ME-407 (Mid-Sem.

Solution)
1) Given,
P23: max { cx | Ax <= b , x >= 0 } where, A is 2*3 matrix and b, c have all real components.
a)
To give an example where P23 has feasible solution and its dual (D) has infeasible solution. Since
D has infeasible solution so P23 has either unbounded or infeasible solution. According to question P 23
has feasible solution so, it must has unbounded solution.
An example:P23: max { Z = 2x1 + x2 3x3 }
s.t.
{ - x1 +x2 x3 <= -5
(1)
- x1 - x2 + 2x3 <= -6
(2)
x1,x2,x3 >= 0 }
In the above example Z = (l.h.s. of (1) ) * (-1) + (l.h.s 0f (2)) * (-2). This implies max Z =
.
To confirm that the above problem has unbounded solution let us take x2 = 0 and x3 = ( to see in (x1,
x3) plane) then x1 >= 5 (from (1)) and x1 >= 6 + 2* ( from (2)). Hence {x1 > = 6 + 2* } is the only
constraint on x1. We have a ray in the direction of (6 + 2*, 0, ), starting at (6,0,0); and the entire ray
is in the feasible region.
Along this ray Z value becomes:
Z = 3* (6 + 2*) + 0 3*)
= 18 + 3* .
Since x3>=0, we have >= 0. As
Z
and so max {Z} =
. So P23 has
unbounded solution.
Let D be the dual of P23.
D: min { W = - 5y1 6y2}
s.t.
{ - y1 y2 >= 3
y1 + y2 >= 1
- y1 6*y2 >= -3
y1, y2 >= 0 }

(3)
(4)
(5)

y2

The diagram shows inequality (3) and nonnegativity constraints which cant be
satisfied together so D is infeasible.
y1

- y1 y2 = 3

b)
P23 and Dual (D) both are infeasible.
Example
P23: max { Z = 3x1 + x2 + 3x3 }
s.t.
{ x1 +x2 <= -1
(1)
-3x1 +5x2 + 2x3 <= 0
(2)
x1, x2, x3 >= 0 }
For any value of {x1, x2 >= 0 }. The inequality x1, + x2 <= -1 cant be satisfied. Hence P23
has infeasible solution.
Let D be the dual of P23
D: min { W = - y1 }
s.t. {y1 + 3 y2 >= 3
y1 + 5y2 >= 1
- y2 >= 1
y1, y2 >= 0 }

(3)
(4)
(5)

y2

for any value of y2 >= 0. The inequality - y2 >= 1 can never

be satisfied so D has infeasible solution.

y1

-y2 = 1

2)
Given,
[p] : max { Z = x1 - x2 + x3 - 2x4 + x5 x6 }
s.t.
{
x1 + 2x2 - 2x3 + x4 - x5
= 13
2x1 + x2
+ x6 = 12
x1 +
- x4 + x5
=3
2x2 + x3 - 2x4 - x5 x6 = 5}
The above LP is in the form of max {Z = CX | AX = b, X>= 0 }
Let x1, x2, x3, x4 be basic variables in the above LP. Then
X = [XB; XN]
A = [B | N]

XB = { x1, x2, x3, x4},

XN = { x5, x6}

The required procedure for solving above LP is given below:

Step 1: the above LP can be written in tabular form as shown
Row no
R0
R1
R2
R3
R4

Z
1
0
0
0
0

x1
-1
1
2
1
0

x2
1
2
1
0
2

x3
-1
-2
0
0
1

x4
2
1
0
-1
-2

x5
-1
-1
0
1
1

x6
1
0
1
0
-1

RHS
0
13
12
3
5

Step 2: Convert B matrix into identity by applying elementary row operations only and
operations must be applied to whole table.
Step 3: if we get B as identity matrix that implies x1, x2, x3 and x4 are the basic variables.
Step 4: Check values of XB (R.H.S. side), if all elements are non-negative then the basis is primal
feasible.
Step 5: Check the reduced costs (Zj - Cj), if all elements are non negative than the basis is dual
feasible.
Row no
R0
R1
R2
R3
R4

Z
1
0
0
0
0

x1
-1
1
2
1
0

x2
1
2
1
0
2

x3
-1
-2
0
0
1

x4
2
1
0
-1
-2

x5
-1
-1
0
1
1

x6
1
0
1
0
-1

RHS
0
13
12
3
5

Operation {Interchanging R1 and R3} (equivalent to pre-multiplication of the equation system

AX=b by an invertible matrix).
R0
1
-1
1
-1
2
-1
1
0
R1
0
1
0
0
-1
-1
0
3
R2
0
2
1
0
0
0
1
12
R3
0
1
2
-2
1
-1
0
13
R4
0
0
2
1
-2
1
-1
5
Operation {Interchanging R3 and R4}
R0
1
-1
1
R1
0
1
0
R2
0
2
1
R3
0
0
2
R4
0
1
2

-1
0
0
1
-2

2
-1
0
-2
1

-1
-1
0
1
-1

Operations {R0 <- R0 +R1, R2 <- R2 2*R1 and R4 <- R4 - R1}

R0
1
0
1
-1
1
0
R1
0
1
0
0
-1
1

1
0
1
-1
0

0
3
12
5
13

1
0

3
3

R2
R3
R4

0
0
0

0
0
0

1
2
2

1
-1
0

6
5
10

Operations {R0 <- R0 - R2, R3 <- R3- 2*R2 and R4 <- R4 2*R2}
R0
1
0
0
-1
-2
2
R1
0
1
0
0
-1
1
R2
0
0
1
0
2
-2
R3
0
0
0
1
-6
5
R4
0
0
0
-2
-2
2

0
0
1
-3
2

--3
3
6
-7
2

Operations {R0 <- R0 + R3 and R4 <- R4 2*R3}

R0
1
0
0
-7
7
R1
0
1
0
0
-1
R2
0
0
1
0
2
R3
0
0
0
1
-6
R4
0
0
0
0
-14

3
1
-2
5
12

-10
0
1
-3
-8

0
3
6
-7
-16

Operation {R4 <- R4*(-1/14) }

R0
1
0
R1
0
1
R2
0
0
R3
0
0
R4
0
0

7
1
-2
5
-6/7

3
0
1
-3
4/7

-10
3
6
-7
8/7

0
0
1
0
0

0
1
-2

0
0
0
1
0

2
-2
2

-7
-1
2
-6
1

-2
1
-2

Operations {R0 <- R0 + 7* R4, R1 <- R1 + R4, R2 <- R2 -2*R2 and R3 <-R3 + 6*R4}
R0
1
0
0
0
0
1
1
-2
R1
0
1
0
0
0
1/7
4/7
29/7
R2
0
0
1
0
0
-2/7
-1/7
26/7
R3
0
0
0
1
0
-1/7
3/7
-1/7
R4
0
0
0
0
1
-6/7
4/7
8/7
We have the identity matrix (4*4) in the table under the columns (x1, x2, x3 and x4), thereby giving a
bona fide simplex tabular
We have x1 = 29/7, x2 = 26/7, x3 = -1/7 and x4 = 8/7. Since x3 has negative value, this basic solution is not
primal feasible.
Since all reduced cost values (Zj Cj) are non negative, this basic solution is dual feasible.