MH3701 Basic Optimization AY 2017/18 S2

Tutorial 2: Answers
1. Determine if each of the given solution is a corner point feasible solution of the set
described by the given inequalities.
(i) Inequalities:
−2x1 + x2 − 2x3 ≤ −2
−2x1 − 4x2 + x3 ≤ 1
−x1 − 3x2 + x3 ≤ 2
2x1 + x2 + x3 ≤ 0
x1 + x2 ≤ 1
− 2x2 + x3 ≤ 3
(a) Solution: (5, −4, −6)
Answer: (5, −4, −6) is a corner point feasible solution.
(b) Solution: (6 12 , −5 12 , −8)
Answer: No, the active constraints at (6 12 , −5 12 , −8) intersect to give a
line.
(ii) Inequalities:
−x1 + x2 ≤ −3
−x1 + 3x2 + 2x3 ≤ −6
− 2x2 − 2x3 ≤ 3
2x1 − 2x2 − 2x3 ≤ 3
4x2 + 2x3 ≤ −9
−x1 + x2 + 2x3 ≤ 1
(a) Solution: (0, −4, 2 12 )
Answer: (0, −4, 2 12 ) is a corner point feasible solution.
(b) Solution: (− 12 , −3 12 , 2)
Answer: (− 21 , −3 12 , 2) is a corner point feasible solution.
(iii) Inequalities:
x1 + x2 + 3x3 ≤ 1
− 2x2 − 2x3 ≤ −1
−2x1 − 2x2 − 5x3 ≤ −1
x1 + x2 + 2x3 ≤ 1
−2x1 − 4x2 − 7x3 ≤ −2
−2x1 − 3x3 ≤ 0
(a) Solution: (0, 1, 0)
Answer: (0, 1, 0) is a corner point feasible solution.
(b) Solution: (0, 12 , 0)
Answer: No, the active constraints at (0, 21 , 0) intersect to give a line.

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(iv) Inequalities:
x1 −x2 ≤ −2
4x1 +x2 − 3x3 ≤ −1
2x1 +
2x2 − 2x3 ≤ 1
−2x1 +x2 + x3 ≤ 2
x2 − x3 ≤ 3
−2x1 − 3x2 + 3x3 ≤ −3
(a) Solution: (−3, − 12 , −3 12 )
Answer: (−3, − 12 , −3 12 ) is a corner point feasible solution.
(b) Solution: (−3, −1, −4)
Answer: (−3, −1, −4) is a corner point feasible solution.
(v) Inequalities:
4x1 − x2 + 5x3 ≤ −2
−3x1 + x2 − 3x3 ≤ 2
2x1 − x2 ≤ 0
5x1 − 2x2 + 2x3 ≤ −1
−x1 + x2 + 3x3 ≤ −1
−x1 − 2x3 ≤ 1
(a) Solution: (0, 12 , − 12 )
Answer: (0, 12 , − 12 ) is a corner point feasible solution.
(b) Solution: (1, 2, −1)
Answer: (1, 2, −1) is a corner point feasible solution.
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2. Determine all improving edges emanating from the given corner point feasible so-
lution of the given linear program in inequality form.
(i) Linear program:
maximize −x1 + 3x2 − 5x3
subject to 2x1 − x2 + 5x3 ≤ 2
3x1 + 3x3 ≤ −1
2x1 + 3x3 ≤ −1
3x1 + 3x2 − 6x3 ≤ 4
− x2 + 2x3 ≤ 2
−3x1 − x2 − x3 ≤ 1
Corner point feasible solution: (0, − 23 , − 13 )
Answer: {(0, x2 , − 13 ) : x2 ∈ R}
{(− 12 − 1 12 x3 , 12 + 3 12 x3 , x3 ) : x3 ∈ R}
(ii) Linear program:
maximize −4x1 + x2 + 3x3
subject to − x2 + 2x3 ≤ −2
x1 − x3 ≤ 2
−2x1 + x2 + x3 ≤ −1
−2x1 + 3x3 ≤ 0
−x1 + x2 ≤ 1
−x1 + 2x3 ≤ 0
Corner point feasible solution: (3, 4, 1)
Answer: {(1 21 + 1 12 x3 , 2 + 2x3 , x3 ) : x3 ∈ R}
(iii) Linear program:
maximize −5x1 − x2 + 5x3
subject to 6x1 + 2x2 − 4x3 ≤ 7
−x1 + x3 ≤ 0
−2x1 − x2 + x3 ≤ −2
x1 + 2x2 ≤ −1
−2x1 + x2 + 2x3 ≤ −2
x1 − x2 − x3 ≤ 5
Corner point feasible solution: (5, −3, 5)
Answer: {(x3 , 2 − x3 , x3 ) : x3 ∈ R}
{(x3 , − 12 − 12 x3 , x3 ) : x3 ∈ R}
(iv) Linear program:
maximize −2x1 + 5x2 − x3
subject to 3x2 − 2x3 ≤ −2
x1 − x2 − 3x3 ≤ 4
x1 − 4x2 − x3 ≤ 5
x1 − x2 − 2x3 ≤ 2
−2x1 − 4x2 + 8x3 ≤ 3
− 3x2 + x3 ≤ 1
Corner point feasible solution: (4, 0, 1)
Answer: {(x1 , 0, 1) : x1 ∈ R}
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(v) Linear program:

maximize −3x1 + 3x3
subject to 2x1 + x2 ≤ 5
5x1 + 2x2 + 3x3 ≤ 8
3x1 + x2 + 3x3 ≤ 3
−6x1 − 4x2 ≤ −1
2x1 + 3x3 ≤ 3
x2 − 3x3 ≤ −1
Corner point feasible solution: (2, −2, − 13 )
Answer: {(1 12 − 1 12 x3 , −1 21 + 1 12 x3 , x3 ) : x3 ∈ R}
{(1 13 − 2x3 , −1 + 3x3 , x3 ) : x3 ∈ R}
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3. Determine the corner point feasible solution at the end of every edge emanating
from the given corner point feasible solution of the set described by the given
inequalities.
(i) Inequalities:
2x1 − x2 + 5x3 ≤ 2
3x1 + 3x3 ≤ −1
2x1 + 3x3 ≤ −1
3x1 + 3x2 − 6x3 ≤ 4
− x2 + 2x3 ≤ 2
−3x1 − x2 − x3 ≤ 1
Corner point feasible solution: (0, − 23 , − 13 )
Answer: (0, 23 , − 13 ), (1 13 , −3 13 , −1 23 )
(ii) Inequalities:
− x2 + 2x3 ≤ −2
x1 − x3 ≤ 2
−2x1 + x2 + x3 ≤ −1
−2x1 + 3x3 ≤ 0
−x1 + x2 ≤ 1
−x1 + 2x3 ≤ 0
Corner point feasible solution: (3, 4, 1)
Answer: There are no corner point feasible solutions at the end of all edges.
(iii) Inequalities:
6x1 + 2x2 − 4x3 ≤ 7
−x1 + x3 ≤ 0
−2x1 − x2 + x3 ≤ −2
x1 + 2x2 ≤ −1
−2x1 + x2 + 2x3 ≤ −2
x1 − x2 − x3 ≤ 5
Corner point feasible solution: (5, −3, 5)
Answer: (7, −5, 7), (8, −4 12 , 8), (2, −1 12 , 12 )
(iv) Inequalities:
3x2 − 2x3 ≤ −2
x1 − x2 − 3x3 ≤ 4
x1 − 4x2 − x3 ≤ 5
x1 − x2 − 2x3 ≤ 2
−2x1 − 4x2 + 8x3 ≤ 3
− 3x2 + x3 ≤ 1
Corner point feasible solution: (4, 0, 1)
Answer: (2 12 , 0, 1), (7 12 , 21 , 2 12 )
(v) Inequalities:
2x1 + x2 ≤ 5
5x1 + 2x2 + 3x3 ≤ 8
3x1 + x2 + 3x3 ≤ 3
−6x1 − 4x2 ≤ −1
2x1 + 3x3 ≤ 3
x2 − 3x3 ≤ −1
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Corner point feasible solution: (2, −2, − 13 )

Answer: ( 12 , − 21 , 23 ), (3 21 , −5, −1 31 )