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Unformatted text preview: IEOR 162, Spring 2012 Homework 05 1. (Modified Problem 4.5.2; 20 points) In this problem, you will use the simplex algorithm to solve the following LP z * = max 2 x 1 + 3 x 2 s.t. x 1 + 2 x 2 6 2 x 1 + x 2 8 x i i = 1 , 2 . (a) (5 points) In your first iteration, enter x 1 . Then complete the whole process to find an optimal solution x * = ( x * 1 ,x * 2 ) and the corresponding objective value z * . (b) (5 points) In your first iteration, enter x 2 instead of x 1 . Then complete the whole process to find an optimal solution x * = ( x * 1 ,x * 2 ) and the corresponding objective value z * . Show that the two optimal solutions found in Parts (a) and (b) are identical. (c) (5 points) Visualize the route you went through in Part (a). Hint. First, draw the feasible region of the original LP. For each tableau you had in Part (a), there is an associated basic feasible solution. That basic feasible solution corresponds to an extreme point of the feasible region of the original LP. Depict all those extreme points corresponding topoint of the feasible region of the original LP....
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This note was uploaded on 03/14/2012 for the course IEOR 162 taught by Professor Zhang during the Spring '07 term at University of California, Berkeley.
 Spring '07
 Zhang

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