MAIR31 − Probability & Operations Research

Assignment−1 for Computer Science Engineering (Section−B)

1. Use the graphical method to solve the following linear programming problems

(a) Max z = x1 + x2 (c) Max z = 6x1 + x2

subject to subject to
5x1 + 3x2 ≤ 15 2x1 + x2 ≥ 3
x1 + x2 ≥ 6 x2 − x1 ≥ 0
x1 , x2 ≥ 0. x1 , x2 ≥ 0.

(b) Min z = 7x1 + 10x2

subject to (d) Min z = 5x1 + 4x2
x1 + x2 ≤ 6 subject to
x1 ≤ 4 2x1 − 4x2 ≤ 1
x2 ≤ 7 2x1 + 4x2 ≥ 3
x1 + x2 ≥ 3 x1 ≥ 0
x1 ≥ 0, x2 ≥ 0. x2 ≥ 0.

2. Write the following linear programming problems in the standard form

(a) Max z = x1 + 2x2 + 3x3 (b) Min z = 2x1 + x2 + 4x3

subject to subject to
x1 − x2 ≤ 10 −2x1 + 4x2 ≤ 4
x1 + 2x2 + 2x3 ≥ 15 x1 + 2x2 + x3 ≥ 5
3x1 − x2 + x3 ≤ −2 2x1 + 3x3 = 2
x1 , x3 ≥ 0. x1 ≥ 0, x2 ≤ 0, x3 is unrestricted in sign.

3. Find all the basic feasible solutions to the following systems of linear equations.
Also discuss the nature of solutions

(a) x1 + x2 + 2x3 = 4 (b) 2x1 + 6x2 + 2x3 + x4 = 3

2x1 − x2 + x3 = 2. 6x1 + 4x2 + 4x3 + 6x4 = 2.

(c) Find one basic solution to the following system of linear equations.
2x1 + x2 + x3 = 2
3x1 + 4x2 + x4 = 5
4x1 + 7x2 + x3 = 8.

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4. Use simplex method to solve the following linear programming problems

(a) Max z = 107x1 + x2 + 2x3 (b) Max z = 8x1 − 4x2 (c) Min z = x1 − 2x2 + x3
subject to subject to subject to
14 1 7
3 x1 + 3 x2 − 2x3 ≤ 3 4x1 + 5x2 ≤ 20 x1 + 2x2 − 2x3 ≤ 4
16x1 + x2 − 6x3 ≤ 5 x1 − 3x2 ≤ 23 x1 − x3 ≤ 3
3x1 − x2 − x3 ≤ 0 x1 ≥ 0, x2 is unrestricted. 2x1 − x2 + 2x3 ≤ 2
x1 , x2 , x3 ≥ 0. x1 , x2 , x3 ≥ 0.

5. Use Big−M method to solve the following linear programming problems

(a) Max z = 3x1 − x2 − x3 (b) Max z = 4x1 + 3x2

subject to subject to
x1 − 2x2 + x3 ≤ 11 x1 + 4x2 ≤ 3
−4x1 + x2 + 2x3 ≥ 3 3x1 + x2 ≥ 12
−2x1 + x3 = 1 x1 , x2 ≥ 0.
x1 , x2 , x3 ≥ 0.

6. Duality theory

(a) Write down the dual of the following linear programs

(i) Min z = 2x1 + x2 + 2x3 (iii) Max z = 4x1 + 5x2

subject to subject to
−x1 + x2 + x3 = 4 3x1 + 2x2 ≤ 20
−x1 + x2 − x3 ≤ 6 4x1 − 3x2 ≥ 10
x1 ≤ 0, x2 ≥ 0, x3 unrestricted in sign. x1 + x2 = 5

(ii) Min z = 5x1 + 6x2 x1 ≥ 0, x2 unrestricted in sign.

subject to (iv) Max z = −3x1 + 2x2 − 4x3
4x1 + 7x2 ≤ 20 subject to
5x1 + 2x2 = 10 −x1 + x2 + x3 ≤ 4
3x1 + 4x2 ≥ 25 −x1 + x2 − x3 = 6
x1 , x2 ≥ 0. x1 ≤ 0, x2 ≥ 0, x3 unrestricted in sign.

(b) Prove using the duality theory that the following linear program is feasible but has no optimal
solution:
Min z = x1 − x2 + x3

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 subject to
x1 − x3 ≥ 4
x1 − x2 + 2x3 ≥ 3
x1 , x2 , x3 ≥ 0.

(c) Consider the following primal linear program:

Max z = x1 + 2x2 + x3
subject to
x1 + x2 − x3 ≤ 2
x1 − x2 + x3 = 1
2x1 + x2 + x3 ≥ 2
x1 ≥ 0, x2 ≤ 0, x3 is unrestricted in sign.
Prove using duality theory that the maximum value of Z for the primal problem cannot exceed
1.

(d) Using duality results find an optimum solution of the following LPP:
Max z = x1 + 2x2 + 3x3 + 4x4
subject to
x1 + 2x2 + 2x3 + 3x4 ≤ 20
2x1 + x2 + 3x3 + 2x4 ≤ 20
x1 , x2 , x3 , x4 ≥ 0.

7. Dual-Simplex

(a) Use the dual simplex method to solve the following linear programming problems:

(i) Min z = 2x1 + x2 + 3x3 x1 , x2 , x3 , x4 ≥ 0.

subject to
(iii) Max z = −2x1 − 3x2
x1 − 2x2 + x3 ≥ 4
subject to
2x1 + x2 + x3 ≤ 8
x1 + x2 ≥ 2
x1 − x3 ≥ 0
2x1 + x2 ≤ 10
x1 , x2 , x3 ≥ 0.
x1 + x2 ≤ 8
(ii) Max z = −4x1 − 3x2 − 2x3 − 5x4 x1 , x2 ≥ 0.
subject to
(iv) Max z = −4x1 − 3x2
x1 + 2x2 + 3x3 + x4 ≥ 5
subject to
2x1 − x2 + 5x3 − x4 ≥ 1 x1 + x2 ≤ 1
2x1 + x2 + x3 + 3x4 ≥ 10 − x2 ≤ −1

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 −x1 + 2x2 ≤ 1 x1 , x2 ≥ 0.

(b) Consider the following primal linear program:

Max z = 4x1 − x2
subject to
x1 + x2 ≥ 1
−2x1 + x2 = 2
2x1 + 3x2 ≤ 7
x1 , x2 , x3 ≥ 0.
Solve the primal problem by Big-M method and hence find an optimum solution of its dual.

8. Sensitivity Analysis

(a) Consider the following LP Problem:

Max z = 25x1 + 20x2
subject to
3x1 + 4x2 ≤ 70
8x1 + 5x2 ≤ 150
x2 ≤ 20
x1 , x2 ≥ 0.
The optimal simplex tableau for the standard form of the above problem (with slack variables
s1 , s2 , s3 ) is as follows:

25 20 0 0 0
cBj Basic Variables xBj x1 x2 s1 s2 s3

20 x2 6.4706 0 1 0.47 −0.18 0

25 x1 14.7059 1 0 −0.29 0.24 0

0 s3 13.5294 0 0 −0.47 0.18 1

(zj − cj ) : 0 0 2.06 2.35 0

Suppose the requirements vector (b) is changed from (70, 150, 20)T to the following vectors:

(i) (100, 60, 3)T (ii) (80, 120, 20)T (iii) (50, 150, 20)T

Using the sensitivity analysis approach, find the new optimal solution for each of the new
vectors given above.

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(b) Consider the following LP Problem:
Max z = 3x1 + 2x2
subject to
4x1 + 3x2 ≤ 120
x1 + 3x2 ≤ 60
x1 , x2 ≥ 0.
The optimal simplex tableau for the standard form of the above problem (with slack variables
s1 , s2 ) is as follows:

3 2 0 0
cBj Basic Variables xB j x1 x2 s1 s2

3 x1 30 1 0.75 0.25 0

0 s2 30 0 2.25 −0.25 1
(zj − cj ) : 0 0.25 0.75 0

Using sensitivity analysis, find the optimum solution for each of the following new objective
function to be maximized.

(i) z = x1 + 2x2 (ii) z = 3x1 + 4x2