ADVANCED TOPICS IN LINEAR PROGRAMMING

Short Questions

1. Mention four ways in which entering variable can be determined in the simplex
algorithm?
2. Mention the two factors that determine the computational time taken by the simplex
algorithm?
3. Between the number of variables and the number of constraints, which affects the
computational time for the simplex algorithm?
4. How do we achieve matrix inversion when we use the Eta factorization of the basis?
5. How do the eta matrices correspond to the iterations in the
6. When can we say that the eta factorization of the basis is faster than the simplex
algorithm using the Gauss Jordan method?
7. How do we solve LPs when we have bounded variables? Are they treated as explicit
constraints?
8. What is the advantage of the bounded variables algorithm?
9. What is column generation?
10. How do we justify solving the one dimensional cutting stock problem as a LP?
11. What is a knapsack problem?
12. How do we solve the single constrained knapsack problem?
13. How do we solve a single constrained maximization LP?
14. How do we solve a single constrained maximization LP with bounds on variables?
15. How does the column generation algorithm for the one dimensional cutting stock
problem terminate?
16. What is the advantage in using the decomposition algorithm over the simplex algorithm?
17. What is the fundamental principle in the decomposition algorithm?
18. Does the decomposition algorithm use column generation? How?
19. What is the basic principle in the primal-dual algorithm?
20. How is the primal dual algorithm related to the Dual simplex algorithm?
21. How is the primal dual algorithm related to the two phase Simplex algorithm?
22. How is the primal dual algorithm related to the Hungarian algorithm to solve Assignment
problems?
23. What is a restricted primal in the primal dual algorithm?
24. What is goal programming? Why do we need to study goal programming?
25. What is lexicographic goal programming?
26. How do you use graphical method to solve a lexicographic goal programming problem?
27. How do you use simplex algorithm to solve the lexicographic goal programming
problem?
28. What are Klee and Minty problems?
29. Name a polynomially bounded algorithm for Linear Programming?
30. Can simplex algorithm be considered as a polynomially bounded algorithm for Linear
Programming?
Questions

1. Solve the following LP using the eta factorization of the basis algorithm?
Maximize 2 X1 + 5X2
Subject to X1 + X2 ≤ 4, 2 X1 +3X2 ≤ 10 and X1 + 4X2 ≤ 12
Xj ≥ 0.

2. Solve the following LP using the tabular form of the simplex algorithm?
Maximize 2 X1 + 5X2
Subject to X1 + X2 ≤ 4, 2 X1 +3X2 ≤ 10 and X1 + 4X2 ≤ 12
Xj ≥ 0.
Show that B2 = B1E2 using the simplex table?

3. You are given a LP problem

Maximize 6X1 + 9X2
subject to X1 - X2 ≥ 4; 3X1 + 2X2 ≤ 20
X1 ≤ 5; X2 ≥ 1, X1, X2 ≥ 0.
Solve using the simplex method for bounded variables?

4. Solve the LP problem

Maximize 8 x1 + 7 x2 + 4 x3 + 6x4
Subject to 3 x1 + x2 + x3 + 2x4 ≤ 12
Xj ≤ 2, xj ≥ 0
Write a general algorithm to solve a single constrained LP with bounds on individual
variables?

5.Solve the following LP

Maximize 2 X1 + 5X2
Subject to X1 + X2 ≤ 4, 2 X1 +3X2 ≤ 10 and X1 + 4X2 ≤ 12; X2 ≤ 2
Xj ≥ 0. Use the simplex algorithm for bounded variables.

6. Given the linear programming problem Maximize 6 X1 + 5X2

Subject to X1 + X2 ≤ 5, 4 X1 +7 X2 ≤ 27
X1, X2 ≥ 0

Convert this problem into a system of inequalities such that solving this set would give the
optimal solution to the given problem? How many feasible solutions should the system of
inequalities have?

7.Consider the 1-dimensional cutting stock problem to cut 377 sheets of 6 inch, 289 sheets of 7
inch and 401 sheets of 8 inches from 22 inch wide sheets. Solve it using knapsack problems?

8. You are given a one dimensional cutting stock problem where the requirement is 406 units
of 7” and 242 units of 6” sheets. 200 sheets of 13”, 14” and 15” are available. Find the
optimum solution and prove optimality using the knapsack problem?

9. Solve the knapsack problem

Maximize 3 x1 + 5 x2 + 7 x3 + 6x4
 Subject to x1 + 2x2 + 3x3 + 2x4 ≤ 19;X xj ≥ 0 and integer

10. You are given a one-dimensional cutting stock problem where widths of 6, 7 and 8 inch are
required. You are given sheets of width 15 inches. Start with patterns where only one type of
required width is cut from the pattern. Check whether patterns [1 1 0] or [1 0 1] or [0 1 1] can
enter the basis?

11. Solve the following LP problem using the decomposition algorithm?

Maximize 6X1 + 8X2 + 9X3
Subject to X1 + 2X2 + 4X3 ≤ 13
X1 +3 X2 ≤ 11
2X3 ≤ 5 Xj ≥ 0

12. Consider the LP problem

Minimize 18X1 + 9X2 + 11X3
Subject to X1 + X2 ≥ 5; 2X1 +3 X2 ≥ 7; 3X1 + 3X3 ≥ 9 Xj ≥ 0
Write the dual to the problem and solve the dual using the decomposition algorithm?

13. Solve the following LP using the primal-dual algorithm?

Minimize 8X1 + 19X2
Subject to 2X1 + X2 ≥ 8; 3X1 +4 X2 ≥ 12; Xj ≥ 0

14. Solve the following LP using the primal-dual algorithm?

Minimize 4X1 + 5X2
Subject to X1 + X2 ≥ 7; 3X1 +4 X2 ≥ 25; Xj ≥ 0

15. Consider the LP Minimize 4X1 + 5X2 subject to 5X1 + X2 ≥ 7; 8X1 + 4X2 ≤ 24; X1, X2 ≥ 0.
Solve using the primal dual algorithm?

16. A student has five hours each in the next two days to do the following: Study for examination
(at most 3 hours put together and preferably 2 hours on day 2), work on assignments (total
of at least 4 hours over the two days), prepare for a weekend get together (at most 1 hour
preferably on second day) and attend a self realization class (exactly two hours on both
days). Formulate a goal programming problem for the above situation (assume that the
given order is indicative of the priorities)?

17. Consider two products A and B that are assembled. Product A requires 5 hours in assembly
and product B requires 4 hours in assembly. The total time available in assembly as regular
time is 120 hours. The profits associated with A and B are 12 and 9 respectively. The daily
demand for the products are 40 and 40 respectively. Overtime is possible but reduces the
profit by Re 1. The targets/goals are: The daily requirements have to be met and regular
time available is 90. Maximize the profits and minimize the over time. Formulate a Goal
programming problem?

18. Solve the formulation in problem 17 to find the overtime used and profit generated?