University of Houston, Dept.

of Industrial Engineering

INDE6372 Advanced Linear Optimization,

Sample Midterm Exam

4:00-5:30 PM, October, Thursday

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Read the following instructions carefully: Dot not open the exam until you are told
to do so

• This exam is close book. However, you can bring a sheet of note.

• You have 90 minutes to finish the exam. You may use a calculator for this exam.

• You MUST SHOW THE KEY STEPS IN YOUR WORK to receive credit for the
computational problems

• Please turn off you cellular phones or pagers during the exam.

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 Probs 1 2 3 Total
Score

Question 1 (60 points) Consider the following linear programming problem

max 2x1 − x2 + x3 (1)

s.t. 3x1 + x2 + x3 ≤ 60
x1 − x2 + 2x3 ≤ 10
x1 + x2 − x3 ≤ 20
x1 , x2 , x3 ≥ 0.

(1.1) Use primal Simplex to solve the above problem; (20 pts)

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(1.2) Write down the dual problem, find an optimal solution to the dual problem and
check whether the obtained solutions (to the primal and dual problem respectively)
satisfy the strictly complementary conditions ( xi + si > 0 for all i). (15 pts)

(1.3) Suppose that the constant b2 in the right hand side of the second constraint of
problem (1) has been changed from 10 to 15. Will the current optimal basis remain
optimal for the new problem? What’s the optimal objective value for the new
problem? (15pts)

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(1.4) Suppose that a new constraint x1 + x2 + x3 ≤ 10 is added to problem (1). Use the
dual Simplex to find the optimal solution of the new LP or detect whether the new
problem is infeasible. In the later case, you should provide some reasons to justify
your conclusion. (10 pts)

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 Farm 1 Farm 2
Corn yield/acre (bushels) 500 650
cost/acre of corn ($) 100 120
wheat yield/acre (bushels) 400 350
cost/acre of wheat ($) 90 80

Question 2 (25 points) Walnut Orchard has two farms that grow wheat and corn.
Because of different soil conditions, there are differences in the yields and costs of growing
crops on the two farms. The yields and costs are shown in the following table. Suppose
that each farm has 100 acres available for cultivation. 11000 bushels of wheat and 7000
bushels of corn must be grown. Formulate an LP to determine a planting plan to minimize
the cost while meeting these demands.

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Question 3 (15 points) Decide whether you agree with the following statements re-
garding LP, and provide some reasoning to support your decision.

3.1 If the primal LP is infeasible, then its dual must be unbounded;

3.2 If the primal LP is feasible and bounded, then so is its dual;

3.3 The primal simplex always converges to some optimal solution of the underlying
LP;

3.4 The shadow price is always nonnegative.