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Preliminary Solutions To Examination TNK053 2008-12-19 1

This document contains solutions to several optimization problems: 1. The basic feasible solution is provided for a linear program with variables x1, x2, x3, x4. 2. A degenerate optimal dual solution (y1, y2) = (0, -1) is given for a linear program with variables y1 and y2. 3. The shortest path between nodes in a network is identified as 1-2-3-6-4-5-7 with distance 18 for a mixed integer program.

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Fernanda Paula Rocha
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12 views

Preliminary Solutions To Examination TNK053 2008-12-19 1

This document contains solutions to several optimization problems: 1. The basic feasible solution is provided for a linear program with variables x1, x2, x3, x4. 2. A degenerate optimal dual solution (y1, y2) = (0, -1) is given for a linear program with variables y1 and y2. 3. The shortest path between nodes in a network is identified as 1-2-3-6-4-5-7 with distance 18 for a mixed integer program.

Uploaded by

Fernanda Paula Rocha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Preliminary Solutions to Examination TNK053 2008-12-19

1.

Phase 1 problem:
min
s.t.

w = a 1 + a2
x1 2x2 3x3 2x4 + a1 = 3
x1 x2 + 2x3 + 2x4 s1 + a2 = 11
x1 , x2 , x3 , x4 , s1 , a1 , a2 0.

The basic feasible solution to the original problem is x1 =

2.

39
8
, x2 = 0, x3 = , x4 = 0
5
5

(i)
max
s.t.

w = 4y1 + 3y2
y1 + 2y2 2
y1 + y2 1
y2 1
y1 2
y1 0, y2 0

(ii) Optimal dual solution: (y1 , y2 ) = (0, 1), it is degenerate since the basic variable y1 = 0
(iii) Use the complementary slackness to show the solution x is optimal.

3.

(i)
min

2x12 + 6x13 + 3x23 + 13x25 + 7x34 + 4x36


+x42 + 3x45 + 8x47 + 4x57 + 2x64 + 9x67

s.t.

x12 x13 = 1
x12 + x42 x23 x25 = 0
x13 + x23 x34 x36 = 0
x34 + x64 x42 x45 x47 = 0
x25 + x45 x57 = 0
x36 x64 x67 = 0
x47 + x57 + x67 = 1
xij 0

i, j

(ii) he shortest path is 1-2-3-6-7 (or 1-2-3-6-4-5-7) with distance 18.


(iii) The shortest path is 1-2-3-6-4-5-7 with distance 18.

4.
(i) Define xij = the no. of barrels of oil shipped from location i to j per day.
min

0.10x13 + 0.35x14 + 0.25x23 + 0.56x24 + 0.12x34


+0.12x43 + 0.40x35 + 0.33x45

s.t.

x13 x14 x1D = 1500


x23 x24 x2D = 1200
x13 + x23 + x43 x34 x35 = 0
x14 + x24 + x34 x43 x45 = 0
x35 + x45 = 2000
x1D + x2D = 700
xij 0

i, j

F1

Axel

1500
0.10

0.4

0
Dummy
700

0.35
D
0
2
1200

Refinery
2000

0.33

0.56

F2

0.12 0.12

0.25

Bull

(ii)

F1

1500
0.10

3
0.4

0.35
5

0.12 0.12

0.25
0

0.33
2

F2
0

0.56

1200

D
Dummy
400

Refinery
First day
2000

F1

B
0.05

0.05

1500

A
0.10

0.4

0.35
0.12 0.12

0.25
7
F2
1200

10

Refinery
3000 Second day

0.33
0.56

9
B

Arcs (3,8) and (4,9) represent holding.

5.

(a)

(i) The Gomorys fractional cut associated with x3 : 13 x1 23 x2 13 x5 23 or x3 2

The Gomorys cut associated with x6 : 23 x1 13 x2 23 x5 13 or x1 2x2 x5 + x6 4


(ii) x3 2,

x2 + 2x3 5

(b) x1 = 0, x2 = 1, x3 = 0, z = 50

6.

(i) f (x) is convex since the Hessian matrix of f (x) is positive definite for all x.

(ii) KKT conditions:


4x1 + x2 12 u1 + 2u2 0,

2x2 + x1 10 + u1 + u2 + u3 0

x1 (4x1 + x2 12 u1 + 2u2 ) = 0
u1 (2 + x1 x2 ) = 0,
x1 + x2 2,
(x1 x2 ) = (2 3)

x2 (2x2 + x1 10 + u1 + u2 + u3 ) = 0

u2 (7 2x1 x2 ) = 0,

2x1 + x2 7,

(u1 u2 u3 ) = (0

x2 3,

u3 (3 x2 ) = 0

x1 , x2 0,

u1 , u2 , u3 0.

1 3
)
2 2

Point (x1 x2 ) = (2 3) is an optimal solution to the problem since it satisfies the KKT conditions
and the problem is a convex programming problem.

7.

(i) The Lagrangian subproblem is


(u1 , u2 ) =

max 20x1 + 30x2 550y1 720y2 + u1 (200y1 x1 ) + u2 (75y2 x2 )

s.t.

1.5x1 + 4x2 300


x1 , x2 0, y1 , y2 {0, 1}

The dual problem is


min
u0

(u1 , u2 )

Alternatively,
(u1 , u2 ) =
s.t.

min 20x1 30x2 + 550y1 + 720y2 + u1 (x1 200y1 ) + u2 (x2 75y2 )


1.5x1 + 4x2 300
x1 , x2 0, y1 , y2 {0, 1}

(ii) Note that the Lagrangian subproblem can be solved separately.


For (u1 u2 )T = (3 2)T x1 = 200, x2 = 0, y1 = 1, y2 = 0
(u1 , u2 ) = 3450 = U BD(for maximum problem).
Since this solution is also feasible to the constraints (2) and (3), and z = 3450 = LBD.

so it is the optimal solution to the original problem.

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