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BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI - KK BIRLA

GOA CAMPUS
FIRST SEMESTER 2014-2015

Optimization
Tutorial6

1. Find the optimal value of the objective function for the following problem by inspecting only its dual
(Do note solve the dual by the Simplex method).

Minimize z = 10x1 + 4x2 + 5x3

subject to
5x1 7x2 + 3x3 50 and x1 , x2 , x3 0.

2. Consider the following LPP:


Maximize z = x1 + 5x2 + 3x3
subject to
x1 + 2x2 + x3 = 3, 2x1 x2 = 4, and x1 , x2 , x3 0.
Verify that B = (A1 , A3 ) is optimal. Write the dual and then find the associated optimal dual solution.

3. Consider the following LPP:

Maximize z = 2x1 + 4x2 + 4x3 3x4

subject to
x1 + x2 + x3 = 4, x1 + 4x2 + x4 = 8, and x1 , x2 , x3 , x4 0.
By using x3 and x4 as the starting variables, the optimal table is given by:

Basic x1 x2 x3 x4 Solution
z 2 0 0 3 16
x3 3/4 0 1 -1/4 2
x2 1/4 1 0 1/4 2

write the dual problem and find its solution from the primal table.

4. Consider the following LPP:


Maximize z = x1 + 5x2 + 3x3
subject to
x1 + 2x2 + x3 = 3, 2x1 x2 = 4 and x1 , x2 , x3 0.
The starting solution consists of x3 in the first constraint and an artificial variable x4 in the second con-
straint with M = 100. The optimal tableau is given as follows:

Basic x1 x2 x3 x4 Solution
z 0 2 0 99 5
x3 1 5/2 1 -1/2 1
x1 0 -1/2 0 1/2 2
Write the associated dual problem and determine its optimal dual solution.

5. Estimate a range for the optimal objective value for the following LPPs:

(a) Minimize z = 5x1 + 2x2 subject to x1 x2 3, 2x1 + 3x2 5 and x1 , x2 0.


(b) Maximize z = x1 + 5x2 + 3x3 subject to x1 + 2x2 + x3 = 3, 2x1 x2 = 4 and x1 , x2 , x3 0.
(c) Maximize z = 2x1 + x2 subject to x1 x2 10, 2x1 40 and x1 , x2 0.

6. Consider the solution space in Figure given below, where it is desired to find the optimum extreme point
that uses the dual simplex method to minimize z = 2x1 + x2 . The optimal solution occurs at point
F = (0.5, 1.5) on the graph.

(a) Can the dual simplex start at point A?


(b) If the starting basic (infeasible but better than optimum) solution is given by point G, would it be
possible for the iterations of the dual simplex method to follow the path G E F? Explain.
(c) If the starting basic (infeasible) solution starts at point L, identify a possible path of the dual simplex
method that leads to the optimum feasible point at point F.

7. Generate the dual simplex iterations for the following problems and trace the path of the algorithm on
the graphical solution space.

(a) Minimize z = 2x1 + 3x2 subject to 2x1 + 2x2 30, x1 + 2x2 10 and x1 , x2 0.
(b) Minimize z = 4x1 + 2x2 subject to x1 + x2 = 1, 3x1 x2 2 and x1 , x2 0.

8. Solve the following LP in three dierent ways (use TORA for convenience). Which method appears to
be the most ecient computationally?

Minimize z = 6x1 + 7x2 + 3x3 + 5x4

subject to

5x1 + 6x2 3x3 + 4x4 12


x2 5x3 6x4 10
2x! + 5x2 + x3 + x4 8
x1 , x2 , x3 , x4 0.

THE END