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INDEX
1
Mathematics II: Collection of exercises and problems
Academic Year 2010-11
3. Draw the following sets and say if they are closed and/or bounded
sets.
a) 𝑆 = {(𝑥, 𝑦)∈ ℝ2 / 𝑥 + 𝑦 ≤ 6, 2𝑥 + 𝑦 ≥ 3, 𝑥 ≥ 0, 𝑦 ≥ 0}
b) 𝑆 = {(𝑥, 𝑦)∈ ℝ2 / 𝑥 + 𝑦 ≤ 6, 𝑥 + 2𝑦 ≥ 3, 𝑦 ≥ 0}
c) 𝑆 = {(𝑥, 𝑦)∈ ℝ2 / 𝑥 2 + 𝑦 2 ≤ 9}
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
3
Mathematics II: Collection of exercises and problems
Academic Year 2010-11
𝑀𝑖𝑛. 𝑥2 − 𝑦2
𝑠. 𝑡. 𝑥 + 5𝑦 ≤ 7
𝑥, 𝑦 ≥ 0
a) {1,3,6} ∩ {2,5,6}
b) {1,3,6} ∪ {2,5,6}
c) {(0,1),(3,4)} ∩ {(0,4)}
d) {(0,2,-6),(8,-1,4,8)} ∩ ℜ4
e) {(x,y)∈ℜ2 / x2+y2≤9} ∩ {(x,y)∈ℜ2 / x2+y2≥14}
f) {(x,y)∈ℜ2 / x2+y2≤9} ∪ {(x,y,z)∈ℜ3 / x2+y2≥14}
g) {(x,y)∈ℜ2 / x+2y≤4} ∩ {(x,y)∈ℜ2 / 3x+y≥3}
h) {x∈ℜ / x ≥14} ∩ {y∈ℜ / y≥3}
i) ([3,+∞[ ∪[2,4]) ∩ {x∈ℜ / x ≤14}
14.- Add the appropriate symbols in order to make the following statements
true. You can use: ∈ , ⊆ , ∪ , ∩ , ≥ , ≤ , < , >, ∅.
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
a) 1 {6,1,4}
b) [2,8] [-3,8] [2,12]
c) {x∈ℜ / 3 x 18} = [3,18]
d) {(x,y)∈ℜ2 / x + y ≤13, 2 x – 3 y≤13 } =
= {(x,y)∈ℜ2 / x + y ≤13 } {(x,y)∈ℜ2 / 2 x – 3 y≤13 }
e) [-2,9] {x∈ℜ / 3 x 9} [-2,7]
f) { x∈ℜ / x ≥13} [2,∞ [
g) [2,8] ∩ [9,14] =
a) {(x,y)∈ℜ2 / x+2y≤4}
b) {(0,1),(3,4)}
c) {(3,-1)}
d) {(x,y)∈ℜ2 / -5x+y=4}
e) {(x,y)∈ℜ2 / x+y≤4, x≥0, y≥0}
f) {(x,y)∈ℜ2 / x2+y2≤4, y≥0}
g) {(x,y)∈ℜ2 / x ≤y2}
a) f(x,y)=x2+y
b) f(x,y,z)=x-3y+2z
c) f(x,y)=-4x2-y2
d) f(x,y)=3x2+2y2+4xy-6
e) f(x,y,z) = 3x2+2y2+3z2-2xy+4xz
f) f(x,y,z) = -4x-2y2+xy+yz
g) f(x,y,z) = -2x-y2-3xy-5yz
h) f(x,y) = ln(x+y)
i) f(x,y) = ex+y
17.- Using the properties of convex sets, study if the following sets are
convex or not:
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
c) {(x,y)∈ℜ2 / -4x2-y2 ≥ 7}
6
Mathematics II: Collection of exercises and problems
Academic Year 2010-11
4. For each one of the following problems, say what each function f, g1,
and g2 must be (concave, convex, or lineal) in order to fulfill the
hypothesis of the Kuhn-Tucker sufficiency theorem:
I) 𝑀𝑎𝑥. 𝑓(𝑥, 𝑦) 𝑠. 𝑡.: 𝑔1 (𝑥, 𝑦) ≤ 𝑏1 , 𝑔2 (𝑥, 𝑦) = 𝑏2 , 𝑦 ≥ 0
II) 𝑀𝑖𝑛. 𝑓(𝑥, 𝑦) 𝑠. 𝑡.: 𝑔1 (𝑥, 𝑦) ≥ 𝑏1 , 𝑔2 (𝑥, 𝑦) = 𝑏2
III) 𝑀𝑎𝑥. 𝑓(𝑥, 𝑦) 𝑠. 𝑡.: 𝑔1 (𝑥, 𝑦) = 𝑏1 , 𝑥 ≥ 0 , 𝑦 ≥ 0
IV) 𝑀𝑖𝑛. 𝑓(𝑥, 𝑦) 𝑠. 𝑡.: 𝑔1 (𝑥, 𝑦) ≤ 𝑏1 , 𝑔2 (𝑥, 𝑦) ≥ 𝑏2 , 𝑥 ≤ 0
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
a) 𝑀𝑖𝑛. 𝑥 2 + 𝑥𝑦 + 𝑦 2 − 𝑥 + 2
b) 𝑀𝑎𝑥. − 𝑥 3 − 𝑥 2 + 𝑥𝑦 − 𝑦 2 − 4
c) 𝑀𝑎𝑥. – 𝑥 2 + 4𝑥 − 2𝑦 2 − 6𝑦
d) 𝑀𝑖𝑛. 3𝑥 2 + 𝑥𝑦 + 4𝑦 2 𝑠. 𝑡. 3𝑥 + 𝑦 = 6
e) 𝑀𝑎𝑥. 2𝑥 + 𝑦 𝑠. 𝑡. 𝑥 + 2𝑦 2 = 3
f) 𝑀𝑖𝑛. 𝑥 2 + 𝑦 2 𝑠. 𝑡. 𝑥 2 + 𝑦 = 1
g) 𝑀𝑖𝑛. 𝑥 2 − 3𝑥𝑦 + 𝑦 2 + 𝑧 2 𝑠. 𝑡. 𝑥 + 𝑦 + 𝑧 = 6
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
d) Can you apply the K-T sufficient condition to conclude that they are
global minima?
e) Explain why it is not possible that both points are global minima.
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
d) What can you say about the optimality of the points (2,-4,0) and (6,-
1,2)?
e) This problem is bounded, if the right-hand side term of the first
constraint changes to 10.25, give the approximate optimal value of
the new problem.
17. Given the following NLP problem:
𝑀𝑖𝑛. 𝑥 2 + 𝑦 2 + 2𝑧 2 − 𝑦𝑧
𝑠. 𝑡. 𝑥 − 2𝑦 + 𝑧 ≥ 10
𝑥 − 2𝑧 = 2
𝑦≤0
a) Can we affirm that the optimal solution of the problem (if there is
one) will satisfy the Kuhn-Tucker conditions? Justify your answer.
b) Write the Kuhn-Tucker conditions.
c) Check if the points (2,-4,0) and (6,-1,2) satisfy the Kuhn-Tucker
conditions and, if they do, calculate the values of the multipliers.
d) What can you say about the optimality of the points (2,-4,0) and (6,-
1,2)?
e) This problem is bounded, if the right-hand side term of the first
constraint changes to 9.75, give the approximate optimal value of the
new problem.
19. Given the following problem that minimizes the costs in a firm:
𝑀𝑖𝑛. 𝐶(𝑥, 𝑦, 𝑧) = 6𝑥 + 4𝑦 + 𝑧
𝑠. 𝑡. 𝑥 + 𝑦 + 𝑧 1/2 ≥ 92
𝑥 + 2𝑦 ≤ 100
a) Write the Kuhn-Tucker conditions.
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
20. The cost function in a firm that designs x and maintains y web pages is
given by:
𝐶(𝑥, 𝑦) = 𝑥 3 + 3𝑦 2 − 6𝑥𝑦 + 32𝑥 + 12𝑦
The firm spends exactly 89 weekly hours to the design and maintenance
of web pages. Each web page designed needs 7 weekly hours, and the
maintenance of one web page requires 15 weekly hours. Currently, 2 web
pages are designed and 5 are maintained each week.
a) Reason out if the firm is minimizing its costs. Is it a global minimum?
Under which economical conditions can you guarantee that the
minimum obtained is global?
b) Reason out (without solving the problem again) what the optimal cost
would approximately be if the firm spent exactly 90 hours designing
and maintaining web pages.
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
24. Join each statement of the first column with the right consequence(s)
of the second column:
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
𝑠. 𝑡. 𝑥 + 2𝑦 + 𝑧 ≤ 30
𝑥 + 𝑦 ≤ 20
𝑥, 𝑦, 𝑧 ≥ 0
Reason out which of the following points is/are BFS.
a) (10,10,0,0,0) c) (20,0,5,5,0) e) (20,0,5,0,0)
b) (0,0,0,30,20) d) (0,0,30, 0,20)
5. Given the following LP problem, calculate all its basic feasible solutions
and say the basis associated with each of them.
𝑀𝑎𝑥. 2𝑥 − 3𝑦
𝑠. 𝑡. 𝑥 + 𝑦 ≤ 1
𝑥– 𝑦 ≤ 0
𝑥, 𝑦 ≥ 0
a) Transform the problem into standard form and write the technical
matrix A.
b) Obtain any of its basic feasible solutions.
𝑠. 𝑡. 𝑥+𝑦+𝑧 ≤ 6
𝑥 + 2𝑦 − 𝑧 = 6
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
𝑥, 𝑦, 𝑧 ≥ 0
Obtain:
a) A basic feasible solution that is not degenerate, giving its associated
basis.
b) A degenerate basic feasible solution, giving its associated basis.
1 2 3 4 5 6
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
𝑦 + 2𝑧 = 3
𝑥, 𝑦, 𝑧 ≥ 0
a) Determine if there is a basic feasible solution with the basic variables
x, y, z.
b) Check if (1/2, 3, 0, 9/2), (1, 1, 1, 4), (0, 5,−1, 5) are basic feasible
solutions.
c) Obtain all the basic feasible solutions and the value of the objective
function for each of them.
d) Justify that the problem has optimal solution and calculate it.
13. The following figure represents the solution set of a linear
programming problem in canonical form (located in the quadrant x >
0, y > 0).
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
2. Answer the questions from the previous exercise for the following
simplex tableau corresponding to a maximization problem:
5 1 2 0 0
x y z s1 s2
5 x 1 0 -1/3 2/9 5/9 0
1 y 0 1 1/3 1/9 -2/9 2
zj 5 1 4/3 11/9 23/9
2
wj 0 0 2/3 -11/9 -23/9
3. Given the following simplex tableaus corresponding to maximization
problems, say if they are optimal and, if they are, say which type of
optimal solution we have. Point out, when possible, the optimal
solution given in the tableau. If there are more optimal solutions, otain
them.
4 4 6 0 0
x y z s1 s2
4 x 1 4 2 1 0 5
0 s2 0 -6 -5 -2 1 10
zj 4 16 8 4 0
20
wj 0 -12 -2 -4 0
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
4 -5 3 0 0
x y z s1 s2
-
3 z 1/3 1 1/3 0 2
2/3
0 s2 6 -5 0 2 1 24
zj 1 -2 3 1 0
6
wj 0 -3 0 -1 0
-1 1 0 0
x y s1 s2
-1 x 1 0 -1/2 -1/2 1/2
1 y 0 1 1/2 -1/2 1/2
zj -1 1 1 0
0
wj 0 0 -1 0
4 8 1 0 0
x y z s1 s2
0 s1 -3/2 0 5/2 1 0 10
8 y -1/2 1 1/2 0 0 1
0 s2 -1/2 0 -1/2 0 1 0
zj -4 8 4 0 0
8
wj 8 0 -3 0 0
Max 2x1+4x2+8x3 2 4 8 0 0
s.t.: 2x1+2x2+4x3≤8 x1 x2 x3 s1 s2
2x1+x2+2x3≤6 4 x2 1 1 2 1/2 0 4
x1,x2 ,x3 ≥ 0 0 s2 1 0 0 -1/2 1 2
zJ 4 4 8 2 0 1
wj -2 0 0 -2 0 6
Max 2x+3y 2 3 0 0
s.t.: x+y+z = 4 x y z s
y+z ≤ 2 2 x 1 0 0 -1 2
x,y ,z ≥ 0 0 z 0 1 1 1 2
zJ 2 0 0 -2 4
wJ 0 3 0 2
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
Max -3x-4y -3 -4 0 0
s.t.: 2x+3y ≤ 10 x1 x2 s s2
x+3y ≥ 5 1
x,y ≥ 0 0 s1 1 0 1 1 5
-4 x2 1/3 1 0 -1/3 5/3
zJ -4/3 -4 0 4/3 -
wJ -5/3 0 0 -4/3 20/3
Answer for each of the previous tableaus: Is it the optimal tableau? Give the
value of the variables and the objective function for the corresponding basic
feasible solution. Point out which variables are basic or non-basic in the
given solution. Give the associated basic matrix and calculate its inverse
matrix. Can this inverse matrix be found in the tableau?
21
Mathematics II: Collection of exercises and problems
Academic Year 2010-11
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
3 3 0 0
x y s1 s2
3 x 1 0 -1/3 4/3 4
3 y 0 1 1/3 -1/3 1
zj 3 3 0 3
15
wj 0 0 0 -3
x y s1 s2 s3
s1 1/3 0 1 -1 1 -2
y 0 2 0 -1/3 2/3 2
x 1 0 0 2/3 -1/3 2
Zj 1 2 0 0 1
6
Wj 0 1 0 0 -1
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
Problem 3 Problem 4
𝑀𝑎𝑥. 𝐹(𝑥) = 𝑥1 + 2𝑥2 + 𝑥3 + 3𝑥4 𝑀𝑖𝑛. 𝐹(𝑥) = 𝑥1 + 2𝑥2 + 𝑥3 + 3𝑥4
𝑠. 𝑡. 4𝑥1 + 2𝑥2 + 3𝑥3 + 2𝑥4 𝑠. 𝑡. 4𝑥1 + 2𝑥2 + 3𝑥3 + 2𝑥4 = 20
≥ 20
2𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 ≥ 16
2𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 ≤ 16
𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4 ≤ 10
𝑥1 − 2𝑥2 + 2𝑥3 + 4𝑥4
𝑥1 ≤ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0, 𝑥4 𝑓𝑟𝑒𝑒
= 10
𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 𝑓𝑟𝑒𝑒, 𝑥4 ≤ 0
Problem 5 Problem 6
𝑀𝑎𝑥. 10𝑥1 + 𝑥2 𝑀𝑎𝑥. 4𝑥1 + 𝑥2
𝑠. 𝑡. 4𝑥1 + 𝑥2 ≤ 8 𝑠. 𝑡. − 2𝑥1 + 𝑥2 ≤ 8
𝑥1 + 𝑥2 ≥ 5 𝑥1 + 2𝑥2 = 6
𝑥1 ≥ 0 , 𝑥2 𝑓𝑟𝑒𝑒 𝑥1 𝑓𝑟𝑒𝑒, 𝑥2 ≥ 0
Problem 7 Problem 8
𝑀𝑎𝑥. 5𝑥 + 2𝑦 𝑀𝑎𝑥. 5𝑥 + 𝑦
𝑠. 𝑡. − 𝑥 + 𝑦 ≤ 3 𝑠. 𝑡. 2𝑥 − 𝑦 ≥ 3
𝑥+𝑦 =4 𝑥– 5𝑦 = 1
2𝑥 + 𝑦 ≥ 2 2𝑥– 𝑦 ≤ 6
𝑥, 𝑦 ≥ 0 𝑥 ≥ 0, 𝑦 ≤ 0
26
Mathematics II: Collection of exercises and problems
Academic Year 2010-11
4. Formulate and solve the dual problem associated with the following
linear programming problem:
𝑀𝑖𝑛. 𝑥 + 4𝑦
𝑠. 𝑡. 𝑥 + 3𝑦 = 4
−1 ≤ 𝑦 ≤ 8
𝑥≥0
Solve the dual problem without using the simplex method.
27
Mathematics II: Collection of exercises and problems
Academic Year 2010-11
Formulate the dual problem and obtain its optimal solution (main
variables, slack variables and objective function).
F(1,0,3)=20
(wx1, wx2, wx3, ws1, ws2)=(0,-2,0,-2,-4)
Say which variables are basic and which are nonbasic in the dual
optimum, as well as their value, the dual wj and the value of the
objective function for the optimal solution.
28
Mathematics II: Collection of exercises and problems
Academic Year 2010-11
Problem 2
𝑀𝑎𝑥. 2𝑥 + 6𝑦
𝑠. 𝑡. 𝑥 + 3𝑦 ≤ 9
2𝑥 + 𝑦 ≤ 8
𝑥 ,𝑦 ≥ 0
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
Problem 3
𝑀𝑎𝑥. 𝑥 + 𝑦 − 5𝑧
𝑠. 𝑡. . 2𝑥 − 𝑦 − 𝑧 ≤ 12
𝑥 + 2𝑦 − 3𝑧 ≤ 6
𝑥 , 𝑦, 𝑧 ≥ 0
Optimal tableau of problem 3
1 1 -5 0 0
x y z s t
1 x 1 2 -3 0 1 6
0 s 0 -5 5 1 -2 0
Zj 1 2 -3 0 1
6
Wj 0 -1 -2 0 -1
Problem 4
𝑀𝑎𝑥. 𝑥 + 2𝑦
𝑠. 𝑡. 𝑥−𝑦≤2
2𝑥 + 𝑦 ≤ 6
𝑥 + 2𝑦 ≤ 6
𝑥 ,𝑦 ≥ 0
Problem 4
𝑀𝑎𝑥. 𝑥 − 5𝑦 + 3𝑧
𝑠. 𝑡. 𝑥 − 2𝑦 + 3𝑧 ≤ 6
4𝑥 − 𝑦 − 6𝑧 ≤ 12
𝑥 , 𝑦, 𝑧 ≥ 0
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
13. Let us consider the following dual problem (DP) of a certain primal
problem (PP)
𝑀𝑖𝑛 12𝑦1 + 6𝑦2 + 27𝑦3
𝑠. 𝑡. : 3𝑦1 + 𝑦2 + 5𝑦3 ≥ 3
𝑦1 + 𝑦2 + 3𝑦3 ≥ 2
𝑦1 , 𝑦2 , 𝑦3 ≥ 0
14. A firm produces two articles in daily amounts x and y. There are 200
daily hours of labour available, and the second article requires a raw
material of which there are 30 daily units available. The unitary profits
are 2 and 5 m.u. respectively. The problem is
𝑀𝑎𝑥. 2𝑥 + 5𝑦
𝑠. 𝑡. 3𝑥 + 5𝑦 ≤ 200
3𝑦 ≤ 30
𝑥, 𝑦 ≥ 0
Knowing that the optimal solution is (50,10), calculate the main dual
variables and explain their meaning. Would the firm be interested in
buying 10 extra hours at a price of 1 m.u. each?
31
Mathematics II: Collection of exercises and problems
Academic Year 2010-11
16. Given a linear problem with five variables, it is known that (0,3,0,1,4)
is a feasible solution. Let us suppose that we solve the associated dual
problem. Analyze which of the following cases are possible:
a) The dual problem has optimal solution.
b) The dual problem is infeasible.
c) The dual problem is unbounded.
17. Given a minimization linear problem in canonical form, it is known that
the optimal solution is degenerate. What can we know about the dual
optimal solution?
𝑀𝑖𝑛 𝑓(𝑥)
𝑠. 𝑡. : 𝑥 ∈ 𝑆
And let 𝑥0 ∈ 𝑆 / 𝑓(𝑥0 ) = 44.
Let problem (D) 𝑀𝑎𝑥 𝑔(𝜇) be its dual problem and 𝜇0 ∈ 𝑇 / g(𝜇0 ) = 30
𝑠. 𝑡. : 𝜇 ∈ 𝑇
Reason out if the following situations can occur:
a) P is unbounded
b) D is infeasible
c) D is unbounded
d) x0 is an optimal solution of P and µ0 is an optimal solution of D
e) P has optimal solution but x0 is no optimal solution of P
f) There is a solution 𝜇̅ 0 of problem D with 𝑔(𝜇̅ 0 ) = 47
g) The optimal value of the objective function os P is ≤ 30
h) The optimal value of the objective function of P is ≥ 30
i) The optimal value of the objective function of D is ≤ 44
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
2 6 0 0
x y s1 s2
2 x 1 0 -1/5 3/5 3
6 y 0 1 2/5 -1/5 2
Zj 2 6 2 0
18
Wj 0 0 -2 0
a) Obtain the optimal simplex tableau starting from the following one,
which you have to complete:
2 1 3 0 0
x1 x2 x3 s1 s2 xB
1 x2 5/4 1 0 1/4 1/2
3 x3 1/2 0 1 -1/2 0
zj
wj
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
3 1 3 4 0 0
x1 x2 x3 x4 s1 s2
3 x1 1 11/5 0 -2 -2/5 3/5 1
3 x3 0 -4/5 1 4 3/5 -2/5 6
Zj 3 21/5 3 6 3/5 3/5
21
Wj 0 -16/5 0 -2 -3/5 -3/5
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
10. If we add a new non-basic variable to the problem, analyze how it will
affect to the composition of the base, the value of the basic variables,
and the value of the objective function in the optimal solution of the
new problem.
12. If we add a new constraint to the problem, analyze how it will affect to
the composition of the base, the value of the basic variables, and the
value of the objective function in the optimal solution of the new
problem.
-8 -3 -2 0 0
x y z s t
-2 z 0 1/2 1 -1/2 0 3
0 t -2 1 0 -2 1 4
Zj 0 -1 -2 1 0
-6
Wj -8 -2 0 -1 0
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
2 3 0 0
x y s1 s2
3 y 2 1 1 0 4
0 s2 1 0 -1 1 0
Zj 6 3 3 0
12
Wj -4 0 -3 0
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
a) Obtain the optimal solution and the value of the objective function in
the optimal solution if the following values are changed
simultaneously: c1=5, c2=2. Which variables are now basic? Why are
they different from the current ones if both coefficients lie in the
sensitivity interval?
16. A bottler company bottles and markets three types of wine A, B, and
C, obtaining a profit from each barrel of 50, 25, and 20 m.u.,
respectively. Each barrel goes through two phases, filling and sealing.
There are 640 hours of labour available each week for the first
process, and 900 hours for the second one. The number of hours that
one barrel must spend at each phase is given in the following table:
Filling Sealing
A 16 30
B 4 5
C 6 10
The optimal solution of the linear model that represents this problem is
(0,160,0,0,100).
a) How many barrels of type C would you fill if the total number of hours
available at the filling section were 700?
b) If the profit for a barrel of type A was 55 m.u., how many barrels of
type B would be filled?
c) How much ca the unitary profit of the barrels of type A decrease
without affecting the solution?
d) Obtain the sensitivity interval for the profit of a barrel of type B and
explain its meaning.
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
40
Mathematics II: Collection of exercises and problems
Academic Year 2010-11
F(x,y,z)=26.4
x=1
y=4.4
z=4.6
F(x,y)=14
x=3
y=1
F(x,y)=16 F(x,y)=14.8
x=2.5 1 x=2
y=1.8 y=2
F(x,y)=15
0 x=2 2.1
y=2.1
2 F(x,y)=14.5
x=0.8
y=3
2.2
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
3. Let us consider an integer linear programming problem for which the following
data of its branch-and-bound tree are known:
F=3840
x=192
F=3848
F=3838
F(x,y)=3832.5 1 x=191
x=190.5
x=191.6 y=1
y=1
0 5
3
2
6
F=3835.5
x=191 F=3840.4
y=0.5 4
x=190
y=1.4
F=3838
x=191
y=0
F(x,y,z)=39
x=0
y=7.67
F(x,y,z)=41.33
z=8
x=0
y=8
1.1
F(x,y,z)=41.36 z=8.67
x=0.05
y=8 1
z=8.58
Infactible
0
1.2
2
F(x,y,z)=26.4
x=1
y=4.4
z=4.6
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
5. Let us consider an ILP problem with two variables x and y. Let us suppose we
have the following associated branch-and-bound tree:
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
7. A linear problem with three integer variables has the following associated
branch-and-bound tree:
Linear relaxation
(x,y,z)=(3’4, 0, 3’8)
O.F.=25’4
Problem 1: Problem 2:
(x,y,z)=(3,0,4) (x,y,z)=(11/3, 0, 3)
O.F.=25 O.F.=23
L.R.
(x1,x2,x3)=(4, 3'5, 2)
F=53'5
1 2
(x1,x2,x3)=(4'5, 4, 0) (x1,x2,x3)=(4, 3, 1'5)
F=51'5 F=49
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
(x,y,z)=(4, 4, 0),
F=20
(x,y,z)=(5, 1, 1/2),
F=19,5
(x,y,z)=(5, 0, 1),
F=20
(x,y,z)=(16/3, 0, 2/3),
F=58/3
(x,y,z)=(6, 0, 1),
F=23
(x,y,z)=(6, 0, 1/2),
F=20,5
(x,y,z)=(5, 2, 0),
F=22
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
11. When solving the following integer linear programming problem, the following
branch-and-bound tree is obtained:
F=3
x=3
y=0 F=2.46
F=2.31
x=2.31 z=0 x=1.46
y=0
z=0 2 y=0
z=1
? 𝑥 + 6𝑦 + 𝑧
𝑠. 𝑡. 13𝑥 + 7𝑦 + 11𝑧 0 1.2
≥ 30
𝑥, 𝑦, 𝑧 ∈ ℤ+ 1
F=2.36 F=5.43
x=2 x=2
y=0 1.1 y=0.57
z=0.36
z=0
Infeasible
F=6
F=6.667 x=0
x=0
1 y=3
y=3.333
z=0 z=0
? 𝑥 + 2𝑦 − 5𝑧 0 3
𝑠. 𝑡. 2𝑥 + 3𝑦 + 𝑧 ≤ 10
𝑥, 𝑦, 𝑧 ∈ ℤ+ 2
F=6.5 F=6.333
x=0.5
x=1
y=3
z=0 4 y=2.667
z=0
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
why and point out which one it is. Else write the next branches and their
associated constraints.
13. When solving the following integer linear programming problem, the following
branch-and-bound tree is obtained:
F=4 F=5
F=2.857
x=0 x=1
x=0
y=1.429 1 y=2 y=0
z=0 z=0
z=0
0 3
? 5𝑥 + 2𝑦 + 5𝑧
Infeasible
𝑠. 𝑡. 12𝑥 + 7𝑦 + 9𝑧 ≥ 10 2
𝑥, 𝑦, 𝑧 ∈ ℤ+ 5
F=3.25
x=0.25
y=1 4
z=0
F=3.667
x=0 F=5.286
y=1 6 x=0
z=0.333 y=0.143
z=1
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
? Integer solution
Write the 6 missing elements in the tree, so that the tree makes sense
and there are three ways of pruning the nodes. A cross means that the
corresponding node has been pruned. You do not have to obtain the
objective function of the problem.
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
16. Let us suppose that we are solving a maximization ILP with the
following solution set and the objective function 2x+2y.
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Mathematics II: Collection of exercises and problems
Academic Year 2010-11
Information regarding the nodes in the second level of the tree (each
cell contains the solution of the LP after adding the constraints in the
corresponding row and column):
50