Problem 1:

Solution:
Part a) Analyze which of the above matrices have linearly independent columns?
Sol:
The online solver is used to compute the Row echelon form of the matrix instead of doing
manual calculation therefore the Row echelon form of Matrix A1 is given as below

Which means the Matrix A1 columns form a linearly independent set.

Matrix A2 reduced row echelon form is given below

This shows that the Matrix A2 columns form a linearly dependent set.
Matrix A3 reduced row echelon form is given below

This Matrix A3 columns also form a linearly independent set

Part b) Prove that a non-zero d exists such that A2 *d = 0? Find one instance of such d
vector?
Sol:

][ ]
d1

[
3 1 2 1 d
1 1 4 5 . 2 =0
d3
0 3 1 1
d4
Here, in this system we have 3 equation to solve for the unknown. The Equation are as follows
3 d 1 +1 d 2+2 d 3 +1 d 4 =0

1 d 1+ 1d 2 + 4 d 3 +5 d 4 =0

3 d 2 +1 d 3+1 d 4=0

After solving the equations, the answers are in the form

Which can be further modified by multiplying it with 7 for easy understanding

Column vector d is given below

[]
4
1
−10
7

Part c) Find the inverse of the above matrix, in partitioned form, using blocks 0, B, C and
D.
Sol: In the given case the partitioned matrix is given below

[ ]
n× n
B ¿O
A=
C ¿D

[ ]
m× m m× (n−m ) n×n
B ¿O
A=
C(n−m)× m ¿ D(n−m)×(n−m)

As we know that the A-1 of a matrix is given by

adj( A)
¿
det (A )

Where det ( A )=BD−OC

adj ( A )=
[−CD −O
B ]
Therefore, A-1 is given by
−1 1
A =
¿ A∨¿ D −O ¿
−C B [ ]
−1
A =
1 D −O
BD−OC −C B [ ]
−1
A =
[
1 D O
BD −C B ]
B, -C, O and D must be non-singular.

−1
A =
1 D|0
BD −C |B [ ]
=B D
−1 −1 D |0

−C|B
= ( DB )
[ ]
−1 D|0

−C |B [ ]
1
( DB )−1= × adj ( DB )
|DB|
A−1=
adj ( DB )
|DB|
×
D |0
−C|B [ ]
[ ( B−0 D−1 C ) |−B−1 0 ( D−C B−1 0 )
]
−1 −1

¿
−D−1 C ( B−0 D−1 C )
−1
|( D−C B −1 −1
0)

[ ( B−0 D−1 C ) |−( B−0 D−1 C ) 0 D−1

]
−1 −1

¿
−( D−C B−1 0 ) C B−1|( D−C B−1 0 )
−1 −1

[ ] [ ]
−1 −1
−1 B|0 B |0
A = =
C|D −D−1 C ( B )−1|D−1
Here the Zero matrix is used which further simplifies the A-1 equation to the above.
Part d) Use the above matrix inverse result to invert matrix A3
Sol: Using the above matrix we need to compute B -1, D-1 and then their respective
multiplication
−1
B =
[ 0.250 −0.0208
0.0833 ]
−1
D =
[−0.014 0.1267 ]
0.112 −0.014

O=
[ 00 00]
So now we have to compute −D−1 C ( B )−1
Which is calculated as [ −0.142 0.0153
0.0174 −0.0333 ]
By putting those values in the Above A-1 matrix we will get the required value of inverse using
the above equation.

[ ]
0.25 −0.0208 0 0
−1 0 0.0833 0 0
A =
−0.142 0.0153 0.112 −0.014
0.0174 −0.0333 −0.014 0.1267

Problem 2:
Part a) Prove or disprove that B is a basis in R5 .
Sol: The B is given by

[ ]
1 0 0 0 0
0 1 0 0 0
¿ 0 0 1 0 0
0 0 0 1 0
0 0 0 0 1

B is a basis because it is a set of linear independent vectors and can span R 5 space. Also, we can
see that B can be written in a unique representation of vectors. And as we are claiming that B can
span then it means we can form any vector will the linear combination of these vectors and also,
they will be written as a unique representation of vectors.
It can be seen also that if we say the B span R 5. It means they could make any vector in that
space using this combination for example if we interested in making some vector which € R 5 as
given below

[]
5
2
¿ 7
−1
3

So, in order to make it we will use the vectors of B as let say

¿5⃗
b1 +2 ⃗
b2 +7 ⃗
b3± 1 ⃗
b4 +3 ⃗
b5

Which will yield the same results.

Part b) If column 10 of A is added to the B, then which of the first five columns from B can
be removed to form a new basis. Explain
Sol: So, if the column 10 is added to the B, then the B matrix will be given as
 [ ]
1 0 0 0 0 0
0 1 0 0 0 1
B= 0 0 1 0 0 2
0 0 0 1 0 0
0 0 0 0 1 0

As the matrix B is already in row reduced echelon form therefore, it can be seen that the column
2 and column 3 a 1 value at the same location where the 2 and 3 values of last row are. So, it
means that the column 2 and 3 can be removed so that the vector B form a basis else it will
create a non-zero rows
Part c) If column 4 of A is removed to the B, then which of the last six columns from A can
be added to form a new basis. Explain.
Sol: if Column 4 of A is removed then only Column 8 from A will be added from the last six
columns of A to form a new basis other columns have zero element at the respective locus of
vector which will create the column as zero therefore, to avoid it only column 8 should be added.
Problem 3:
Solution:
Part a) Convert model P into Canonical form.
Sol:
'
max=14 x 1 +7 x 2−8 x 3
s.t
'
2 x1 +5 x 2+ 3 x 3 ≤ 35
'
−5 x 1+2 x 2−3 x 3 ≤ 15
'
1 x1 +1 x 2+1 x 3 ≤ 4
'
−1 x1 −1 x 2−1 x 3 ≤−4
'
x1 , x2 , x 3 ≥ 0
'
Where −x 3=x 3

Part b) Let the canonical form LP from Part (a) be written in matrix and vector form
Sol: The Matrix A is given as

[ ]
2 5 3
−5 2 −3
A=
1 1 1
−1 −1 −1
 b⃗ =[ 35 15 4 −4 ]
T

T
c⃗ = [ 14 7 −8 ]
Part c) Convert model P into Standard form
'
max=14 x 1 +7 x 2−8 x 3 +0 s1 +0 s 2 +0 s 3 +0 s 4
s.t
'
2 x1 +5 x 2+ 3 x 3 +s 1=35
'
−5 x 1+2 x 2−3 x 3 + s2=15
'
1 x1 +1 x 2+1 x 3 + s 3=4
'
−1 x1 −1 x 2−1 x 3 + s 4=−4
'
x 1 , x 2 , x 3 , s 1 , s2 , s 3 , s4 ≥ 0
'
Where −x 3=x 3

Part d) Matrix form of standard LP.

[ ]
2 5 3 1 0 0 0
−5 2 −3 0 1 0 0
A=
1 1 1 0 0 1 0
−1 −1 −1 0 0 0 1

b⃗ =[ 35 15 4 −4 ]
T

T
c⃗ = [ 14 7 −8 0 0 0 0 ]
Part e) Write the dual of model P.
Sol:
min=35 y 1+15 y 2 + 4 y 3−4 y 4

subject ¿
2 y 1−5 y 2+ 1 y 3−1 y 4 ≥ 14

5 y 1+ 2 y 2 +1 y 3−1 y 4 ≥ 7

3 y 1−3 y 2 +1 y3 −1 y 4 ≥−8

y1 , y2 , y3 , y 4 ≥ 0

Part f) Find a feasible solution for model P as well as its dual model. Find the
corresponding objective function values.
Primal Solution

The value of Objective function is 56 with X1 = 4 while X2 and X3 =0

Dual Solution

Here the Value of Objective Function is also 56 with y1, y2 and y4 =0 while y3 is14.
Part g) What is the relationship (≥, =, ≤) between the above two objective function values?
Will it be the same relationship if you were to try different feasible solutions?
Sol: The Value of Objective function for primal and dual is same Max Primal = Min Dual. No, it
will not be same at different feasible solution.
Part h) Prove that the weak duality exists between model P and its dual.
Sol: As the solution or optimal solution of the Primal and Dual is equal which means Max P =
Min Dual therefore, the weak duality does exist. For weak duality this condition must be
satisfied.

Part I) If the optimal solution of model P is [4, 0, 0]^T , then find the optimal solution of the
dual from Part.
Sol:
As we know, the Optimal Solution of P is known as X1 =4, X2 = 0 and X3=0. Therefore, the
objective function value is 56. Now, for Dual it means that the corresponding constraint for X2
and X3 are not tight because in this case either the variable is 0 or the corresponding constraint is
tight. C3 constraint is tight in the Primal solution which means that the corresponding variable is
non zero while rest of them are zero. This shows that Y 3 is non zero and by putting value in the
third constraint we found the value of Y3 as 4 using Complementary Slackness principle
Therefore, Optimal Dual value is y3=14*4= 56. While the rest of the variables are 0. So, the
objective function value is 56.
Problem 4:
Solution:
Primal Eq.
Max=12 x 1+ 7 x2 +5 x 3+ 6 x 4 +7 x 5+ 8 x6

subject ¿ :
3 x 1+ 4 x 2+ 5 x 3 +7 x 4 +6 x 5 +1 x6 ≤ 800

x 1+ x2 + x 3 + x 4 + x 5 + x 6 ≤ 1000

−x 1 ≤−10

−x 2 ≤−9

−x 3 ≤−12

−x 4 ≤−8

−x 5 ≤−7

−x 6 ≤−10

x 1 , x 2 , x 3 , x 4 , x 5 , x 6 ≥0

Dual Eq.
Min=800 y 1 +1000 y 2−10 y 3−9 y 4−12 y 5−8 y 6−7 y 7−10 y 8

subject ¿ :
3 y 1 + y 2− y 3 ≥12

4 y 1+ y 2− y 4 ≥ 7

5 y 1+ y 2− y 5 ≥5

7 y 1 + y 2− y 6 ≥ 6

6 y 1 + y 2− y 7 ≥ 7

y 1 + y 2− y 8 ≥ 8
 y1 , y2 , y3 , y 4 , y5 , y6 , y7 , y8 ≥ 0

Therefore, the Solution for both the models Primal and Dual has been computed using the Excel
Add in Solver as given below in the figure
Primal
Solution

Dual
Solution

Primal Solution is ¿ [ 10 , 9 ,12 , 8 , 7,576 ] T with Objective function = 4948

Dual Solution is ¿ [ 8 , 0 ,12 , 25 , 35 ,50 , 41 , 0 ]T with Objective function = 4948

As it can be seen that strong duality exist and both Max Primal Optimal value= Max Dual
Optimal Value
Part a) What happens to the feasible region, if the RHS on resource constraint is increased
by +1.
Sol:
Yes, the feasible region will definitely increase as the constraint is active and satisfying both side
as we can see the above excel solver solution that RHS = LHS as 800=800 which means right
now if we increase the RHS by 1 unit the feasibility region will increase
Part b) What happens to the optimal objective function value, if the RHS on resource
constraint is increased by +1.
Sol:
If the RHS of the resource constraint is increased by 1 so, the resource constraint will be 801.
Now the corresponding Dual variable for this constraint is y 1 with an optimal value of 8. This
means that if the RHS of the resource constraint has been increased by 1 then the objective
function will increase by 8 which is 4948+8 = 4956
Part c) What happens to the feasible region, if the RHS on capacity constraint is increased
by +1.
Sol:
It can be increased or stay the same.
Part d) What happens to the optimal objective function value, if the RHS on capacity
constraint is increased by +1
Sol:
The Objective function value will remain the same as the corresponding variable associated with
the constraint 2 in the Dual yield 0 value which means that increasing the capacity constraint
wont impact the Objective function value and it will remain the same.
Part e) If the dual optimal solution to the above LP is [8, 0, −12, −25, −35, −50, −41, 0]T ,
then will there be any change in any of your earlier answers (for Part-1 to 4). Explain.
No, the answers will remain the same.
As for Part a) still the corresponding constraint is active and therefore, will increase the feasible
region. For Part b) the objective function value will still increase by 8. Same goes for part c and
d. the main reason is the strong duality exists as the Dual optimal solution value is also 4948
using these optimal values of the dual variables.
Part f) Find the primal optimal solution without solving the primal.
Sol:
As we know the Dual optimal solution, first we will check the active and non-active constraints.
As in the dual solution after checking the constraint we found out that all the constraint in dual
are active which means none of the variable is zero in primal solution it must have some value.
After that we will see the primal constraints and objective function. Now from the primal
constraints it can be seen that the first two constraints have 6 variables, but the remaining
constraints have 1 variable. But it is difficult to solve in that way
The second way is the concept of strong duality which shows that the Max primal = Min Dual
therefore as we know that the dual optimal value is $4948. So, primal optimal objective function
value is $4948
Part g) What is the primal optimal objective function value.
Sol:
The Primal Optimal Objective function value is $4948.
Part h) Identify any excess resource or equipment hours available to the company, while
operating at the optimal levels.
Sol:
Yes, the company have excess equipment hours, as the second constraint does not fully meet the
equality of 1000 hours. Secondly it can also be seen that the corresponding Dual variable for this
constraint yields 0 optimal value which means it is not impacting the solution value or objective
function value. As per the Excel solver add in results the Equipment hours is excess in that
comparison LHS< RHS (622 ≤ 1000) which means it become active at 622 which is 378 hours
less than the capacity.
Part I) Assume that the local market has following options:
 Buy/Sell the raw material for a price of 8 dollars per cc.
 Lease/Rent production equipment hours for a price of 8 dollars per hour.
Management has following two new projects, which one will you pick rationally to
maximize the overall profit
 Sell all the available resources and lease the entire production equipment hours.
 Lease the excess equipment hours and continue with the optimal levels.
Sol:
First option Profit will be = 800*8 =$6400 for resources and 1000*8 =$8000
Total profit = $14400
Second option profit will be = 4948 + 378*8 = $4948 +$3024 = $7972
As it can been from the above comparison that the First option is better for the company in term
of profit
Part j) What will happen to the overall profit if the management plans to buy raw
materials from the local market. Explain
Sol:
First of all, the company will check how much raw material they can buy. For that purpose, we
will look the sensitivity report of the Excel solver as given below
Now it can be seen that the allowable increase is 378 which means the total amount which can be
purchased is 378 cc.
So total purchasing price is =378 cc * $8 = $3024
Now, the total optimal profit after increasing that RHS to 1178 (800+378) is $7972 but here we
have to do a subtraction of Total purchasing price which is $3024

The Overall Profit = $7972-$3024 = $4948 which is the same because it is the allowable
increase. But right after that the profit is going to decrease.