BATCH PLANNING AND RESOURCE ALLOCATION

Master MDE

Conf. V.E. Oltean

Homework 1 – 10 points – deadline: 21-26 October 2019

TITLE: The Dual LP Problem in the introductory example, Lesson 2:

Analysis, geometric and numerical solution in Octave (https://www.gnu.org/software/octave/)

STUDENT: ___________________________________

Content:

1. Interpretation of the problem. In the problem definition:

D : min T b
s.t. AT   c,   0

explain the significance of the decision variables  and of the parameters b , AT and c (lesson 2, p.3-4)

BPRA _ Homework 1 1
 2. Perform STEP 2: problem analysis and geometric solution
a. Specify the feasibility set  , draw it in the (1 ,  2 ) -plane and shoe that the dual problem D is
feasible. What is the economic significance of feasibiliy ?
b. Draw the dual objective line f ' ()  6 [mu] and mark on it the direction of the antigradient
 f ' 
   6 
   f '   1    
 f '   3
  2 

Recall that for a function f : R n  R , ( x1 ,, xn )  f ( x) , with x  ( x1 ,, xn ) , which admits

partial derivatives, the gradient vector in a point x  R n is

 f 
 x 
 1
f ( x)     . The value of the function f in.creases in the direction of f and decreases in thje
 f 
 xn 
direction of  f .

BPRA _ Homework 1 2
 1 1
c. Show that the problem solution is *1  , *2  , f ' (*)  4.5 money units and it is attained
2 2
when the objective line f ' (*) reaches the intersection of the limit lines (1):1 1  1  2  1 and
(2): 2  1  0   2  1.
3. Numerical solution in Octave. Using as example the program BPRA1_cont in Lesson 1, write and run a
program BPRA1_dual. Insert in the homework file the program source with comments and the
solution.
4. What can you say about the solution of the dual problem D comapred to the solution of the primal
problem P ?

Requirements:

The homework file will be printed and included in a book of homeworks. The figure represting the
geometric solution will be drawn using a pencil and it will be included in the homework book as a separate
numbered sheet.

BPRA _ Homework 1 3