IE505 Final Exam (Take Home)

Spring 2021

1 Basic Concepts (15 points)

Indicate whether True or False.
1. Every global optimum is a local optimum. T or F
2. A totally unimodular constraint matrix is characteristic of every minimum
cost flow problem. T or F
3. A linear program in standard form cannot have nonnegativity constraints.
T or F
4. A graphical solution of LPs and NLPs involving many variables and/or
many constraints is generally impractical. T or F
5. The Phase I method is used to find an initial basic feasible solution for an
LP in standard form. T or F
6. An initial basic feasible solution may be found by inspection (after the
insertion of slack variables) when the LP problem involves constraints in
the form Ax ≤ b with b > 0.
7. an LP displays degeneracy when some basic feasible solution xB contains
xBi = 0. T or F
8. Degeneracy is important because it is theoretically possible that the sim-
plex will not converge (because it revisits some previous bfs). T or F
9. As presented in class and lecture, the Kuhn-Tucker conditions are nec-
essary conditions. That is, every optimal solution must satisfy them for
the NLP of interest (and the appropriate assumptions regarding differen-
tiability are satisfied). T or F
10. The direction vectors used in the Frank-Wolfe algorithm obey
dk = y k − xk
when y k is the solution of the linear approximating program during itera-
tion k and xk is the current working value of the optimal solution in that
iteration. T or F

1
2 Network Simplex (15 points)
Consider the following netwrok:

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Figure 1: The network for question 2

First, please find an initial solution and find the minimum-cost flow if the
we are moving 7 unit products from 0 to 5 and 6 unit of products from 0 to 4.

3 Revised Form of the Simplex (20 points)

Consider the following Linear programming problem.
min −2x1 − x2
s.t. x1 + x2 ≥ 5
3x1 + x2 ≤ 6
2x2 ≤ 11
xi ≥ 0
Please solve this problem to optimality

4 Frank-Wolfe Algorithm (20 points)

Consider this program:
1 2 1 2
min (x1 − 5) + (x2 − 5)
2 2

2
 s.t. 0 ≤ x1 ≤ 2
0 ≤ x2 ≤ 2


Solve by the Frank-Wolfe algorith using x0 = 0 0 as your initial solution.

5 NLP Graphical Solution (15 points)

Consider this program:
1 2 1 2
min (x1 − 5) + (x2 − 5) (1)
2 2

s.t. x1 + x2 − 2 ≤ 0 (2)
−x1 ≤ 0 (3)
−x2 ≤ 0 (4)

Solve it graphically. Indicate all Kuhn-Tucker points, local optima, and global optima.

6 Kuhn-Tucker Conditions (15 points)

Then show your solution of mathematical program (1) - (4) satisfies the Kuhn-
Tucker conditions.