "continuous knapsack" problem by inspection (i.e. using logic), and justify
your solution in terms of the basic solutions of the problem in standard form.
Maximize 5x
1
6x
2
+ 3x
3
5x
4
+ 12x
5
subject to x
1
+ 3x
2
+ 5x
3
+ 6x
4
+ 3x
5
90
x
1
; x
2
; x
3
; x
4
x
5
0
7. Show that the hyperplane X =

x 2 R
n
: p
T
x = k

has no extreme points. [Hint: Consider

adding y to x 2 R
n
where p
T
y = 0:]
(a) Show that X = f(x
1
; x
2
) : x
1
+ x
2
1g R
2
has no extreme points.
[Hint: Consider the eect of adding ("; ") to any x 2 X].
(b) Consider the transformation to new non-negative variables u
1
; v
1
; u
2
; v
2
:
x
1
= u
1
v
1
x
2
= u
2
v
2
and show that the new feasible region U does have extreme points e.g. (u
1
; v
1
; u
2
; v
2
) =
(1; 0; 0; 0) :
2