UDPS1063 Linear and Integer Programming Tutorial 1

Advanced Linear Programming

______________________________________________________________________________ 1. Show that the set negativity condition essential for the proof? is convex. Is the essential non-

2. Show that the set

is not convex.

3. Determine graphically the extreme points of the following convex set:

Show that the entire feasible solution space can be determined as a convex combination of its extreme points. Hence conclude that any convex (bounded) solution space is totally defined once its extreme points are known.

4. Solve the following linear programming by revised simplex method: (a) Maximize subject to

(b) Maximize subject to

(c) Minimize subject to

UDPS1063 Linear and Integer Programming (d) Minimize subject to

5. Solve the linear programming by the revised simplex method given the starting basic feasible . vector Minimize subject to

6. Apply revised dual simplex method (steps refer TAHA 9th ed. page 316-317) to the following problem: Minimize subject to

7. Solve the following problem by the bounded algorithm: Maximize subject to

UDPS1063 Linear and Integer Programming 8. Solve the following problem by bounded algorithm: (a) Minimize subject to

, (b) Maximize subject to

9. In the following problems, some of the variables have positive lower bounds. Use the bounded algorithm to solve these problems. (a) Maximize subject to

, (b) Maximize subject to

, (c) Maximize subject to

UDPS1063 Linear and Integer Programming 10. Apply bounded dual simplex algorithm (TAHA 9th ed. page 323) to the following problem: (a) Minimize subject to

, (b) Maximize subject to

11. Consider the following linear programming: Maximize subject to

(a) Write the dual. (b) Show by inspection that the primal is infeasible. (c) Show that the dual in (a) is unbounded.

12. Consider the following linear programming: Maximize subject to

(a) Write the dual. (b) In each of the following cases, first verify that the given basis is feasible for the primal. Next, using , compute the associated dual values, and verify whether or not the primal solution is optimal. (i) (iii) (ii) (iv) 4

UDPS1063 Linear and Integer Programming 13. Consider the following linear programming: Maximize subject to

(a) Write the dual problem. is optimal by computing (b) Verify that (c) Find the associated optimal dual solution.

for all nonbasic

14. An linear programming includes two variables and and three constraints of the type The associated slacks are , , and . Suppose that the optimal basis is and its inverse is

. ,

The optimal primal and dual solutions are

Determine the optimal value of the objective function in two ways using the primal and dual problems.

15. Given the constraints given as subject to

Assuming that the objective function is given as (a) Maximize (b) Maximize (c) Maximize

UDPS1063 Linear and Integer Programming 16. Study the variation in the optimal solution of the following parameterized linear programming, given . Minimize subject to

17. Consider the following linear programming, find the first critical value in each of the cases: vector of (a) Maximize subject to

, and define the

(b) Maximize subject to

18. Study the variation in the optimal solution of the following parameterized linear programming, given . Minimize subject to