ps7 - Problem Set 7 IE406 Introduction to Mathematical...

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Problem Set 7 IE406 Introduction to Mathematical Programming Dr. Ralphs Due October 31, 2007 1. Bertsimas 5.12 2. Bertsimas 5.13 3. Consider the following linear programming problem and its optimal final tableau shown below. min - 2 x 1 - x 2 + x 3 s.t. x 1 + 2 x 2 + x 3 12 - x 1 + x 2 - 2 x 3 3 x 1 , x 2 , x 3 0 Final tableau: x 1 x 2 x 3 x 4 x 5 0 3 3 2 0 24 1 2 1 1 0 12 0 3 - 1 1 1 15 (a) Determine the optimal dual solution by examining the tableau. (b) Determine the range of values of the right hand side of the first constraint for which the basis shown above remains optimal. (c) Suppose that after obtaining the optimal solution depicted in the final tableau above, it was revealed that the following set of constraints were left out and must also be satisfied: 2 x 1 + 3 x 2 20 x 1 - x 2 + x 3 11 2 x 1 - 3 x 3 23 Use constraint generation to obtain an optimal solution after augmenting the original LP with these three new constraints. (Hint : This only requires a few calculations.) 4. The output of a paper mill consists of standard rolls 110 inches (110”) wide, which are cut
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This note was uploaded on 08/06/2008 for the course IE 406 taught by Professor Ralphs during the Fall '08 term at Lehigh University .

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ps7 - Problem Set 7 IE406 Introduction to Mathematical...

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