DE THI GIUA KY MON LY THUYET TOI UU Dé 90 1 - Dank cho sinh vién K64 Khoa Todn-Tin Phin LLY THUYET (9,0 diém) ‘Au 1 (1d). Néu dinh nghia vé da dieu 16i? dinh nghia vé diém cuc bien? Caw 2 (24). Chimg minh ring néu Mla da dién 16 Ui n6 c6 diéin cue bién So didn cute bien eta M la hia han va moi diém ciia M7 déu la t6 hop 1éi cia cae diéin exte bién ctia nd. Phan I-BAI TAP (7,0 diém) Cau 3 (2d). Gidi bai Loan qui hoach tuyén tinh sau f(x) = 87) + 22 + Sry — Qr4 + min +713 —3r4 2,20 Vj=1,2,3,4,5 Cau 4.(3d) Giai bai toan qui hoach tuyén tinh sau f(z) =n - Qra+3ry 4 min ny #2 +23 S4 2,20 Yj=123 Cau 5.(2d) Biét ring phirong An t6i wu cita bai toan f(x) = 15x, + 1022 + G3 > min 3r) Qn, 22 rr +20. +275 23 1 +ry +13 22 dr, +272 —273 21 x, 20 W= 1,2,3 ar= (: 5 7) Hay tim phutong 4n ti uu cia bai toan adi ngau. yay _ Scanned with CamScannerTRUGNG DHSP HA NOI CONG HOA XA HOLCHU NGWIA VIET N KHOA TOAN-TIN Doe lap-Ty do- Hanh ploic DE THI GIUA KY MON LY THUYET TOI UU Dé 56 2- Dinh cho sink mén K64 Khow Todn-Tin Phan I-LY THUYET (3,0 diém) Cau J (1d). Néu dinh nghia vé nén 1di da dién ? dink nghia vé didn cue bi CAu 2 (2d). Chimg mink riug Ala mot ndu k A chi khi A chia mo hop tuyen tinh khong am cha mot sé hitu han bat ky cae diém thude KH. Phin II-BAI TAP (7,0 diém) Cau 3 (2d). Giai bai toin qui hoach tuyén tinh sau f(z) = 324 + 2ey + 26 > min thre +2, +2rq = 10 v3 aay tts ry —Sty —3rg +8145 =1 r20 Vj =1,2,3,4.5,6 m C&u 4.(3d) Gidi bai ton qui hoach tuyén tinh sau f(z) =a) 4+72— 73 min Qn, -f2 +24 Ar) -r_ +2z3 T +27, dr ry >0 Wj=1,2,3 1A ti he au 5.(2d) Tim tap phuoug an tdi wu cia bai todn f(x) = 71 + 2p + 2x3 — 224 — dr, 4 min —r +7, —3rg +2, —275 =8 —20, may +2, -z5 2-21 32; +523 -324 +225 = 25 2n, +r, +d2y > 20 zp20 Vj=1,2,3,4,5 ét ring 7 = (1,0,1,—1) lA phuong an 16: wu eta bai todn adi ngiu. Scanned with CamScannerLge lap Tye do-HaNn prc = DE THI MON LY THUYéT TéI UU Dé 86 1 - Thai gian: 90 phrit Cau 1, 3 me ela bai ton t6i uu tuyén tink suy bién. Chee wu h bay Phuong phép nhiéu loan dé gidi bai todn t6i uu tuyén tinh suy bién. __Gidi bai toan qui hoach tuyén tinh sau J (x) = 6x; + 29 + 25 +324 +25 — 725 4 min 2, +02 1% +25 =15 22, +i 225 =9 4x, +224 +45 -3r5 =2 ay 20 Vj=1,2,3,4,5,6 Cau 3. Giai bai toan qui hoach tuyén tinh sau f(a) = 6x1 + 3p + 2x3 — 32y 4 min Z, +22 +43 —274 =4 a, +r, 210 Qe» +23, —2r, = 12 aj) 20 Vj=1,2,3,4 Cau 4. Cho bai toan qui hoach tuyén tinh sau f(z) = 6x + 3x2 + 2x3 — 324 > min a) +22 +23 22, =4 -2) +r, > 10 Qn, +23 —2t, =12 20 Vj=1,2,34 jai bai ton tren. -- en these ca tai ae toain déi ngau cia bai toan trén va tim mot phuong én toi wut cla bal toan déi ngau dé. Scanned with CamScannerkid nara 5 Exam for Midterm: Linear Programming 90 minutes Question 1 (2 points). The following statement is right or wrong, a) Let D be the set of feasible solutions of a linear programming problem. It has always at least an extreme point. ; bh). In the Big-M method, ifthe problem (P*) is unbounded, then the problem (P) has an optimal solution, /” ©) Consider a base B of a linear programming problem (P) in the canonical form. If this base though provides an optimal basic solution to (P), itis probably not dual feasible 4d) Consider a couple primal-dual problems. If the primal problem is infeasible (the set of feasible solution is empty), then the dual problem is unbounded Question 2 (4 points); The bartender of your local pub has asked you to assist him in finding the combination of mixed drinks that will maximize his revenue. He has the following bottles available: 1 quart (32 o7,) Old Cambridge (a fine whiskey—cost $8/quart) 1 quant Joy Juice (another fine whiskey—cost $10/quart) | quart Ma's Wicked Vermouth ($10/quart) or 2 quarts Gil-boy's Gin ($6/quart) Since he is new to the business, his knowledge is limited to the following drinks: Whiskey Sour | 2 oz whiskey Price 1 ‘Manhattan | 2 oz. whiskey 28 Loz, vermouth Martini 202. gin 28 Loz. vermouth Pub Special | 2 07. gin 38 202 whiskey Use the simplex method to maximize the bar's profit. (Is the cost of the liquor relevant in this formulation?) Question 3 (4 points). Consider the linear programming problem (P): max 4x, + 3x, + 2x, — 8x, st3y+xtint x 33 x ¥ 20,7515. a) Solve this program (P) by the dual simplex method b) Formulate the dual (D) to this linear program. ©) Find all the optimal solutions of the dual program. — End — h ried Scanned with CamScannerity of Education Department of Mathematics and Informatics Final Exam for Class K65 K: Linear Programming 90 minutes ~ No document ~ Calculator allowed Exercise 1 (1 points). The following statement 1. The linear program max{c"x| Ar= ‘umber of basic solutions(A€R™", be R™, ce right or wrong (no justification needed): ZO} (the matrix A is full row rank) can have an infinite ") 2. One has min{e™x| Ax = b,x 20) =max{b"y| AT ySc,y 20} given that both linear programs are feasible(A4eR™”, bE R™, ceR") Exercise 2 (2 points): A manager of an oil refinery has 6 million barrels of crude oil A and 3 million barrels of crude oil B allocated for production during the coming month. These resources can be used to make either gasoline, which sells for 405 per barrel, or home heating cil, which sells for 35S per barrel. There are three production processes with the following characteristics: ™ ne *% Processi | Process? | Process3 input crude A 3 |) 3 5 Input crude B 5 | 28) 3 Output gasoline a. 2 3 Output heating oil 3 2 4 Cost sis | _-3%5 as All quantities are in barrels. For example, with the fist process, 3 barrels of crude A and 5 barrels of crude Bare used to produce 4 barrels of gasoline and 3 barrels of heating oil at a cost of $15. Formulate a linear Programming problem that would help the manager maximize net revenue over the next month, Exercise 3 (3 points). Solve the linear program by simplex method Sa=6 minimize ~ x, -6x,-4x,-3x, e (; £, 04) subject to. 3x, + 6x, +6x, +3x, $6 3 yj £9 2x, + 6x, +4x, S35 mar G s 5 watdytdyade ss ot 20 2 -4 Cy x, 20,/=1,2,3,4. ¢ € GY o-6 zi i 6 4 | Sot What is the dual program of this problem? $ got Exercise 4 (4 points), Solve the assignment problem (in the minimization form) with the table of costs: =” Worker Jobs - 1 3]4 - co 4062 5 35" Scanned with CamScanner 2 7 > [Te > a ZTRUONG DHSP HANOI DE THI HOC KY I NAM HOC 2017 - 2018 KHOA TOAN TIN Mon: LY THUYET TOI UU Danh cho sinh vién K65 hé Su pham Toan Thai gian lam bai: 90 phit, khong ké thoi gian phat dé Cau 1. Cho ham f : R" > R va tap di C CR". Gia str f 18i tren C va kha vi tai @ € C. Clutng minh ring #1 nghiem toan cue eda bai todin min{ f(x) | 2 € C} khi va chi khi (Vf (@),2 — 2) > 0 vi gi z EC. Cau 2. Cho him f : R" + R théa man 7 fim. f(x) = +00. Gia sit ring véi moi sé thyc a, tap {2 € R"| f(x) < a} dong. Chimg minh rhng bai toin min{ f(z) | x € R"} c6 nghign toin eye. Cau 3. Gidi bai toda sau bling phuong phap dou hin géc. max f(z) = 32, + 22 + 425 21 + 2x2 + 4x3 < 10, 32, +22+23 <5, 20, 1,23. Cau 4. Gidi bai tofn sau bing phuong ph4p don hinh dai ngéu, thém ring bude phy 2; + ty+23 £10. min f(x) = —t; + 212 — 49 32, +22 + 2zy < 10, — 2x, + 22-23 > 2, ry 20, f=1,2,3. Cau 5. Tim nghiém dia phuong va nghi¢m toan cuc cia bai tofn sau min f(x) = 23 — x22 H-m<0, — 22, +22 <0. Scanned with CamScannerY - 9 TRUONG DUSP HA NOL DE THE HOC KY 1 NAM HOC 2018 201 Mon: LY THUYET TOI UU OA 'TOAN TIN mn 1 vion KG6 he Suv pham Toén £ thei gian phat dé Danh cho sit Thos gian lam bai: 90 phil, khong ke Cau 1. (2,0 didn) Cho m,n li cdc 6b nguyén duang ton hon 1, Ala ma Urn thye chp 1m % 1 che véeta bE R", 6 ER". XOt hai bai Lovin (P) va (D) gau. I) f(a) = lr > max (i) = b"'y + min (P) (Arab (D) fATy>e reR} yeR™ Gli wer CRY vay € RM" lin lugt In efe phuong du chip nian duge clin cée bai toan (P) va (D). (a) Ching minh rhng f(r) < g(y)- (b) Ching minh ring nu ATy =e th) y la mot phugng én 16i uu cia (D). (1,0 diém) Cho him f: R" > R lien tye tron R" va thda min tim | f(z) = +90. Cau 2. Chimg minh ring bai toin min{ f(z) | z € R"} c6 nghiém Loan eye. Chu 3. (3,0 didm) Cho bai toén quy hoach tuyén tinh (P) sau S(x) = 5x, + Say + 9g > max 21 + 2g + dy < 20, Br, + ty +23 < 15, 1) — 12 +213 < 16, ry 20, 7 =1,2,3. (un) Gidi bai toan (P) bling thuat ton dan hinh géc. (b) Xéc dinh tap phugng én t6i wu eda bai toan (P) Cau 4. (4,0 diém) Hay vidt mo hink tofn hoc cia bai Lofin thye té chtgc phat biéu hw sau vi gidi theo thudt tofin Gomory 1: Mot xudng sin xufit du din mua hai loai may dé in hinh vé trén vai, Méi méy A cé gid 140 trigu dong, (6c dd in 10m? /plnit va cin 5m? dign Uch sin, Mdi may B e6 git 390 trign dang, tée do in 30m? /phit va cin 19m? digu tech sin. Xudng cin in ft nhAt 100m?/phat va c6 60m? sin dé sit dung. Xutdng in cin mua méi loai méy buo nhidu chiée dé s6 tign mua may 1A it nbft. Ghi cha: Sinh vion khong duge mt dung Lal len. Scanned with CamScanner, = 45 | way Te Nae Any — GY KGIA - DE SO 3 Thoi gian lam bai: 50 phiit Cau 1. Giai bai toan sau bang thuat toan don hinh goc. F(z) = 7x1 + 6r2 — 2x3 + T4 + MAX 2, + 622 +23 =3 5x, + 4x2 + 0, = 4, z>0. ia bai Au 2. Tim tat cd cdc nghiém dia phuong, nghiém toan cuc toan min f(z) vGi f(x) = 8x} — 2rt2 + x3 + 62) + 4a, — 1. el u 3. Tim tat ca nghiém dia phuong. nghiém toan cuc ctia bai toan f(a) = (a1 +3)? + (42 — 1)? 3 min ai +a3 <5, ty +%2 <0. Hét Scanned with CamScannerTRUONG DHSP HA NOI DE THI HOC KY I NAM HQC 20189 - 2020 KHOA TOAN TIN Mon: LY THUYéT TOI UU Disb 1 Danh cho sinh vién K67 hé Sut pham Toan ‘Thai gian lam bai:' 90 phiit, khong ké thai gian phat dé Cau 1, (1,0 diém) Cho ham 86 f(x) = 24 — 201925 + $27 — 2e-+1. Chimg minh ring bai tofn min f(z) 6 nghiém toan cue. : Cau 2. (1,5 diém) Cho him Wi f : R" +R va C CR" Ia mot tBp di khéc ring. Gid sit ring Z € C’la mot nghiém dja phutong cia bai toén ©): mip se) Chimg minh ring Ii mot nghi¢m to&n cyc cia bai toén (P). Cau 3. (3,5 diém) Mot doanh nghigp c6 30 ha dfit dé tréng 3 logi ndng sin A, B, C. Kha nang chi v8 vin ban du cia doanh nghiép ding dé mua giéng va cfc loai vét tu lién quan Ia 1,2 ty ddng. Téng chi phi cho ngwdi lao dong khong vuot qué 1,5 ty déng. D8 én xuht nong sin A cn chi phi vé vén 18 30 triéu déng/ha, chi pht vé lao dong 18 50 trigu ddng/ha, sin lugng thu duge tri gié 150 trigu ddng/ha. Dé sin xufit n6ng sin B clin chi phf vé v6n la 40 trigu ddng/ha, chi phi vé lao dong 18 40 triéu déng/ha, sin Tugng thu duge tri gié 170 trigu déng/ha. Dé san xudt néng sin C cin chi phf vé von. Ta 45 trigu d&ng/ha, chi phf vé lao dong 1a 60 trigu ddng/ha, sin Iyong thu dude tri gid 210 trigu déng/ha. Dé dim bio céc hop déng dé kf thi néng sin A cin tréng {t . nhét 1a 7 he. Hay gidi quyét vin dé: Mi loai nény sén cin tréng bao nhiéu ha dé gid tri sdn lugng thu duge la nhiéu nhét? Cau 4, (2,0 diém) Tim t&t cd nghiém dia phuong vA nghig¢m toan cuc cila bai toén S(e) = (1 +2)? = 404 > min ap+a3 <5, +2220. (Cau 5. (2,0 diém) Cho ham s6 f : R? + R xéc dinh béi céng thtte , S(ea22) = 24+ (e122 - 1), Xét bai toa (P): min f(z). () Chitng/minh ring bai ton (P) khong c6 nghiém ton cyc. (b) Chitig minh ring bai toan (P) khong c6 nghiém dia phuong. Ghi chéyinh vien khong duge sit dung tai ligu, Scanned with CamScanner/ Aver TRUONG DHsP HA NOI DE THI HOC KY I NAM HOC 2019 - 2020 KHOA TOAN TIN Mén: LY THUYET TOI UU DE so 1 Danh cho sinh vién K67 hé Su pham Ton Thdi gian lam bai: 90 phuit, khong ké thai gian phat dé Cau 1. (1,0 diém) Cho ham s6 f(z) toan min F(x) c6 nghigm toan cuc. * — 201924 + 32 — 27 +1. Ching minh ring bai Cau 2. (1,5 diém) Cho ham lai f:R" +R vaC c R" la mot tap ldi khac rong. Gia sit rang Z € C la mot nghiém dia phuong cia bai ton (P): min f(z). Chimg minh ring @ 14 mot nghiem toan cue cita bai ton (P). Cau 3. (3,5 diém) M6t doanh nghigp c6 30 ha dit dé trdng 3 loai nang sin A, B, C, Kha nang chi vé v6n ban dau otia doanh nghi¢p diing dé imua gidng va céc loai vat tu lien quan la 1,2 ty déng. Téng chi ph cho ngudi lao dong khong vuot qué 1.5 ty dng. Dé san xuAt nOng sin A cfin chi phi vé vén la 30 triew déng/ha, chi phf vé lao dong 1a 50 trigu déng/ha, sdn lugng thu duge trj gid 150 (riéu déng/ha. Dé sén xuft nong sin B can chi phi vé v6n 1a 40 trigu déng/ha, chi phi v2 lao dng Ja 40 trigu déng/ha, sin lugng thu duge tri gid 170 tri¢u déng/ha. Dé san xudt nong sin C can chi phi va vn la_45 tri¢u déng/ha, chi phi vé lao dong 1a 60 trigu ddng/ha, san lugng thu duge tri gid 210 trigu déng/ha. Dé dim bao cae hop déng da ky thi nong sin A can trong ft nhét la 7 ha. Hay gidi quyét vin dé: Méi loai néng sdn can tring bao nhiéu ha dé gid tri sén luong thu dugc la nhiéu nhét? Cau 4. (2,0 diém) Tim tat cd nghi¢m dia phuong va nghiém toan cuc ctia bai tosn S (2) = (01 +2)? — 4e_ > min ap +93 <5, ty +2220. Cau 5. (2,0 diém) Cho ham sé f : R? + R xac dinh bai cong thttc J (#122) = 2} + (ait — 1)*. Xét bai tof (P): min (2). (a) Chtmg minh ring bai toin (P) khong ¢6 nghi¢m toan cue. (b) Chifig minh ring bai ton (P) khong c6 nghigm dja phuong. Scanned with CamScannerHanoi National University of Education Department of Mathematics and Informatics Final Exam for Class K67 K: Optimization NGUYEN Duc Manh (November 2019) 9X minutes ~ No document — Calculator allowed Excitise1/@2 points) (Multiple Choice, points (0.5, 0, 0.5) each) No justifications needed, Choose "yes" or ‘no’ (Attention: wrong answers cause negative points!) 1. Consider a general linear programming problem. The numberof basic solutions is probably infinite. ‘2 In the primal-dual algorithm (for solving a linear programming problem in the canonical form), if we start from an extreme point of the dual problem, we always go to another extreme point in the next iteration. '3. If'we solve the assignment problem (with » jobs and n workers) using the simplex method, the function can be unbounded. objecti 4. Suppose thatthe simplex tableau inthe simplex method for solving the canonical form of linear programming problem (without artifical variable) is given as follows : ‘The linear programming problem has unique optimal solution! Exere 2.(1 polnts), Prove that in the simy varisife in one iteratio plex method: if a basic variable leaves the base to become a non-basic innot enter the base,in the next iteration (ic, the next pivoting step) ae pins. Consider he linc protoming poles mas =3~6,—3m, st Sein 8 2y4y, +28, 22 aj-3ey+ 2x, $2 420-18 2). Solve this problem by using the dual simplex method. ») What is the dual Problem? Using the complementary slackness theorem to find all optimal solution of the dual problem. Exereigg 4 (4 points). Consider the lincar programming problem max ~3) 35-35-14 St 34 +4x,—3x, 43,22 34, -2x,+65—x,=1 OR +4 taye4 520, f bad, £2 Grove that C13, 0,0) isa dual feasible solution. Ista basic solution of the dual problem and why? + ®)Starith this dual feasible solution (-1/3, 0,0), do one iteration ofthe primal-deal algorithm (bats, uni We obtain a new better dual feasible solution) = END ~~ Scanned with CamScanner Scanned with CamScannerHanoi National University of Education Department of Mathematics and Informatics Final Exam for Class K68 K: Optimization Theory (December 2020 - Test 1 - Two pages) 90 minutes —No document — Calculator allowed Question 1 (2 points). (Multiple Choice, points {-0.5, 0, 0.5) each) No justifications needed. Choose 'yes’ or ‘no’. (Attention: wrong answers cause negative points!): a) The LP problem min{c?x | Ax =, x > 0} with A € R™, m 0 and A7b=-1. 4) Suppose that the simplex tableau in the simplex method for solving the canonical form of LP problem (no artifical variable) is given as follows: The linear programming problem has unique optimal solution. Question 2 (2 points). The Sky shop promotes its products from a large city to different parts in the state, The Sky shop has budgeted up to $800 per week for local advertising. The money is to be allocated among four promotional media: TV spots, newspaper ads, and two types of radio advertisements. Sky shop’s goal is to reach the largest possible high-potential audience through the various media. The following table presents the number of potential customers reached by making use of an advertisement in each of the four media. It also provides the cost per advertisement placed and the maximum number of ads that can be purchased per week. Audiences ‘Cost per | Maximum ads reachedperad | ad($)_| per week TV spot (I minute) 5000 80 2] Daily newspaper (full-page ad) 8500 92. 5 [Radio spot (0 seconds, prime time) | 2400 29 25 Radio spot (1 minute, aftemoon) 2800 38. 20 Sky shop's contractual arrangements require that at least five radio spots be placed each week, To ensure a broad-scoped promotional campaign, management also insists that no more than $180 be spent on radio advertising every week. Formulate this problem as a LP problem. Does this LP problem have optimal solution? Why? Scanned with CamScannerQuestion 3 @ points). Consider the LP problem: max ~2x; st. xy —X3 =3 X1—X2 —2x4=1 2x _ teys7 Xs Kay X3 X42 0. a) Solve this problem using phase I and II of the simplex method. b) What is the dual problem? Find all optimal solution of the dual problem. Question 4 (3 points). Solve the: assignment problem ‘in the minimization form with the following data of costs: Scanned with CamScanner