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Tutorial 1

1. A furniture company manufactures four models of desks. Each desk is first constructed in the
carpentry shop and is next sent to a finishing shop where it is varnished waxed and polished. The
number of man hours required in each shop is as shown below.
Desk 1 (hrs) Desk 2 (hrs) Desk 3 (hrs) Desk 4 (hrs) Available (hrs)
carpentry shop 4 9 7 10 6000
Finishing shop 1 1 3 40 4000
The profit from the sale of each item is as follows.
Desk1 Desk 2 Desk3 Desk4
Profit in Rs 12 20 80 40
Assuming that raw materials and supplies are available in adequate supply and all desks produced
can be sold, the desk company wants to determine the quantities to make of each type of product
which will maximize profit. Formulate this as a linear programming problem.

2. (A transportation problem) Suppose that a distributor has two canneries labeled 1 and 2 and three
warehouses labeled a,b,c in three different geographical locations. The canneries can fill 250 and 450
cases of tins per day, respectively. The warehouses can sell 200,150 and 250 cases respectively. The
distributor wishes to determine the number of cases to be shipped from the two canneries to the
three warehouses so that the demand at each warehouse is met and the total transportation cost is
minimum. The shipping cost per case from each cannery to each warehouse is given below.
Shipping Cost
warehouses
canneries a b c
1 3 2.5 2.9
2 3.5 2 2.6

(a) Formulate this as a linear programming problem.

(b) Show that this problem will always have an optimal solution (you need not find the optimal
solution).
(c) Write the dual of this problem.

3.
Maximize x1 + x2 + x3

subject to − x1 + x2 + x3 ≤ 2
x1 + 2x2 + 3x3 ≥ 2
x1 ≥ 0, x2 ≥ 0
Show that this problem does not have an optimal solution.

4. Write the dual of the following problem

Maximize x1 + x2 + x3

subject to − x1 + x2 + x3 ≤ 2
− x1 + 2x2 = 10
5.
Maximize 3x1 + x2

subject to − x1 + x2 ≤ −1
− 3x1 − x2 ≤ −1
4x1 + 2x2 ≤ 1
2x2 ≤ −1
x1 ≥ 0, x2 ≥ 0

(a) Use graphs to solve this problem and verify that the solution obtained is indeed optimal.
(b) Convert all these inequalities into equations by adding new variables so that you get a system
of the form Ax = b, x ≥ 0 and find a nonnegative basic solution of Ax = b. Find the point on
the feasible region which corresponds to that point.

6.
Minimize − 5x1 + 3x2 − 2x3 + x4 − 2x5

subject to x1 + x2 + 3x3 + 2x4 + x5 ≤ 1000


5x1 + 3x2 + x3 + 5x4 + 2x5 ≤ 2000
xi ≥ 0, i = 1, 2, 3, 4, 5.
Write the dual of this problem and by plotting graphically find the optimal solution of this problem
(not that of the dual).

7. Show that
x1 + 3x2 − 5x3 = 2
x1 − 4x2 − 7x3 = 3
x1 ≥ 0, x2 ≥ 0, x3 ≥ 0
does not have a solution.

8. Consider the problem


Minimize cT x
subject to Ax = b, x ≥ 0
where A has m rows and n columns. Suppose an optimal solution exists such that only x1 , x2 , ....xk
0
are positive and xj = 0 for j = k + 1, k + 2, ...n. Now change the vector b to b . Prove that there if
there exits a z ≥ 0 such that Az = b0 and zj = 0 for j = k + 1, k + 2, ...n, then this z is automatically
optimal for the changed problem.