GE330practice2 - Solution: (a) . The standard form is as...

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Problem 1. Is each of the following linear programs in the standard form? If it is not, convert it to the standard form. (a) min 3 x 1 - 7 x 2 + 4 x 3 s.t. x 1 + x 2 + x 3 3 x 1 + 2 x 2 + 3 x 3 5 x 1 ,x 2 ,x 3 0 Solution: min 3 x 1 - 7 x 2 + 4 x 3 s.t. x 1 + x 2 + x 3 - s 1 = 3 x 1 + 2 x 2 + 3 x 3 + s 2 = 5 x 1 ,x 2 ,x 3 ,s 1 ,s 2 0 (b) min 2 x 1 - 4 x 2 + 5 x 3 s.t. x 1 + x 2 - x 3 = 4 x 1 + 2 x 2 - 3 x 3 = 5 x 1 - x 2 = 1 x 1 0 , x 2 0 Solution: min 2 x 1 + 4 y 1 + 5 y 2 - 5 y 3 s.t. x 1 - y 1 - y 2 + y 3 = 4 x 1 - 2 y 1 - 3 y 2 + 3 y 3 = 5 x 1 + y 1 = 1 x 1 ,y 1 ,y 2 ,y 3 0 (c) min 3 x 1 + 6 x 2 + 4 x 3 s.t. x 1 - x 2 = 2 x 3 x 1 + x 2 + x 3 - 5 = 0 x i 0 , i = 1 , 2 , 3 Solution: min 3 x 1 + 6 x 2 + 4 x 3 s.t. x 1 - x 2 - 2 x 3 = 0 x 1 + x 2 + x 3 = 5 x i 0 , i = 1 , 2 , 3 (d) min 5 x 1 + 2 x 2 + 2 x 3 s.t. x 1 - x 2 + x 3 = 4 x 1 + x 2 - x 3 = 1 x i 0 , i = 1 , 2 , 3 Solution: This is already in the standard form. 1
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Problem 2. Consider the following LP: max z = x 1 + 3 x 2 s.t. x 1 + 2 x 2 4 3 x 1 + 2 x 2 8 x 1 ,x 2 0 (a) Convert the problem to the standard form. (b) Determine all the basic solutions of the problem, and classify them as feasible and infeasible. (c) Use direct substitution in the objective function to determine the optimum basic feasible solution. (d) Verify graphically that the solution obtained in (c) is the optimum LP solution. (e) Show how the infeasible basic solutions are represented on the graphical solution space.
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Unformatted text preview: Solution: (a) . The standard form is as follows max z = x 1 + 3 x 2 s.t. x 1 + 2 x 2 + s 1 = 4 3 x 1 + 2 x 2 + s 2 = 8 x 1 ,x 2 ,s 1 ,s 2 (b) . The basic solutions is listed in the following table Basic variables Basic solution Feasible? Objective Value ( x 1 ,x 2 ) (2,1) Yes 5 ( x 1 ,s 1 ) (8/3,4/3) Yes 8/3 ( x 1 ,s 2 ) (4,-4) No-( x 2 ,s 1 ) (4,-4) No-( x 2 ,s 2 ) (2,4) Yes 6 ( s 1 ,s 2 ) (4,8) Yes (c) . x 2 = 2, s 2 = 4, x 1 = s 1 = 0 is the optimal solution. (d) . The graph is as follows: ABCD is the feasible region, and the optimal solution is point B . 1 2 3 4 5 x 1 x 2 1 2 3 4 s 1 = 0 s 2 = 0 A B C D E F (e) . The two infeasible basic solutions are E and F . E : x 1 = 4 ,s 2 =-4, F : x 2 = 4 ,s 1 =-4. 2...
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This note was uploaded on 08/31/2010 for the course IESE GE 330 taught by Professor Nedich during the Spring '09 term at University of Illinois at Urbana–Champaign.

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GE330practice2 - Solution: (a) . The standard form is as...

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