Operations Research

Homework 1, Spring 2024, 7% of the final mark

1. Use a Cartesian plane diagram to solve the following LPs.

(a) min f = 5x1 + 3x2 (b) min f = −5x1 + 7x2
 

 x1 + x2 ≥ 4 
 x1 − x2 ≤ 1

 4x + x ≥ 7 
 x − 2x ≤ −2
1 2 1 2
 x1 + 3x2 ≥ 6
  2x1 − x2 ≥ −4


 x ,x ≥ 0 
 x ,x ≥ 0
1 2 1 2

2. Convert the following LPs to standard form.

(a) max f = x1 − 2x2 + 3x3 (b) min f = −3x1 + x2 + x3
 3x1 − x2 + x3 ≥ 5
 
 5 ≤ x1 + x2 + x3 ≤ 10
x1 + x2 + x3 ≤ 4 3x1 ≥ 4x3
x1 , x3 ≥ 0, x2 ∈ R x1 , x2 , x3 ≥ 0
 

Hint: For (a), write x2 = z1 − z2 , where z1 , z2 ≥ 0.

3. Use the simplex method to solve the following LPs.
(a) max f = 3x1 + 4x2 (b) min f = x1 − 3x2 − 2x3
 

 x1 + 2x2 ≤ 6 
 x1 + 2x2 − 2x3 ≤ 2

 3x + 2x ≤ 12 
 3x − x − x ≤ 3
1 2 1 2 3

 x2 ≤ 2 
 x 1 + x 2 − x 3 ≤ 1

 x ,x ≥ 0 
 x ,x ,x ≥ 0
1 2 1 2 3

4. Compute the dual LP of the following LPs.

(a) min f = 2x1 − 3x2 + 7x3 (b) min f = −3x2 + 5x4

 x1 + 2x2 − 3x3 ≥ 5


 3x1 − 2x2 − 7x4 ≤ 5

2x1 − 3x2 + 4x3 ≥ 7  4x − 3x + 3x
1 2 3 ≥6
x1 , x2 ≥ 0, x3 ∈ R − − 4 ≤ −7


 3x 2 10x 3 4x

 x , x , x ≥ 0, x ∈ R
1 3 4 2

5. For the following LPs, derive the dual LP. Use the dual simplex method to solve each LP, and
state the primal and dual optimal solutions.
(a) max f = −2x1 − x2 (b) min f = 2x1 + x2

 −4x1 + 3x2 − x3 ≥ 16


 x1 + x2 ≥ 5

x1 + 6x2 + 3x3 ≥ 12  2x + 3x ≤ 14
1 2
x1 , x2 , x3 ≥ 0  x1 + 2x2 ≤ 8



 x ,x ≥ 0
1 2

6. Use the two-phase method to solve the following LPs.

(a) min f = x1 − x2 + x3 (b) max f = 2x1 + 3x2 − 5x3
 x1 + x2 + x3 ≤ 7
 
 x1 + 2x2 + 3x3 = 6
4x1 + 5x2 − 6x3 ≥ 6 2x1 − 5x2 + x3 ≥ 10
x1 , x2 , x3 ≥ 0 x1 , x2 , x3 ≥ 0
 

PLEASE TURN OVER

 7. (a) Let FT= {Sα : α ∈ I} be a family of convex sets of Rn , where I is some index set. Prove
that α∈I Sα is also a convex set.
(b) Let S1 , S2 be two convex sets of Rn . Prove that S1 + S2 = {x + y : x ∈ S1 , y ∈ S2 } is also
a convex set.
(c) Let S be a convex set of Rn , and k ∈ R. Prove that kS = {kx : x ∈ S} is also a convex set.
(d) Let f : X → R be a convex function, where X ⊂ Rn is a convex set. Let α ∈ R. Prove that
the α-sublevel set Sα = {x ∈ X : f (x) ≤ α} is a convex set.

8. Let f : X → R be a convex function, where X ⊂ Rn is a non-empty convex set. Let g : Y → R be

a convex and monotonic increasing function, where Y ⊂ R is a convex set such that f (X) ⊂ Y .
Prove that g ◦ f : X → R is a convex function.
Use the above result to show that the following functions from Rn to R are convex.
2 1/2 is the Euclidean norm of x.
Pn
(a) f1 (x) = kxkp , where p ≥ 1, and kxk =


i=1 |xi |
1
(b) f2 (x) = h(x) , where h : Rn → R> 0 is concave.

Please submit your solutions by the end of class on 29 March 2024, and not later.