COMP 567

exe2

1. (5) Show that the dual problem of

max bT y
s.t. AT y ≤ c
y≥0
is the following problem
min cT x
s.t. Ax ≥ b
x≥0

2. Consider the following linear programming problem

n
min ∑ c j x j
j =1
n
s.t. ∑ aij x j = bi i = 1, 2,..., m
j =1

lj ≤ xj ≤ uj j = 1, 2,..., n.

a) (5) State the dual of this problem.

b) (20) Show that if x is feasible for this problem, and if there exists a vector
T
of multipliers π = [π 1 , π 2 , ..., π m ] such that
m
c j + ∑ π i aij > 0 ⇒ xj = lj
i =1
m
c j + ∑ π i aij < 0 ⇒ xj = uj
i =1

then x is an optimal solution of this problem.

2. (20) Suppose that x* and y* are optimal solutions of the following pair of
primal-dual problems :

min cT x max bT y
s.t. Ax ≥ b s.t. AT y ≤ c
x≥0 y ≥ 0.

Suppose also that x' is an optimal solution of the following problem

min cT x
s.t. Ax ≥ b + k
x ≥ 0.

Show that c T x′ ≥ c T x * + k T y * .

4. Consider the following problem

max z = 2 x1 − 4 x2
(Primal) s.t. x1 − x2 ≤ 1
x1 , x2 ≥ 0

a) (5) State the dual problem, and solve it by observation.

b) (5) Use the complementary slackness conditions and the optimal solution of
the dual problem to determine an optimal solution of the primal problem.

c) (5) Consider the coefficient c1 of x1 in the objective function of the primal

problem, determine the values of c1 for which the dual problem does not
have a feasible solution?
For these values of c1, what is happening to the primal problem?
5. (15) Use the dual simplex method to solve the problem using the slack variables
as the basic variables at the first iteration :

min 3 x1 + x2 + x3
s.t. x1 + 2 x2 ≥8
3 x1 − 2 x2 − x3 ≥ 6
− x1 − x2 + 4 x3 ≥ 2
x1 , x2 , x3 ≥ 0.