IE 3353 HOMEWORK 3

1) Solve the following LP using two-phase method.

𝑀𝑖𝑛 𝑍 = 2𝑥1 + 3𝑥2
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜
2𝑥1 + 𝑥2 ≤ 16
𝑥1 + 3𝑥2 ≥ 36
𝑥1 + 𝑥2 = 16
𝑥1 ≥ 0, 𝑥2 ≥ 0

2) Consider the following problem.

𝑀𝑖𝑛 𝑍 = 3𝑥1 + 2𝑥2
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜
2𝑥1 + 𝑥2 ≥ 10
−3𝑥1 + 2𝑥2 ≥ 6
𝑥1 + 𝑥2 ≥ 6
𝑥1 ≥ 0, 𝑥2 ≥ 0
a) Identify the 10 sets of defining equations for this problem. For each one, solve (if a
solution exists) for the corresponding corner-point solution, and classify it as a CPF
solution or a corner-point infeasible solution.
b) For each corner-point solution give the corresponding basic solution and its set of non-
basic variables.

3) Label each of the following statements about linear programming problems as true or
false, and then justify your answer.
a) If a feasible solution is optimal but not a CPF solution, then infinitely many solutions
exist.
b) If the value of the objective function is equal at two different feasible point 𝑥 ∗ and 𝑥 ∗∗ ,
then all points on the line segment connecting 𝑥 ∗ and 𝑥 ∗∗ are feasible and Z has the
same value at all these points.
c) If the problem has n variables (before augmenting), then the simultaneous solution of
any set 𝑛 constraint boundary equations is a CPF solution.

4) Consider the following problem.

𝑀𝑎𝑥 𝑍 = 20𝑥1 + 6𝑥2 + 8𝑥3
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜
8𝑥1 + 2𝑥2 + 3𝑥3 ≤ 200
4𝑥1 + 3𝑥2 ≤ 100
2𝑥1 + 𝑥3 ≤ 50
𝑥3 ≤ 20
𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0
Let 𝑥4 , 𝑥5 , 𝑥6 and 𝑥7 denote the slack variables for the first through fourth constraints,
respectively. Suppose that after some number of iterations of the simplex method, a
portion of the current simplex tableau is as follows:
a) Use the fundamental insight presented in Sec 5.3. to identify the missing numbers in the
current simplex tableau Show your calculations.
b) Indicate which of the missing numbers would be generated by the matrix form of the
simplex method to perform the next iteration.
c) Identify the defining equations of the CPF solution corresponding to the BF solution in the
current simplex tableau.

5) Consider the following problem.

𝑀𝑎𝑥 𝑍 = 3𝑥1 + 7𝑥2 + 2𝑥3
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜
−2𝑥1 + 2𝑥2 + 𝑥3 ≤ 10
3𝑥1 + 𝑥2 − 𝑥3 ≤ 20
𝑥1 ≥ 0, 𝑥2 ≥ 0, 𝑥3 ≥ 0
You are given the fact that the basic variables in the optimal solution are 𝑥1 and 𝑥3 .
a) Introduce slack variables, and then use the given information to find the optimal solution
directly by Gaussian elimination.
b) Extend the work in part (a) to find the shadow prices.
c) Use the given information to identify the defining equations of the optimal CPF solution,
and the solve these equations.
d) Construct the basis matrix B for the optimal BF solution, invert B manually, and then use
𝐵 −1 to solve for the optimal solution and the shadow prices 𝑦 ∗ . Then apply the optimality
test for the matrix form of the simplex method to verify that this solution is optimal.
e) Given 𝐵 −1 and 𝑦 ∗ from part (d), use the fundamental insight presented in Sec. 5.3. to
construct the complete final simplex tableau.