PracticeTest2 - P is infeasible. Provide a certiFcate that...

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UIUC MATH 482 Practice Test 2 (Spring 2011) Instructions: This test has 7 pages including this cover sheet. Answer 4 of the 5 problems given below. (I will grade all 5 problems and score you on the best 4.) Each problem is scored out of 5 points. This test is out of 20 points. Justify all of your steps to ensure full credit. No calculators or other aids are permitted. Write your name and ID below and on every page. Make your student ID available. NAME: STUDENT ID: 1
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2 Q1. Use the dual simplex algorithm to solve the following linear pro- gram. Minimize z = 4 x 1 + 6 x 2 + 8 x 3 + 10 x 4 subject to x 1 + 2 x 2 + 4 x 3 + 8 x 4 1 - x 1 + x 2 - x 3 + x 4 1 2 x 1 - x 2 - x 3 + x 4 1 and x 1 , x 2 , x 3 , x 4 0.
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3 Q2. Given the usual primal problem (P) max c x s . t . Ax b, x 0 one has the usual dual problem (D) min y b s . t . y A c , y 0 . Prove that the dual of (D) is (P).
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4 Q3. The following linear program
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Unformatted text preview: P is infeasible. Provide a certiFcate that proves that P is infeasible using ±arkas lemma. (Be sure to clearly state how you are using ±arkas Lemma, e.g., by giving a statement of the Lemma.) min 6 x 1 +2 x 2 = z subject to-x 1-x 2 -3 x 1-x 2 -2 x 1 +2 x 2 1 x 1 , x 2 5 Q4. For the LP Maximize a + 3 b + 2 c + d subject to a-2 b + 3 c + 3 d 7 2 a + b + c + 4 d 10 4 a + b + 3 c-d 8 and a, b, c, d 0. State the dual minimization problem. Suppose you guess ( a, b, c, d ) = (0 , 42 / 5 , , 2 / 5) is optimal. Use complementary slackness to prove your guess and the solution to the dual problem is correct. 6 Q5. Prove Farkas Lemma from class. 7 (This page is intentionally left blank.)...
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