HOMEWORK 7 5.

40 Standard Form

Iteration1 Z s1 s2 s3

x1 -1 -2 0 1

x2 -2 1 1 1

s1 0 1 0 0

s2 0 0 1 0

s3 0 0 0 1

RHS 0 2 4 5

MRT 2 4 5

Iteration2 Z x2 s2 s3

x1 -5 -2 2 3

x2 0 1 0 0

s1 2 1 -1 -1

s2 0 0 1 0

s3 0 0 0 1

RHS 4 2 2 3

MRT 1 1

Iteration3 Z x2 s2 x1

x1 0

x2 0

s1 1/3 1/3 -1/3 -1/3

s2 0 0 1 0

s3 1 2/3 2/3 -2/3 1/3

x1 9 4 0 1

0 1 0 0 1 0 We have Reached Optimality Z x1 x2 s1 s2 s3 9 1 2 0 0 0

HOMEWORK 7 KKT Conditions for Maximization Problem: Primal Feasibility

Dual Feasibility

Complimentary Slackness ( )

Iteration 1

Dual Feasibility: [ [
st

] [ ]

[ ]

So 1 iteration is not dual feasible. Source of violation of the optimality conditions. Primal Feasibility: [ ] [ ] [ ] [ ]

And all So 1st iteration is primal feasible. Iteration 2

Dual Feasibility: [ [
nd

] [ ]

[ ]

So 2 iteration is not dual feasible. Source of violation of the optimality conditions. Primal Feasibility: [ ] [ ] [ ] [ ]

And all So 2nd iteration is primal feasible. 2

HOMEWORK 7

Iteration 3

Dual Feasibility: [ [ ] [ So 3
rd

] [

[ ]

] iteration is dual feasible.

Primal Feasibility: [ ] [ ] [ ] [ ]

And all So 3rd iteration is primal feasible. Complementary Slackness: [ [ ] [ ] So the optimal solution holds all three conditions of the KKT. ] ([ ] [ ] [ ])

HOMEWORK 7

We need to the problem to a minimization problem to look over Farkas lemma;

At iteration 1 the extreme point is (0,0), The binding constraints are non-negativity constraints (e1 and e2 gradients). And c is not in the cone of the gradients e1 and e2 generated. At iteration 2, the extreme point is (0,2) and the binding constraints are and . And c is not in the cone of the gradients a1 and e2 generated. So this point is not optimal too. At iteration 3 the extreme point is (0,4). The binding constraints are and . C is in the cone of the gradients a1 and a3 generated. So this point is optimal.

5.46 Standard Form

HOMEWORK 7 x1 -2 1 -2 x1 -4 1 2/3 - 2/3 x1 0 1 0 x2 -3 1 3 x2 0 0 1 x2 0 0 1 s1 0 1 0 s1 0 1 0 s1 2 2/5 3/5 2/5 s2 0 0 1 s2 1 - 1/3 1/3 s2 1/5 - 1/5 1/5 RHS 0 8 0 RHS 0 8 0 RHS 19 1/5 4 4/5 3 1/5

Z s1 s2

MRT 8 0

Z s1 x2

Z x1 x2

We have reached the optimality, and the optimal basic feasible solution is as below: Z x1 x2 s1 s2 19 1/5 4 4/5 3 1/5 0 0

Graphical Solution

HOMEWORK 7 At (0,0) point, first x2 enters s2 leaves, then x1 enters s1 leaves. After that, it moves to (24/5, 16/5) point. KKT Conditions for Maximization Problem: At the optimality the KKT conditions are as below:

Dual Feasibility:

] [ [ ] [ ]

[ ]

So iteration is dual feasible. Primal Feasibility:

] [

[ ]

[ ]

And all So iteration is primal feasible. Complementary Slackness: ( )

] ([

] [

[ ])

[ ] [

So the optimal solution holds all three conditions of the KKT.