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Preliminary Solutions To Examination TNK053 2008-12-19 1
Preliminary Solutions To Examination TNK053 2008-12-19 1
Preliminary Solutions To Examination TNK053 2008-12-19 1
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.
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
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
4.
(i) Define xij = the no. of barrels of oil shipped from location i to j per day.
min
s.t.
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
5.
(a)
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.
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.
s.t.
(u1 , u2 )
Alternatively,
(u1 , u2 ) =
s.t.