{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

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

This preview shows pages 1–7. Sign up to view the full content.

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

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
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.
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).

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
4 Q3. The following linear program

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

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.)...
View Full Document

{[ snackBarMessage ]}

Page1 / 7

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

This preview shows document pages 1 - 7. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online