ISyE 6669 Midterm I

Instructor: Prof. Shabbir Ahmed and Prof. Andy Sun

 
2 1 0
 
4 0 −1
Problem 1. Consider the matrix A =  . The rank of A is:
1 3 1
4 2 −1

A 1

B 2

C 3

D 4

Solution: C

Problem 2. Consider the function f (x, y) = x3 + 2xy + 4y. The first order Taylor’s expansion of
this function at (1, 0) is

A −2 + 6x + 3y

B −2 + 3x + 6y

C 3 + x2 + 3y

D 3x2 + 2y + 4

Solution: B

∑n
Problem 3. The set X = {x ∈ Rn | i=1 xi ≤ 1} is

A closed and bounded

B closed but not bounded

C not closed and not bounded

Solution: B

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Problem 4. Which set is convex

A {x ∈ R2 | ex1 ≥ x2 }

B {x ∈ R2 | x21 + x22 = 1}

C {x ∈ R2 | max{x1 , x2 } ≥ 1}

D {x ∈ R2 | min{x1 , x2 } ≥ 1}

Solution: D

Problem 5. Which function is convex on the indicated domain

A f (x) = ex on [0, +∞)

B f (x) = x3 on [−1, 1]

C f (x) = −x2 − 4x on R

D f (x) = sin(x) on [0, 2π]

Solution: A

Problem 6. Which statement is TRUE

A Any optimization problem whose feasible region is unbounded cannot have an optimal solution.

B Every global optimal solution to an optimization problem must have the same objective func-
tion value.

C A convex optimization problem can have at most one global optimal solution.

Solution: B

Problem 7. Which of the following is a convex optimization problem

A min {x2 + y 4 : x2 + y 2 ≥ 100}

B max {x2 : x ∈ [−10, 10]}

C min {2x + 3y : 7x + y ≤ 10, ln(x) ≥ 0}

Solution: C

Problem 8. What is the outcome of the problem max{6x − y : x ≥ 0, y ≥ 0}

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 A Unbounded

B Optimal

C Infeasible

Solution: A

Problem 9. I have solved an optimization problem and got an optimal solution x∗ . Suppose now
a new constraint is added to my problem. If I find that x∗ satisfies the new constraint, then x∗ is
an optimal solution of the modified problem.

A True

B False

Solution: A

Problem 10. If I maximize a univariate convex function over a nonempty closed and bounded
interval, then there has to be an optimal solution which is one of the end points.

A True

B False

Solution: A

Problem 11. Consider an unconstrained optimization problem min f (x). Suppose at a point x0
we know ∇f (x0 ) = 0 and ∇x f (x0 ) is positive semidefinite. Then

A x0 is a local minimizer

B x0 is a local maximizer

C x0 may be neither a local minimizer nor a local maximizer

Solution: C

Problem 12. The gradient vector of f (x1 , x2 ) = (x1 − 2)3 + 2x1 x2 − 3x2 at point (x1 = 3, x2 = 5)
is

A (12, 4)⊤

B (13, 3)⊤

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 C (14, 2)⊤

D (15, 1)⊤

Solution: B

Problem 13. The Hessian matrix of f (x1 , x2 ) = (x1 − 2)3 + 2x1 x2 − 3x2 at point (x1 = 3, x2 = 5)
is
[ ]
6 0
A
0 2
[ ]
18 2
B
2 0
[ ]
6 2
C
2 0
[ ]
6 2
D
2 3

Solution: C

Problem 14. What is the derivative of f (x) = |x|3 at x = −2

A 8

B -8

C 12

D -12

Solution: D

Problem 15. Consider the problem min {c⊤ x : x ∈ X} where ∅ ̸= X ⊆ Rn is a full-dimensional

compact set. Suppose c ̸= 0. What can you say about the problem:

A The problem can be unbounded

B The problem can be infeasible

C The optimal solution is unique

D The optimal solution cannot be in the interior of X

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Solution: D

Problem 16. Which of the following is not a feasible point of X = {x ∈ R2 | 2x1 + x2 ≤ 4, −x1 +
3x2 ≥ 3, x1 ≥ −2, x2 ≤ 3}

A (−1, 2)

B (2, 0)

C (1, 2)

D (0, 3)

Solution: B

Problem 17. For the transportation problem:

∑
m ∑
n
min cij xij
i=1 j=1
∑m
s.t. xij = dj , j = 1, . . . , n,
i=1
∑n
xij ≤ si , i = 1, . . . , m,
j=1

xij ≥ 0, i = 1, . . . , m, j = 1, . . . , n.

Which of the following situations must cause infeasibility?

∑ ∑n
A The total supply m i=1 si is strictly greater than the total demand j=1 dj .
∑n
B There exists a supply si which is greater than or equal to the total demand j=1 dj .
∑ ∑n
C The total supply m i=1 si is strictly less than the total demand j=1 dj .

Solution: C

Problem 18. Choose correct statement(s) about the “here-and-now” decision and the “wait-and-
see” decision.

A The “here-and-now” decision must be made before the uncertainty is realized.

B The “wait-and-see” decision can be made before part of the uncertainty is realized.

C The “here-and-now” decision can change after the uncertainty is realized.

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Solution: A, B

Problem 19. Which of the following functions can be reformulated as convex piecewise linear
functions?
∑ 
k

A f (x) = 2018 
k=1 e k · x − log(k) , x ∈ R.
∑
B f (x1 , . . . , xn ) = nk=1 (−1)k |xk + 1| , (x1 , . . . , xn ) ∈ Rn .
C f (x) = |x − 1| −|x − 2| , 0 ≤ x ≤ 2.
Solution: A, C

Problem 20. Consider the following nonlinear optimization problem:

min |x − 1| + 3|2 − x|
s.t. x ≥ 0.
Which of the following linear reformulations is/are equivalent to it?
A
min w1 + w2
s.t. w1 ≥ x − 1
− w1 ≤ x − 1
w2 ≥ 3(2 − x)
− w2 ≤ 3(2 − x)
x≥0

B
min w1 + 3w2
s.t. w1 ≥ x − 1
− w1 ≤ x − 1
w2 ≥ 2 − x
− w2 ≤ 2 − x
x≥0

C
min w1 + w2
s.t. w1 ≥ x − 1
− w1 ≤ x − 1
w2 ≥ 2 − x
− w2 ≤ 2 − x
x≥0

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Solution: A, B

Problem 21. Consider the following nonlinear objective that averages over the ℓ1 metric and ℓ∞
metric
1 1
min (|x + 1| + |x − 2|) + max{|x − 1|, |x − 2|}.
2 2
Which is the correct reformulation as a linear program?

A
1 1
min (z1 + z2 ) + z3
2 2
s.t. − z1 ≤ x − 1 ≤ z1
− z 2 ≤ x − 2 ≤ z2
− z 3 ≤ x + 1 ≤ z3
− z 3 ≤ x − 2 ≤ z3

B
1 1 1
min (z1 + z2 ) + (x − 1) + (x − 2)
2 2 2
s.t. − z1 ≤ x + 1 ≤ z1
− z2 ≤ x − 2 ≤ z2

C
1 1
min (z1 + z2 ) + z3
2 2
s.t. − z1 ≤ x + 1 ≤ z1
− z 2 ≤ x − 2 ≤ z2
− z 3 ≤ x − 1 ≤ z3
− z 3 ≤ x − 2 ≤ z3

Solution: C

Problem 22. Is the set H = {x = (x1 , x2 , x3 , x4 , x5 ) ∈ R5 : x1 + x2 − x3 − x4 = 0} in R5 a

polyhedron and why?

A No, because a polyhedron should be defined by inequalities.

B No, because a polyhedron has to be bounded, whereas a hyperplane is not bounded.

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 C Yes, because H is the intersection of two halfspaces, {x ∈ R5 : x1 + x2 − x3 − x4 ≤ 0} ∩ {x ∈
R5 : x1 + x2 − x3 − x4 ≥ 0}.

Solution: C

Problem 23. Does a plane have any extreme point? Think about the plane {(x, y, z) ∈ R3 : x = 1}.

A Yes, any point on the plane is an extreme point.

B No, the plane does not have any extreme point, because any point on the plane is contained
in a line which we know has no extreme point.

C The definition of extreme point does not apply to a plane, because a plane consists of lines.

Solution: B

Problem 24. Find the extreme ray(s) of the polyhedron P = {(x, y) ∈ R2 : x + y ≤ 1, x ≥ 0, y ≥

0}.

A [1, 0]⊤

B [0, 1]⊤

C The polyhedron P does not have any extreme ray.

Solution: C

Problem 25. Consider the polyhedron P = {(x, y, z) ∈ R3 : x − y ≤ 1, x ≥ 0, y ≥ 0, z ≥ 0}.

Find all the correct representations of the point [ 12 , 2, 1]⊤ as a convex combination of extreme points
and conic combination of extreme rays of P .

A [ 12 , 2, 1]⊤ = 1
2 · [0, 0, 0]⊤ + 1
2 · [1, 0, 0]⊤ + 2 · [0, 1, 0]⊤ + 1 · [0, 0, 1]⊤

B [ 12 , 2, 1]⊤ = [0, 0, 1]⊤ + 3

2 · [0, 1, 0]⊤ + 1
2 · [1, 1, 0]⊤

C [ 12 , 2, 1]⊤ = 3
4 · [0, 0, 0]⊤ + 1
4 · [1, 0, 0]⊤ + 7
4 · [0, 1, 0]⊤ + 1
4 · [1, 1, 0]⊤ + 1 · [0, 0, 1]⊤

Solution: A, C

Problem 26. Consider the polyhedron P = {(x, y) ∈ R2 : x + y ≤ 2, x ≥ 0, y ≥ 0}. Which of the

following solutions is/are basic feasible solution(s)?

A [0, 0]⊤

B [0, 1]⊤

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 C [1, 1]⊤

D [0, −1]⊤

Solution: A

Problem 27. Given a polyhedron P in standard form where A is a 3 × 5 matrix with full row
rank, how many basic feasible solutions can P possibly have?

A 0

B 1

C 10

D 100

Solution: A, B, C

Problem 28. Suppose a standard form LP has a basic feasible solution x = (x1 = 1, x2 = 2, x3 =
0, x4 = 3, x5 = 0). Which of the following points can be a basic feasible solution adjacent to x?

A (2, 1, 3, 0, 0).

B (1, 0, −1, 0, 0).

C (0, 0, 0, 0, 3).

Solution: A, C

( )
Problem 29. Suppose the direction to move in a simplex iteration is d⊤ = −2 −1 0 1 0
and the current basic variables have values (3, 1). Which variables are basic variables and what is
the next iteration’s basic feasible solution?
( )⊤
A Basic variables are (x1 , x2 ) and the next iteration’s basic feasible solution is 1 0 0 1 0 .
( )⊤
B Basic variables are (x3 , x5 ) and the next iteration’s basic feasible solution is 1 0 3 0 1 .
( )⊤
C Basic variables are (x1 , x2 ) and the next iteration’s basic feasible solution is 0 0.5 0 1.5 0 .

Solution: A

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Problem 30. If the the reduced costs of nonbasic variables (x3 , x4 , x5 ) are (3, 0, −2) and the ratios
x1
are ( −d , x2 ) = (1, 0). Is this basic feasible solution degenerate and why?
1 −d2

A Yes, because the basic variable x2 must be 0.

B No, because no basic variable can be zero.

C Yes, because currently the reduced cost of x4 is 0.

Solution: A

Problem 31. If the linear optimization problem

min c⊤ x
s.t. Ax = b

has two distinct feasible solutions x1 , x2 , then

A the problem must be unbounded if c⊤ x1 ̸= c⊤ x2 .

B if the optimal objective value is bounded then c = 0.

C either there are infinitely many optimal solutions or there is no optimal solution.

Solution: A, B, C

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