IATOM - ENAC – Combinatorial Optimization

Exercises II

Linear Programming, duality, sensitivity analysis

Exercise 4: Back to the 2-D aircraft loading problem – Sensitivity analysis

We already modeled and solved the freight aircraft loading problem (described on slide 27 of
your notebook) with 2 products. We found that the optimal solution (x1*=3, x2*=2 and z*=7)
would consists in loading 3 units of product 1 and 2 units of product 2 in the aircraft, to obtain
a profit of 700€.
a) Assuming that we would have a weight limit of 1100kg instead of 900kg, what
would the optimal profit be? (you don’t need to solve an LP to answer this question). Same
question with a weight limit of 1300kg instead of 900kg.
b) Same question if the maximal volume is 15m3 instead of 12m3.
c) Back to the initial conditions (900 kg max and 12m3 max), let us suppose that the
carrier can rent a freight space in an aircraft (operating the same line) to another airline in
order to carry greater quantities of products 1 and 2. This freight space is 5m3 with a
maximum weight of 300kg, and the rental price is 270€ . Is it worth it for the air freight
carrier to rent this extra freight space?
d) Let us consider now the 3D aircraft loading problem (described on slide 37) for
which we already obtained the optimal solution (x1*=3, x2*=0 ,x2*=3/2 and z*=15/2=7.5). Is
it worth it for the air freight carrier to rent this same extra freight space?

Exercise 5:
Let us consider the linear problem (P) of exercise 1:
Max z = x1+ 2x2
st 2x1+ 3x2  12
6x1+ 5x2  30
x2  3
x1,x2  0

a) Write the dual of (P).

b) Use the Complementary Slackness Theorem to solve the dual problem. Verify your
results with the Strong Duality Theorem.

Exercise 6:
Write and solve the dual of the linear programs of exercises 2.1) and 2.2)

Exercise 7:
Let us consider the LP below:
Max x1+ 2x2 + 3x3 - 4x4
st. x1 - x2 + x3 1
x1 - x3 - x4  -1
x2 + x3 + x4  1
x1, x2, x3, x4  0
 a) Write the dual problem.
b) Assuming that both problems have an optimal solution, use the fact that (0,0,0,1) is
a feasible solution of the primal problem to deduce a lower bound of the optimal value of the
primal problem and a lower bound of the optimal value of the dual problem.
c) For each of the primal/dual couples of solutions below, indicate whether it is a
couple of optimal solutions for the primal and dual problems above:
1. (0,0,0,1) and (0,1,4)
2. (0,1,0,0) and (1,0,3)
3. (0,0,1,0) and (1,0,2).

Exercise 8: Let us consider the LP below:

Max z = 3x1+ 2x2 + 4x3 - x4
st. x1 + x2 + 2x3 4
2x1 +3 x3 + x4  11
2x1 + x2 +3 x3 7
x1, x2, x3, x4  0
Use the complementary slackness theorem to prove that (1,0,1) is an optimal solution for the
dual problem.