NATIONAL UNIVERSITY OF SINGAPORE

FACULTY OF SCIENCE

SEMESTER 2 FINAL 2019-2020

MA3252 Linear and Network Optimization
6 May 2020 1700hrs — Time allowed: 2.5 hours

INSTRUCTIONS TO CANDIDATES
1. Get ready a signed copy of the Exam declaration form for this exam.
2. Use A4 size paper and pen (blue or black ink) to write your answers.
3. Write down your student number clearly on the top left of every page of the answers.
Do not write your name.
4. Write on one side of the paper only. Write the question number and page number
on the top right corner of each page (e.g. Page 1 Q1, Page 2 Q1, Page 3 Q2, etc.).
5. This examination paper contains FOUR (4) questions and comprises FIVE (5) pages.
Answer ALL questions.
6. The total mark for this paper is 120 (one mark a minute).
7. This is an OPEN BOOK examination.
8. You may use any calculator. However, you should lay out systematically the various
steps in the calculations.
9. Join the Zoom conference and turn on the video setting at all time during the exam.
Adjust your camera such that your face and upper body including your hands are captured
on Zoom.
10. You may go for a short toilet break (not more than 5 minutes) during the exam.
11. At the end of the exam,
ˆ scan or take pictures of your work (make sure the images can be read clearly) together
with the declaration form;
ˆ merge all your images into one pdf file (arrange them in the order: Declaration form,
Q1 to Q4 in their page sequence);
ˆ name the pdf file by Matric No Module Code (e.g. A123456B MA3252);
ˆ upload your pdf into the LumiNUS folder “Exam Submission”.
12. The Exam Submission folder will close at 1930 hr. After the folder is closed, exam
answers that are not submitted will not be accepted, unless there is a valid reason.

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 min max
≥ ≥0
constraints ≤ ≤0 variables
= free
≥0 ≤
variables ≤0 ≥ constraints
free =
Question 1. (30/120)
(a) For the following LP, convert it to astandard form LP and find the auxiliary LP
min x1 +4x2 +2x3
s.t. x1 +3x2 +x3 ≥ −3
2x1 −x2 ≤ −2
x≥0
(b) Suppose that the following tableau is obtained in the course of solving an LP.
Perform one iteration of the dual simplex algorithm.
Do we obtain the optimal solution?
For problem (b) For problem (c)
x1 x2 x3 x4 Soln Basic x1 x2 x3 x4 Soln
c̄ 2 2 0 0 c 3 1 0 1
x3 3 1 1 0 2 x3 6 3 1 0 45
x4 -2 -1 0 1 -2 x4 3 5 0 1 30

(c) Consider the above standard form LP. Do the proper adjustments if needed, and
perform one iteration of the simplex method.
(d) The tableau below is obtained while solving an LP using the big-M method.
Basic x1 x2 x3 x4 x5 Soln
c̄ 1 − 2M −1 + 2M 0 M 0
x3 1 1 1 0 0 2
x5 3 −1 0 −1 1 7
Perform one simplex iteration on this tableau.
(e) Consider the problem
min 5x1 + 5x3
s.t. x1 + x3 = 3
x2 + x3 ≤ a
x3 ≤ b
x1 ≥ 0, x2 ≥ 0, x3 free
When a = 3 and b = 1, check whether (x1 , x2 , x3 ) = (3, 0, 0) is optimal.
(f) For (e), when a = 0 and b = 0, check whether (x1 , x2 , x3 ) = (3, 0, 0) is optimal.

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Question 2. (30/120) We have a sensitivity analysis problem.
The point of sensitivity analysis is to make use of the solution to the original problem to
solve the amended problem in a faster manner than solving the adjusted LP from scratch.
Any solution that solves the adjusted LP from scratch may be given little to no credit.
Initial Final
Basis x1 x2 x3 x4 x5 Solution Basis x1 x2 x3 x4 x5 Solution
1
c 4 1 0 0 5 0 c̄ 0 0 0 5
1 − 17
5
5 5 -1 1 3 6 x1 1 0 0 − 51 1 2
5
3 9
1 2 0 1 1 4 x2 0 1 0 5
0 5
3 1 0 0 3 3 x3 0 0 1 1 2 5
 
0 −1/5 2/5
For the final optimal basis, we have B−1 =  0 3/5 −1/5 
−1 2 1

(a) Find the range of c5 for which the current basis remains optimal.

(b) Find the range of c2 for which the current basis remains optimal.

(c) Suppose the second last constraint is changed to the inequality x1 + 2x2 + x4 + x5 ≤ 4
from the corresponding equality constraint. Obtain the new optimal solution.

(d) Find the dual solution associated with this final tableau.

(e) Suppose b changes from (6, 4, 3)T to (6, 4 + δ, 3)T . The objective value would then
be 17
5
+ αδ provided δ is sufficiently small. Find the value of α.

(f) Suppose the x4 column in the matrix A changes from (1, 1, 0)T to (3, 1, 0)T . What is
the range of c4 such that the current BFS is still optimal?

(g) For (f), if c4 lies outside the range that you found, how can the new optimal solution
be found?

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Question 3. (30/120) For the rest of this question, consider the network below.
−1
1
0 3

−1
−1 2 5
2 1 bj
bi c i,j
3
2 i j
−1 3 4 4 4
The following information may be helpful.

• In a tree solution T , pi − pj = cij for all (i, j) ∈ T , and pn = 0.

• c̄ij = cij − (pi − pj ) for all (i, j) ∈ E.
(a) Find the node-arc incidence matrix. The nodes are to be ordered, from top to bottom,
from lowest to highest. The arcs of the graph are to be ordered, from left to right,
first by starting node (lowest to highest), then by ending node (lowest to highest).
(b) Write down the default truncated incidence matrix.
(c) The basic edges are marked in bold. Find the flow on all edges.
(d) Find the dual variables corresponding to each node. (Set p5 = 0.)
(e) Find the reduced costs of all edges.
(f) Suppose that the problem is a minimization problem.
Perform a network simplex iteration with (4, 1) as the entering edge.
Verify that the resulting network is optimal.

The network obtained in (f) shall be used for the next parts (g) and (h).

(g) What is the range of c1,5 such that the optimal basis continues to be optimal?
(h) What is the range of c1,2 such that the optimal basis continues to be optimal?
(i) Find the new optimal solution of the problem if the edge (3,1) is removed.
(j) Explain how you can use methods of sensitivity analysis to find the new optimal
solution of the problem if the edge (4,1) is removed instead.
(Just explain. There is no need to calculate values.)
(k) Suppose b = (−1, −1 + δ, −1, 4 − δ, −1).
What is the range of δ so that the current basis is optimal?
(l) Do the same as (k), but with b = (−1 + δ, −1, −1, 4 − δ, −1).

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Question 4. (30/120) In this question, we consider the standard form LP (P1) on the left,
which is modified to the problem (P2) on the right:
(P1) min cT x → (P2) min max{cT x, vT x + d}
Ax = b Ax = b
x≥0 x≥0
The point about sensitivity analysis back in Question 2 still applies.
Assume for now that the objective value of (P1) is positive.

(a) If you had to solve the modified LP (from the beginning, without a warmstart solution
and without sensitivity analysis methods), how would you do so?
(b) Prove that for a basis B, cB = 0.
(c) Would the objective value of (P2) to be greater than or less than that of (P1), or
that no comparison can be made? Why?

The following problems are guided steps leading you to solve (P2) with sensitivity analysis
methods using a warmstart solution of (P1).

(d) To the original LP, we introduce a variable t and a constraint −cT x + t = 0 to get
(P1+) of the form min{t : Ax = b, −cT x + t = 0, x, t ≥ 0}. Write down the adjusted
final tableau for (P1+) which has the basis xB ∪ {t}, filling all the “?”s.
[This tableau should reflect that xB ∪ {t} is an optimal basis of (P1+).]

Start for (P1) Final tableau for (P1)

Basis x Soln Basis x Soln
c̄ cT c̄ cT − cTB B−1 A
A b xB B−1 A B−1 b
Start for (P1+) Final tableau for (P1+)
Basis xB xN t Soln Basis xB xN t Soln
c̄ 0 0 1 c̄ ? ? ?
AB AN 0 b xB ? ? ? ?
T T
−cB −cN 1 0 t ? ? ? ?

(d) We now solve (P2). To the answer in (c), show how to modify the final tableau for
(P1+) to solve (P2). You might need to look carefully at “−cT x + t = 0”. (There is
no need for simplex/ dual simplex iterations yet, but describe your operations.)
(f) From the tableau in (e), would you be using the primal simplex iterations or dual
simplex iterations so that you get an optimal solution for (P2)? Why?
(g) One issue is that the objective value of (P1) can be negative instead, violating our
earlier assumption. Describe your modifications to overcome this issue.

END OF PAPER