Assignment 1 1. A furniture company manufactures four models of desks.
Each desk is rst constructed in the carpentry shop and is next sent to a nishing shop where it is varnished waxed and polished. The number of man hours required in each shop is as shown below. Desk 1 (hrs) Desk 2 (hrs) Desk 3 (hrs) Desk 4 (hrs) Available (hrs) carpentry shop 4 9 7 10 6000 Finishing shop 1 1 3 40 4000 The prot from the sale of each item is as follows. Desk1 Desk 2 Desk3 Desk4 Prot in Rs 12 20 80 40 Assuming that raw materials and supplies are available in adequate supply and all desks produced can be sold, the desk company wants to determine the quantities to make of each type of product which will maximize prot. Formulate this as a linear programming problem (you need not solve the LPP). 2. State with proper justication, whether the statements are True or False. (a) There exists a linear programming problem (LPP) which is infeasible (that is no feasible solution) for which the Dual is also infeasible. (b) If a linear programming problem (LPP) Min cT x subject to Amn x = b, x 0, has an optimal solution for some b then for b = b the linear programming problem if it has a feasible solution also has an optimal solution. (c) There exists a LPP which has an unbounded feasible region but with a nite optimal solution. (d) The set S = {x Rn : Amn x b, x 0} is bounded if and only if T = {x Rn : Ax 0, x 0, x = 0} = . (e) There exists a LPP of the form Min cT x subject to Amn x = b, x 0, such that the same basis (a collection of linearly independent columns of A) gives two dierent optimal solutions. (f) Consider the following problem: Max cT x subject to A52 x b, x 0. There can exist three corner points (elements in the plane R2 which lie at the boundary and at the point of intersection of at least two constraints of the feasible region) which are optimal solutions. (g) If in the previous problem, the feasible region is nonempty and the hyper plane given by cT x = 3 is parallel to one of the hyper planes given by the constraints then the LPP has innitely many solutions. 1
(h) If B is the optimal basis for the problem Min cT x subject to Ax = b, x 0, then the solution of the dual y, where y T = cT B 1 is a Basic Feasible Solution of B the dual and is also optimal. (i) Consider the following problem: Min bT y subject to AT y c. nm If every y feasible for this problem satises the condition that at most m components of c AT y is equal to 0, then the dual of this problem has at most one solution. (j) Consider the following problem: Max cT x subject to Ax b, x 0. If x is a basic feasible optimal solution such that all the basic variables say x1 , x2 , ..., xm are strictly positive then the dual of this problem has a unique i i i solution. 3. Maximize x1 + x2 + x3
subject to x1 + x2 + x3 2 x1 + 2x2 + 3x3 2 x1 0, x2 0 Show that this problem does not have an optimal solution. 4. Minimize 5x1 + 3x2 2x3 + x4 2x5
subject to x1 + 3x2 + 3x3 + 2x4 + x5 1000 5x1 + 6x2 + x3 + 5x4 + 2x5 2000 xi 0, i = 1, 2, 3, 4, 5. (a) Without using simplex algorithm nd an optimal solution of this problem. Hint: You can draw some pictures. (b) Let us denote the feasible region of the above LPP as S. Convert the constraints of the above problem as equations and nd the total number of Basic Feasible solutions of the LPP. 2
(c) Check whether points in S corresponding to those Basic Feasible Solutions (obtained by dropping the variables added to make the constraints as equations) are extreme points of S. 5. Consider the problem Minimize cT x subject to Ax = b, x 0 where A has m rows and n columns. Suppose an optimal solution exists such that only x1 , x2 , ....xk are positive and xj = 0 for j = k + 1, k + 2, ...n. Now change the vector b to b . Prove that there if there exits a z 0 such that Az = b and zj = 0 for j = k + 1, k + 2, ...n, then this z is automatically optimal for the changed problem.