IATOM - ENAC – Combinatorial Optimization

Exercises I

Linear Programming

Exercise 1:
Let us consider the following linear problem (P):

Max z = x1+ 2x2

st 2x1+ 3x2  12
6x1+ 5x2  30
x2  3
x1,x2  0

a) Solve problem (P) with a graphical representation.

b) Verify the obtained results using the Simplex method to solve (P). At each step of the
search, give the current solution and the associated dictionary.

Exercise 2:
Solve the two linear programs below. Explain every step of your resolution.
2.1)
Max 5x1+ 12x2 + 4x3 - 8x4
st. x1+ 2x2 + x3 - x4  5
2x1- x2 + 3x3 + 2x4  2
x1, x2, x3, x4  0
2.2)
Min 10x1+ 15x2
st. x1+ 5x2  8
x1+ x2  4
x1, x2  0

Exercise 3:
Find necessary and sufficient conditions for the numbers s and t to make the LP problem
Max x1+ x2
s.t. s x1 + t x2  1
x1, x2  0

a) have an optimal solution,

b) be infeasible,
c) be unbounded.