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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI - K.K.

BIRLA GOA CAMPUS FIRST SEMESTER 2011-2012

Optimization Tutorial5

1. Consider the following LPP: Maximize z = 5 x1 + 2 x2 subject to 4 x1 + 2 x2 16, 3 x1 + x2 9, 3 x1 x2 9, x1 0 and x2 0. Show that the associated simplex iterations are temporarily degenerate and then, write the optimal solution of the problem. Also, verify the result by solving the problem graphically. 2. Consider the following LPP: Maximize z = subject to 1 x1 8 x2 x3 + 9 x4 0 4 1 1 x1 12 x2 x3 + 3 x4 0 2 2 x3 1 x1 , x2 , x3 , x4 0. Use TORA to show that the simplex routine will cycle indenitely. 3. Use Two-Phase method to solve the following LPP Minimize z = 4 x1 + 3 x3 subject to 3 x1 + 6 x2 + 3 x3 4 x4 = 12, 2 x1 + x3 = 4, 3 x1 6 x2 + 4 x4 = 0, x1 , x2 , x3 , x4 0. Answer the following questions: (i) is the feasible region unbounded? (ii) is the optimal solution unique? (iii) If it is not unique, nd another optimal solution. 4. For the following LPP, show that the optimal solution is degenerate and that there exist alternative solutions that are all non-basic. Maximize z = 2 x1 x2 subject to x1 x2 10, 2 x1 x2 40, x1 , x2 0. 1 3 x1 20 x2 + x3 6 x4 4 2

5. Consider the following LPP model Maximize z = 3 x1 + 2 x2 + 3 x3 subject to 2 x1 + x2 + x3 2, 3 x1 + 4 x2 + 2 x3 8, x1 , x2 , x3 0. Show by the two-phase method that the optimal solution includes an articial basic variable. Use alternate rule to solve the problem. 6. For the following problem, show that in an unbounded feasible region, bounded optimal solutions exit. Maximize z = 6 x1 2 x2 subject to 2 x1 x2 2 x1 4 x1 0 and x2 0. 7. For the following problems nd the optimal solution if exists. (a) Maximize z = 20 x1 + 30 x2 subject to 2 x1 + x2 40, 4 x1 x2 20, x1 30, x1 0 and x2 0. (b) Maximize z = 10 x1 + 20 x2 subject to 2 x1 + 4 x2 16, x1 + 5 x2 15, x1 0 and x2 0. 8. Consider the following system of equations: 1 0 1 2 3 x1 + x2 + x3 + x4 = 2 2 4 0 4 3 1 2 0 2 Determine if any of the following combinations forms a basis. (a) (A1 , A2 , A3 ), (b) (A1 , A2 , A4 ), (c) (A2 , A3 , A4 ), (d) (A1 , A2 , A3 , A4 ). .

Note: Students are supposed to revise Section number 7.1 and 7.1.1 from the text book themselves. THE END