Question 1

P − 25139

Given LP problem: optimise cx subject to constraints Ax ≤ / ≥ b, formulate the dual

problem.

Maximize: 13x 1 − 9x 2 − 2x 3 − 2x 4

Subject to:

2x 2 − 6x 1 + 9x 3 + 8x 4 ≤ −13

7x 2 − 3x 1 + 5x 3 − 5x 4 ≤ 9

x1 , x2 , x3 , x4 ≥ 0

Dual problem (use variables "y1,y2,..." for y 1, y2 , . . . , and ">=" or "<=" for ≥ or ≤):

Minimize:
-13y1+9y2 −13y1 + 9y2 

Expected answer: -13y1 + 9y2 −13y1 + 9y2

Subject to (express constraints in the form A T

y >= c ):

Expected answer: -6y1 - 3y2 −6y1 − 3y2

-6y1-3y2 −6y1 − 3y2 
Expected answer: 13
≥ 13 

Expected answer: 2y1 + 7y2 2y1 + 7y2

2y1+7y2 2y1 + 7y2  ≥

Expected answer: -9
-9 

Expected answer: 9y1 + 5y2 9y1 + 5y2

9y1+5y2 9y1 + 5y2  ≥

Expected answer: -2
-2 
 Expected answer: 8y1 - 5y2 8y1 − 5y2
8y1-5y2 8y1 − 5y2  ≥

Expected answer: -2
-2 
Assuming that dual variables y i  
≥ 0, i = 1, . . .

 Your answer is numerically correct.

You were awarded 0.8
marks.
Gap 5
 Your answer is correct.
You were awarded 0.2 marks.
Gap 6
 Your answer is correct.
You were awarded 0.2 marks.
Gap 7
 Your answer is correct.
You were awarded 0.2 marks.
Gap 8
 Your answer is correct.
You were awarded 0.2 marks.
You scored 5 marks for this part.

Score: 5/5 

Question 2
Given LP problem: optimise cx subject to constraints Ax ≤ / ≥ b, formulate the dual
problem.

Minimize: 8x 1 + 7x 2 − 15x 3 + 11x 4

Subject to:

2x 2 − 15x 1 − 2x 3 + 11x 4 ≤ −2

x 1 + x 3 + 2x 4 ≤ −9

−3x 1 − 2x 2 − 5x 4 ≤ 13

x1 , x2 , x3 , x4 ≥ 0
Dual problem (use variables "y1,y2,..." for y 1, y2 , . . . , and ">=" or "<=" for ≥ or ≤):

Maximize:
-2y1-9y2+13y3 −2y1 − 9y2 + 13y3 

Expected answer: -2y1 - 9y2 + 13y3 −2y1 − 9y2 + 13y3

Subject to (express constraints in the form A T

y ≥ c ):

-15y1+y2-3y3 −15y1 + y2 − 3y3 

Expected answer: -15y1 + y2 - 3y3 −15y1 + y2 − 3y3

Expected answer: 8
≥ 8 

Expected answer: 2y1 - 2y3 2y1 − 2y3

2y1-2y3 2y1 − 2y3  ≥

Expected answer: 7
7 

Expected answer: -2y1 + y2 −2y1 + y2

-2y1+y2 −2y1 + y2  ≥

Expected answer: -15

-15 

11y1+2y2-5y3 11y1 + 2y2 − 5y3 

Expected answer: 11y1 + 2y2 - 5y3 11y1 + 2y2 − 5y3

Expected answer: 11
≥ 11 
Assuming that dual variables y i  
≤ 0, i = 1, . . .

Gap 0
 Your answer is numerically correct.
You were awarded 1 marks.
Gap 1
 Your answer is numerically correct.
You were awarded 0.8
 marks.
Gap 2
 Your answer is numerically correct.
You were awarded 0.8
marks.
Gap 3
 Your answer is numerically correct.
You were awarded 0.8
marks.

Score: 5/5 

Question 3
Given LP problem: optimise cx subject to constraints Ax ≤ / ≥ b, formulate the dual
problem.

Maximize: 10x 1 − 4x 2 − 12x 3 − 7x 4

Subject to:

12x 1 − 8x 2 − 15x 3 + 14x 4 ≥ 5

x 3 − x 1 + 2x 4 ≤ −7

2x 1 + 3x 3 + 2x 4 ≥ 7

x1 , x2 , x3 , x4 ≥ 0

Formulate the dual problem (use variables "y1,y2,..." for y 1, y2 , . . . , and ">=" or "<=" for ≥
or ≤)

assuming that dual variables y 2  

≥ 0, y1 , y3 ≤ 0 :

Minimize: 
5y1-7y2+7y3 5y1 − 7y2 + 7y3 

Expected answer: 5y1 - 7y2 + 7y3 5y1 − 7y2 + 7y3

Subject to (express constraints in the form A T

y >= c ):
 12y1-y2+2y3 12y1 − y2 + 2y3 

Expected answer: 12y1 - y2 + 2y3 12y1 − y2 + 2y3

Expected answer: 10
≥ 10 

Expected answer: -8y1 −8y1

-8y1 −8y1  ≥

Expected answer: -4
-4 

-15y1+y2+3y3 −15y1 + y2 + 3y3 

Expected answer: -15y1 + y2 + 3y3 −15y1 + y2 + 3y3

Expected answer: -12

≥ -12 

14y1+2y2+2y3 14y1 + 2y2 + 2y3 

Expected answer: 14y1 + 2y2 + 2y3 14y1 + 2y2 + 2y3

Expected answer: -7
≥ -7 

Gap 0
 Your answer is numerically correct.
You were awarded 1 marks.
Gap 1
 Your answer is numerically correct.
You were awarded 0.8
marks.
Gap 2
 Your answer is numerically correct.
You were awarded 0.8
marks.
Gap 3
 Your answer is numerically correct.
You were awarded 0.8
marks.
 G 4
Score: 5/5 

Question 4
Given LP problem: optimise cx subject to constraints Ax ≤ / ≥ b, formulate the dual
problem.

Maximize: 15x 1
− 12x 2 − 6x 3 + 12x 4 − 6x 5

Subject to:

3x 1 + 6x 2 + 14x 3 + 2x 4 + 11x 5 ≤ −2

x 3 + x 4 + 2x 5 ≤ −5

5x 2 − 3x 1 − 5x 3 − 2x 4 − x 5 ≥ −5

x 3 − 2x 2 + x 4 − 3x 1 ≥ 2

−4x 1 − 5x 2 − x 3 − 2x 4 + 2x 5 = −3

x 1 + 3x 2 + 5x 3 − 3x 4 − x 5 = 3

x1 , x2 , x3 , x4 , x5 ≥ 0

Formulate the dual problem (use variables "y1,y2,..." for y 1, y2 , . . . , and ">=" or "<=" for ≥
or ≤)

assuming that dual variables y 1

, y2 ≥ 0 and y 3
, y4 ≤ 0 :

Minimize: 
-2y1-5y2-5y3+2y4-3y5+3y6 −2y1 − 5y2 − 5y3 + 2y4 − 3y5 + 3y6 
Expected answer: -2y1 - 5y2 - 5y3 + 2y4 - 3y5 + 3y6
−2y1 − 5y2 − 5y3 + 2y4 − 3y5 + 3y6

Subject to (express constraints in the form A T

y ≥ c ):
 3y1-3y3-3y4-4y5+y6 3y1 − 3y3 − 3y4 − 4y5 + y6 
Expected answer: 3y1 - 3y3 - 3y4 - 4y5 + y6

3y1 − 3y3 − 3y4 − 4y5 + y6

Expected answer: 15
≥ 15 

6y1+5y3-2y4-5y5+3y6 6y1 + 5y3 − 2y4 − 5y5 + 3y6 

Expected answer: 6y1 + 5y3 - 2y4 - 5y5 + 3y6
6y1 + 5y3 − 2y4 − 5y5 + 3y6

Expected answer: -12

≥ -12 

14y1+y2-5y3+y4-y5+5y6 14y1 + y2 − 5y3 + y4 − y5 + 5y6 

Expected answer: 14y1 + y2 - 5y3 + y4 - y5 + 5y6

14y1 + y2 − 5y3 + y4 − y5 + 5y6

Expected answer: -6
≥ -6 

2y1+y2-2y3+y4-2y5-3y6 2y1 + y2 − 2y3 + y4 − 2y5 − 3y6 

Expected answer: 2y1 + y2 - 2y3 + y4 - 2y5 - 3y6

2y1 + y2 − 2y3 + y4 − 2y5 − 3y6

Expected answer: 12
≥ 12 

11y1+2y2-y3+2y5-y6 11y1 + 2y2 − y3 + 2y5 − y6 

Expected answer: 11y1 + 2y2 - y3 + 2y5 - y6

11y1 + 2y2 − y3 + 2y5 − y6

Expected answer: -6
≥ -6 
 Gap 0
 Your answer is numerically correct.
You were awarded 1 mark.
Gap 1
 Your answer is numerically correct.
You were awarded 0.8
marks.
Gap 2
 Your answer is numerically correct.
You were awarded 0.8
marks.
Gap 3
 Your answer is numerically correct.
You were awarded 0.8
marks.
G
Score: 6/6 

Question 5
Given LP problem: optimise cx subject to constraints Ax ≤ / ≥ b, formulate the dual
problem.

Minimize: −6x 1 − 3x 2 + 11x 3 − 6x 4 − 13x 5

Subject to:

−15x 1 − 14x 2 + 2x 3 − 4x 4 + 8x 5 = −2

−x 2 − x 3 + 2x 4 − x 1 ≤ 5

5x 1 − 2x 2 − 3x 3 − 5x 4 + 3x 5 ≥ 1

−5x 1 − 4x 2 + 5x 3 + 4x 4 + 2x 5 = −2

5x 2 − 4x 1 + 3x 3 + 4x 4 + x 5 ≥ 1

5x 1 + 5x 3 + 4x 4 + x 5 ≤ 1

x1 , x2 , x3 , x4 , x5 ≥ 0
Formulate the dual problem (use variables "y1,y2,..." for y 1, y2 , . . . , and ">=" or "<=" for ≥
or ≤)

assuming that dual variables y 2, y6 ≤ 0 and y 3, y5 ≥ 0 :

Maximize: 
-2y1+5y2+y3-2y4+y5+y6 −2y1 + 5y2 + y3 − 2y4 + y5 + y6 
Expected answer: -2y1 + 5y2 + y3 - 2y4 + y5 + y6

−2y1 + 5y2 + y3 − 2y4 + y5 + y6

Subject to (express constraints in the form A T

y ≥ c ):

-15y1-y2+5y3-5y4-4y5+5y6 −15y1 − y2 + 5y3 − 5y4 − 4y5 + 5y6 

Expected answer: -15y1 - y2 + 5y3 - 5y4 - 4y5 + 5y6

−15y1 − y2 + 5y3 − 5y4 − 4y5 + 5y6

Expected answer: -6
≥ -6 

-14y1-y2-2y3-4y4+5y5 −14y1 − y2 − 2y3 − 4y4 + 5y5 

Expected answer: -14y1 + -y2 - 2y3 - 4y4 + 5y5

−14y1 − y2 − 2y3 − 4y4 + 5y5

Expected answer: -3
≥ -3 

2y1-y2-3y3+5y4+3y5+5y6 2y1 − y2 − 3y3 + 5y4 + 3y5 + 5y6 

Expected answer: 2y1 - y2 - 3y3 + 5y4 + 3y5 + 5y6
2y1 − y2 − 3y3 + 5y4 + 3y5 + 5y6

Expected answer: 11
≥ 11 
 -4y1+2y2-5y3+4y4+4y5+y6 −4y1 + 2y2 − 5y3 + 4y4 + 4y5 + y6 
Expected answer: -4y1 + 2y2 - 5y3 + 4y4 + 4y5 + 4y6
−4y1 + 2y2 − 5y3 + 4y4 + 4y5 + 4y6

Expected answer: -6
≥ -6 

8y1+3y3+2y4+y5+y6 8y1 + 3y3 + 2y4 + y5 + y6 

Expected answer: 8y1 + 3y3 + 2y4 + y5 + y6
8y1 + 3y3 + 2y4 + y5 + y6

Expected answer: -13

≥ -13 

Gap 0
 Your answer is numerically correct.
You were awarded 1 mark.
Gap 1
 Your answer is numerically correct.
You were awarded 0.8
marks.
Gap 2
 Your answer is numerically correct.
You were awarded 0.8
marks.
Gap 3
 Your answer is numerically correct.
You were awarded 0.8
marks.
Gap 4
Score: 5.2/6 

Question 6
The following LP problem is given:
Minimize: 7x 1 − 12x 2 + x 3

Subject to:

−12x 1 − 12x 2 − 4x 3  <=  − 4

x2 − x3  >=  − 3

−5x 1 − 3x 2 − x 3  =  − 4

−x 1 − 4x 2 + 2x 3  =  − 3

3x 2 − 3x 3  >=  − 4

4x 2 − 2x 1 + 4x 3  >= 1

x 1 , x 2 , x 3 ≥ 0.

The dual problem is formulated as follows:

Maximize: −4y 1 − 3y2 − 4y3 − 3y4 − 4y5 + y6

Subject to:

−12y1 − 5y3 − y4 − 2y6 ≥ 7

y2 − 12y1 − 3y3 − 4y4 + 3y5 + 4y6 ≥ −12

−4y1 − y2 − y3 + 2y4 − 3y5 + 4y6 ≥ 1

Find the range/sign of each dual variable (put in the boxes "1"  for  "≤ 0",     "2"  for  "≥ 0"  
and    "3"  for  "any number "):

( y ,  y ,  y ,  y ,  y ,  y  ):
1 2 3 4 5 6

1 2 3 3 2 2 

Expected answer: 1 2 3 3 2 2

 Your answer is correct.

You were awarded 5 marks.
You scored 5 marks for this part.

Score: 5/5 
Question 7
The following LP problem is given:

Maximize: 10x 2 − 15x 1 + 8x 3 + x 4 − 15x 5

Subject to:

15x 1 + 4x 2 − x 3 + 15x 4  <= 0

x3 − x2 + x4 + x5  <= 4

2x 2 + 5x 3 − 2x 4 + 2x 5  = 4

−3x 1 − 4x 2 + 4x 3 + x 4 + 2x 5  <= 2

−4x 1 − 5x 2 + 5x 3 − 3x 4 − 4x 5  =  − 3

−3x 1 − 3x 2 − 4x 4 + 3x 5  <=  − 1

x 1 , x 2 , x 3 , x 4 , x 5 ≥ 0.

The dual problem is formulated as follows:

Minimize: 4y 2 + 4y3 + 2y4 − 3y5 − y6

Subject to:

15y1 − 3y4 − 4y5 − 3y6 ≥ −15

4y1 − y2 + 2y3 − 4y4 − 5y5 − 3y6 ≥ 10

y2 + 5y3 − y1 + 4y4 + 5y5 ≥ 8

15y1 + y2 − 2y3 + y4 − 3y5 − 4y6 ≥ 1

y2 + 2y3 + 2y4 − 4y5 + 3y6 ≥ −15

Find the range/sign of each dual variable (put in the boxes "1"  for  "≤ 0",     "2"  for  "≥ 0"  
and    "3"  for  "any number "):

( y ,  y ,  y ,  y ,  y ,  y  ):
1 2 3 4 5 6

2 2 3 2 3 2 

Expected answer: 2 2 3 2 3 2
  Your answer is correct.
You were awarded 5 marks.
You scored 5 marks for this part.

Score: 5/5 

Created using Numbas (https://www.numbas.org.uk), developed by Newcastle University (http://www.newcastle.ac.uk).