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Introduction to Optimization

Homework #3 Due Wednesday, October 25

1. Use the simplex method to describe all the optimal solutions of the following problem.
Maximize 2 + 3 + 5 + 4
s.t. +2 +3 + 5
+ +2 +3 3
, , , 0.

2. Solve the following LP problem.


Maximize +3
s.t. 2 + 2 10
3 2 + 10
3 + 10
, , 0.

3. Solve the following problems by the two-phase simplex method:


(a)
Maximize 3 +
s.t. 1
3
2 + 4
, 0.
(b)
Maximize 3 +
s.t. 1
3
2 + 2
, 0.
(c)
Maximize 3 +
s.t. 1
3
2 2
, 0.
4. Consider the following dictionaries in a cycling example.
The initial dictionary:
= 0 0.5 + 5.5 + 2.5 09
= 0 0.5 + 1.5 + 0.5 00
= 1 0.0 + 3.5 0.5
= 0 + .10 .57 0.9 24 .
After the first iteration:
Dictionary D:
= 0 .11 + 5.5 .18 02
= 0 0.4 1.2 + 0.8 + 00
= 1 .11 3.5 + .18 + 02
= 0+. . .53 + .41 204 20 .


After the fifth iteration:
Dictionary D*:
= 09 +4 8 2
=0 0. 5 + 1.5 + 0.5
= 1 0. 5 + 0.2 0.4
= 1 + .24 + 22 293 21 .

Let B be the index set of the basic variables in D, and let B* be the index set of the basic
variables in D*. At the first iteration, let be the entering variable, while is obviously the
leaving variable. Therefore, = , = = = 0, = 11 , = 4 , = 1 11 ,
= 53 . Verify that at Dictionary D*, = 53 if in D* are substituted by in D and

= 0 " .

5. For a maximization problem, let D denote a dictionary in which # leaves the basis and $
will enter the basis.
%: ' = (' ) *' -"
,

%: = .+ ) -"
,
where " is the index set of basis variables in %, and / " and ".

Now let % be a dictionary in which # enters the basis.


% : ' = (' ) *' - "
,

%: = . + ) -"
,

Show # *#$ > 0. (Hint: you need to show # > 0 and *#$ > 0)