BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE-
PILANI,
HYDERABAD CAMPUS
Optimization (MATH F212)
Section No. 1
Instructor: Dr. Sumit Kumar Vishwakarma
Contact:
[email protected] Tutorial sheet-2
1. Show that the following system of linear equations has a degenerate solution:
2𝑥1 +𝑥2 − 𝑥3 = 2,
3𝑥1 +2𝑥2 + 𝑥3 = 3
2. Show how the following objective function can be presented in equation form:
𝑀𝑖𝑛𝑖𝑚𝑖𝑧𝑒 𝑧 = 𝑚𝑎𝑥 {|𝑥1 − 𝑥2 + 3𝑥3 |, |−𝑥1 + 3𝑥2 − 𝑥3 | }
𝑥1 , 𝑥2 , 𝑥3 ≥ 0
3. Consider the following LP:
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑧 = 2𝑥1 + 3𝑥2 + 5𝑥3
Subject to
−6𝑥1 + 7𝑥2 − 9𝑥3 ≥ 4
𝑥1 + 𝑥2 + 4𝑥3 = 10
𝑥1 , 𝑥3 ≥ 0
𝑥2 unrestricted.
Converting this LPP in the standard form requires, 𝑥2 =𝑥2− − 𝑥2+.
Show that a basic solution cannot include both 𝑥2− and 𝑥2+simultaneously.
4. The following table represents a specific simplex iteration. All variables are
nonnegative. The table is not optimal for either a maximization or a minimization
problem. Thus, when a nonbasic variable enters the solution it can either increase or
decrease z or leave it unchanged, depending on the parameters of the entering
nonbasic variable.
Basic 𝑥1 𝑥2 𝑥3 𝑥4 𝑥5 𝑥6 𝑥7 𝑥8 Sol
z 0 -5 0 4 -1 -10 0 0 620
𝑥8 0 3 0 -2 -3 -1 5 1 12
𝑥3 0 1 1 3 1 0 3 0 6
𝑥1 1 -1 0 0 6 -4 0 0 0
(a) Categorize the variable as basic and nonbasic and provide the current values
of all the variables.
(b) Assuming that the problem is of the maximization type, identify the nonbasic
variables that have the potential to improve the value of z. If each such
variables enters the basic solution, determine the associated leaving variable,
if any, and the associated change in z. Do not use the Gauss-Jordan row
operations.
(c) Repeat part (b) assuming that the problem is of the minimization type.
(d) Which nonbasic variable(s) will not cause a change in the value of z when
selected to enter the solution?
5. Use simplex method to solve the following LPP:
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑧 = 4𝑥1 + 10𝑥2
subject to the constraints:
2𝑥1 + 𝑥2 ≤ 50,
2𝑥1 + 5𝑥2 ≤ 100,
2𝑥1 + 3𝑥2 ≤ 90,
𝑥1 ≥ 0, 𝑥2 ≥ 0
Also, verify your answer with the graphical solution of the above LPP. Is the solution
unique? Justify mathematically.
6. Use simplex method to solve
𝑀𝑖𝑛𝑖𝑚𝑖𝑧𝑒 𝑧 = 𝑥2 − 3𝑥3 + 2𝑥5
subject to the constraints:
3𝑥2 − 𝑥3 + 2𝑥5 ≤ 7,
−2𝑥2 + 4𝑥3 ≤ 12,
−4𝑥2 + 3𝑥3 + 8𝑥5 ≤ 10,
𝑥2 ≥ 0, 𝑥3 ≥ 0, 𝑥5 ≥ 0
(Ans: Min. z = -11)
