This document contains 8 problems related to linear programming and duality theory:
1. Find the dual of a given primal LP and show the primal is infeasible and dual is unbounded.
2. Find the dual of a given primal LP and show both problems are infeasible.
3. Use a two-phase simplex method to solve a primal LP and deduce the optimal dual solution.
4. Derive the dual of a standard form primal LP in terms of inequality constraints.
5. Solve a primal LP, find the corresponding dual, and analyze optimality conditions.
6. Convert a mixed LP to canonical form, find the dual, and solve the primal.
7. Solve a
This document contains 8 problems related to linear programming and duality theory:
1. Find the dual of a given primal LP and show the primal is infeasible and dual is unbounded.
2. Find the dual of a given primal LP and show both problems are infeasible.
3. Use a two-phase simplex method to solve a primal LP and deduce the optimal dual solution.
4. Derive the dual of a standard form primal LP in terms of inequality constraints.
5. Solve a primal LP, find the corresponding dual, and analyze optimality conditions.
6. Convert a mixed LP to canonical form, find the dual, and solve the primal.
7. Solve a
This document contains 8 problems related to linear programming and duality theory:
1. Find the dual of a given primal LP and show the primal is infeasible and dual is unbounded.
2. Find the dual of a given primal LP and show both problems are infeasible.
3. Use a two-phase simplex method to solve a primal LP and deduce the optimal dual solution.
4. Derive the dual of a standard form primal LP in terms of inequality constraints.
5. Solve a primal LP, find the corresponding dual, and analyze optimality conditions.
6. Convert a mixed LP to canonical form, find the dual, and solve the primal.
7. Solve a
This document contains 8 problems related to linear programming and duality theory:
1. Find the dual of a given primal LP and show the primal is infeasible and dual is unbounded.
2. Find the dual of a given primal LP and show both problems are infeasible.
3. Use a two-phase simplex method to solve a primal LP and deduce the optimal dual solution.
4. Derive the dual of a standard form primal LP in terms of inequality constraints.
5. Solve a primal LP, find the corresponding dual, and analyze optimality conditions.
6. Convert a mixed LP to canonical form, find the dual, and solve the primal.
7. Solve a
Mathematical Programming Examples 3 1. Write down the dual (in canonical form) of the primal linear program minimize 3x 1 + 4x 2 subject to x 1 + x 2 4 2x 1 + 3x 2 18 x 1 ; x 2 0 and graph the feasible regions of both problems. Show that the primal is infeasible and the dual is unbounded, graphically and by simplex iterations. 2. Write down the dual of maximize 3x 1 + 5x 2 subject to x 1 x 2 2 x 1 + x 2 2 x 1 ; x 2 0 By reversing the direction of the second inequality constraint or otherwise, deduce alge- braically that both primal and dual problems are infeasible. 3. Using a two phase simplex procedure maximize 5x 1 + 12x 2 + 4x 3 subject to x 1 + 2x 2 + x 3 5 2x 1 x 2 + 3x 3 = 2 x 1 ; x 2 ; x 3 0 (You should obtain the values 3 5 ; 29 5 ; 141 5 in the bottom z j c j row) (a) The dual optimal solution is given by y T = c T B B 1 : Use this fact to deduce the optimal solution to the dual. (b) Use the duality theorem to verify your answer. (c) Obtain the optimal solution to the dual directly using the complementary slackness conditions. 4. Assuming the symmetric form of the primal-dual relationship P1-D1 given in notes, obtain the dual D2 of the standard form primal P2 as follows: (a) Observe that the m equations Ax = b may be written as 2m inequalities Ax b and Ax b: (b) Express this linear system in partitioned matrix form and hence obtain the dual problem in terms of 2m non-negative dual variables u; v: (c) Dene y = u v and observe that y are m free variables (unrestricted in sign). 1 5. By simplex iterations maximize 2x 1 + 3x 2 + x 3 subject to x 1 + x 2 + x 3 3 x 1 + 4x 2 + 7x 3 9 x 1 ; x 2 ; x 3 0 (Optimal solution is x
= (1; 2; 0) with value z
max = 8:) (a) Write down the dual problem and obtain the optimal dual solution from the bottom row of the nal primal simplex tableau. (b) Verify the dual optimal solution by the duality theorem. (c) Use complementary slackness to obtain the optimal dual solution directly. (d) For what range of values of c [currently (2; 3; 1) T ] does the current basis remain optimal? (Consider c j !c j + for j = 1; 2; 3 (one at a time) and apply the bottom row optimality conditions.] (e) What is the new optimal solution if c 3 = 6? (One simplex pivot is required) (f) For what range of values of b [currently (3; 9) T ] does the current basis remain optimal? (Consider b i !b i + for i = 1; 2 (one at a time) and apply the rhs. feasibility conditions) (g) Find the new optimal solution if b 1 = 12 by use of the dual simplex algorithm. 6. Minimize 2x 1 + x 2 + 4x 3 subject to 2x 1 + 3x 2 + x 3 1 3x 1 x 2 + x 3 4 5x 1 + 6x 2 + x 3 = 3 x 1 0 x 2 0: Write down the dual problem. By making suitable variable substitutions, convert this mixed problem into the canonical minimization form. Show that the dual of the resulting problem is equivalent to the dual problem which you stated above.Solve the primal problem by simplex iterations and deduce the optimal solution for the dual problem. 7. Minimize 12x 1 + 5x 2 subject to 4x 1 + 2x 2 80 2x 1 + 3x 2 90 x 1 ; x 2 ; 0 using the dual simplex algorithm. [Use an initial infeasible basis of surplus variables. 8. Write down the dual of the bakers problem (see Ex. Sheet 2). Solve the dual and conrm the complementary slackness conditions for the pair of optimal solutions.Provide an economic interpretation of the dual variables as shadow prices.What are the limits of variation for the right hand side Flour and Yeast resource constraints for your interpretation to remain valid?. 2
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