Optimization in Operations Research

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 1
Chapter 7 Solutions 1 2 must confront limits on feasible directions.

7-1. 7-3. (a) No, because the first point P 1 is on

(a) the boundary. (b) Yes, because the search
w2 reaches the boundary only at optimal P 6. (c)
4 No, because the search visits non-optimal
boundary point P 8. (d) No, because the
3 search is not consistently improving. (e) Yes,
because the search improves consistently and
2
w* = (3/2,2)
reaches the boundary only at optimal P 6. (f )
w (1) = (27/17,32/17)
No, because the search is not consistently
x
ma

1 improving.
w(0) = (1,1)
7-4. A point is interior for standard form if
w1
1 2 3 4
it is feasible in the equality constraints and all
components are positive, i.e. no nonnegativity
(b) The direction of most rapid improvement constraint is active. (a) No, because x2 = 0.
is objective function vector Δw = (2, 3). (c) (b) Yes, because all components are positive,
With no active constraints, every direction is 4(2) + 1(5) = 13, and 5(2) + 5(1) = 15. (c)
feasible. (d) All constraints are satisfied as Yes, because all components are positive,
strict inequality. (e) λmax = 4(1) + 1(9) = 13, and 5(1) + 5(2) = 15. (d)
min{(12 − 7)/(4 · 2 + 3 · 3), (2 − 1)/(1 · 3)} = No, because 4(5) + 1(1) = 13. (e) No, because
5/17. (g) At the boundary we must confront 4(2) + 1(1) = 13. (f ) No, because x1 = 0.
limits on feasible directions. 7-5. (a) The only requirements are those of
equalities that 2 Δw1 + 3 Δw2 − 3 Δw3 = 0,
7-2. (a) 4 Δw1 − 1 Δw2 + 1 Δw3 = 0. All wj would be
positive at an interior point, so none of their
nonnegativity constraints are active. (b) The
only requirements are those of equalities that
11 Δw1 + 2 Δw2 − 1 Δw3 = 0, and
2 Δw1 − 7 Δw2 + 4 Δw3 = 0 All wj would be
positive at an interior point, so none of their
nonnegativity constraints are active.
 
1 2 1
7-6. (a) Here A = . Using
−2 1 0
(b) The direction of most rapid improvement the corresponding P of Table 6.4, Δx = Pd
is the negative of the objective function vector = (−.8, −1.6, 4). To verify feasibility, we
or Δw = (−9, −1). (c) With no active check that A Δx  = 0. 
constraints, every direction is feasible. (d) All (b) Here A = 3 −1 4
. Using the
constraints are satisfied as strict inequality. 0 1 −2
(e) λ ← min{1/11, 9/57} = 0.091 (f ) corresponding P of Table 6.4, Δx = Pd =
w = (2.181, 0.909) (g) At the boundary we (0.7751, −2.3262, −1.1634). Checking
(1)
feasibility, A Δx = 0.
1 Supplement to the 2nd edition of Optimization in
7-7. (a) The direction of most rapid
Operations Research, by Ronald L. Rardin, Pearson
Higher Education, Hoboken NJ, 2017.
c improvement is the negative of the objective
2 As of December 19, 2015 function vector or d = (−14, −3, −5).

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 2
 
2 0 −1 (c) For y = (3, 5, 1, 6) this gives (6, 25, 1, 54).
(b) Here A = . Then
1 1 0 (d) For y = (2, 5, 1, 9) this gives (6, 25, 1, 63).
T T −1
P⎛ = (I − A (AA ) A) ⎞
1/6 −1/6 1/3 7-11.
= ⎝ −1/6 1/6 −1/3 ⎠ (a)
1/3 −1/3 2/3 8
x3

(c) Δz = Pd = (−7/2, 7/2, −7) (d)

6
Checking feasibility, A Δz = 0, and checking
improvement, (14, 3, 5) · Δz<0. (e) The (0,0,4)

direction is improving and feasible, and it is

the closest such direction to the steepest x (3)= (2,1,1) (6,0,0)
x1
improvement one d. x(4) = (1.769,1.577,.192)
8

7-8. (a) The direction of most rapid x* = (0,12/5,0)

improvement is the objective function vector 4

d = (5, −2, 3)  
6

x2 8
1 0 1
(b) Here A = . Then P = (b)
0 2 0
⎛ ⎞ y3

1/2 0 −1/2 8

(I − AT (AAT )−1 A) = ⎝ 0 0 0 ⎠ 6

−1/2 0 1/2 (0,0,4)

(c) Δz = Pd = (1, 0, −1) (d) Checking
feasibility, A Δz = 0, and checking
improvement, (5, −2, 3) · Δz = 2>0. (e) The y(3)= (1,1,1)
y1
(3,0,0) 6 8
direction is improving and feasible, and it is (0,12/5,0) y (4)= (.884,1.577,.192)

the closest such direction to the steepest 4

improvement one d. 6

7-9. ⎛ In each case y =⎞X−1 7 x where y2 8

⎞ ⎛
2 0 0 0 2 0 0
⎜ 0 5 0 0 ⎟ (c) With X3 = ⎝ 0 1 0 ⎠, c(3) = cX3
X7 = ⎜ ⎝ 0 0 1 0 ⎠
⎟
0 0 1
0 0 0 9 and A3 = AX3 to produce scaled standard
(a) For x = (1, 1, 1, 1) this gives form: min 4y1 + 3y2 + 5y3 , s.t.
(1/2, 1/5, 1, 1/9). 4y1 + 5y2 + 3y3 = 12, y1 , y2 , y3 ≥ 0
(b) For x = (2, 1, 4, 3) this gives
(1, 1/5, 4, 1/3).
(c) For x = (3, 5, 1, 6) this gives (3/2, 1, 1, 2/3.
(d) For x = (3, 5, 1, 7) this gives
(3/2, 1, 1, 7/9).
7-10. ⎛In each case x⎞ = X7 y where
2 0 0 0
⎜ 0 5 0 0 ⎟
X7 = ⎜ ⎝ 0 0 1 0 ⎠
⎟

0 0 0 9
(a) For y = (1, 1, 1, 1) this gives (2, 5, 1, 9).
(b) For y = (2, 1, 4, 3) this gives (4, 5, 4, 27).

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 3

7-12. (c) λ = 1/|| ΔxX−1

3 || = .36084;
(a) x(4) = (1.769, 1.577, 0.192),
y(4) = (0.884, 1.577, 0.192) (d) (See Exercise
7-11(a)-(b))
7-14. (a) With A3 = (6, 7, 5), projection
matrix P3 = (I − A3 T (A3 A3 T )−1
⎛ ⎞A3 ) =
0.6727 −0.3818 −0.2727
⎝ −0.3818 0.5545 −0.3182 ⎠
−0.2727 −0.3182 0.7727
Then Δy = P3 X3 c(3) = (21, −10.5, −10.5),
and Δx = X3 Δy = (0.5370, 0.370, −1.148).
(b) Checking improving (6, 1, 2) · Δx = 661.5
> 0, and feasibility, (1, 1, 5) · Δx = 0. (c) λ =
(b) 1/|| ΔxX−1 3 || = 0.687;
x(4) = (9.687, 7.254, 0.212),
y(4) = (126, −73.5, −10.5) (d) Stepsize for
both is λ = 1/|| Δy|| = 0.0388. (See Exercise
7-12(a)-(b) for plots)
7-15. (a) This x(0) is strictly positive,
(4) − (3) + 2(1) = 3, and (3) − (1) = 2 as
required ⎛ for an interior
⎞ point. (b) With
4 0 0
X0 = ⎝ 0 3 0 ⎠, c(0) = cX0 and
0 0 1
⎛ ⎞ A0 = AX0 to produce scaled standard form:
6 0 0 min 40y1 + 3y2 , s.t. 4y1 − 3y2 + 2y3 = 3,
(c) With X3 = ⎝ 0 7 0 ⎠, c(3) = cX3 3y2 − y3 = 2, y1 , y2 , y3 ≥ 0 (c) Δx =
0 0 1 −X0 P0 c(0) = (−7.669, 7.669, 7.669), where
and A3 = AX3 to produce scaled standard X0 , and c(0) are as in part (b) and P0 is the
form: min 36y1 + 7y2 + 2y3 , s.t. projection matrix for A0 shown in Table 6.4.
6y1 + 7y2 + 5y3 = 18, y1 , y2 , y3 ≥ 0 (d) Checking improving, (10, 1, 0) · Δx =
7-13. (a) With A3 = (1, 1, 5), projection -69.02 < 0, and checking feasible, A Δx = 0.
matrix P3 = (I − A3 T (A T −1
⎞ 3 A3 ) A3 ) = (e) λ = 1/|| ΔxX−1 (1)
⎛ 0 || = .12037; x =
.68 −.40 −.24 (0)
x + λ Δx = (3.077, 3.923, 1.923).
⎝ −.40 .50 −.30 ⎠. Then Δy = 7-16. (a) This x(0) is strictly positive,
−.24 −.30 .82 9(2/9) − 2(1) + 4(3/2) = 6, and
P3 Xc(3) = (−.32, 1.6, −2.24), and Δx = 2(1) − 2(3/2) = −1 as required for an interior
⎛ ⎞
X3 Δy = (−.64, 1.6, −2.24). (b) Checking 2/9 0 0
improving, (6, 1, 2) · Δx = -7.68 < 0, and point. (b) With X0 = ⎝ 0 1 0 ⎠,
feasible, (2, 5, 3) · Δx = 0. 0 0 3/2
c(0) = cX0 and A0 = AX0 to produce scaled
standard form: max 4/3y1 + 8y2 + 15y3 , s.t.
2y1 − 2y2 + 6y3 = 6, 2y2 − 3y3 = −1,
y1 , y2 , y3 ≥ 0 (c) P(0) =
(I − AT0 (A0 AT0 )−1 A0 )

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 4
⎛ ⎞
0.4091 −0.4091 −0.2723 computation is projecting the negative of the
=⎝ −0.4091 0.4091 0.2727 ⎠ scaled cost row, which is the steepest
−0.2727 0.2727 0.1818 improvement direction for a minimize, onto
(0) the scaled equality constraints so that the
Δx = X0 P0 c = (−1.515, 6.818, 6.818). (d)
Checking improving, (6, 8, 10) · Δx = 113.6 direction will preserve feasibility, then
> 0, and checking feasibility, A Δx = 0 multiplying by X0 to translate back to
(e) λ = 1/|| ΔxX−1 0 || = 0.0938; x
(1)
= x-space.
(0)
x + λ Δx = (0.080, 1.640, 2.139). 7-19.
7-17. (a) This case is unbounded because (a)
w3
the direction has no negative components. 4

(b) Some components of the direction are (0,0,3) w (2) = (.01,.01,2.9775)

negative, so the model is not unbounded. λ =
1/|| ΔxX−1 11 || = .2425, so that x
(12)
=
(11)
x + λ Δx = (3, 1.97, 6.82). (c) Some
w (1)= (1.4,.7,.9)
components of the direction are negative, so w1

the model is not unbounded. λ = w* = (4,0,0)

1/|| ΔxX−1 11 || = .1581, so that x

(12)
= (0,2,0)

(11)
x + λ Δx = (3.949, 0.514, 9). (d) Some 3

components of the direction are negative, so w2 4

the model is not unbounded. λ = (b) max 13w1 − 2w2 + w3 +

1/|| ΔxX−1 11 || = 0.500, so that x
(12)
= μ(ln(w1 ) + ln(w2 ) + ln(w3 )), s.t.
(11)
x + λ Δx = (3, 0, 9). Since a component 3w1 + 6w2 + 4w3 = 12, w1 , w2 , w3 ≥ 0 (c) At
has become =0, the solution is optimal. w(1) , original = 17.7 versus log barrier =
7-18. (a) All components of the solution are 16.45. At w(2) , original = 3.088 versus log
strictly positive, and direct substitution show barrier = -78.10. We see that the log term
Ax(0) ⎛ = b. (b) Here ⎞ creates a modest bonus in the middle of the
2 0 0 0 0 feasible region, but assesses a major penalty
⎜ 0 3 0 0
⎜ 0 ⎟⎟ near the boundary. (d) With μ = 100 the
⎜
X0 = ⎜ 0 0 2 0 0 ⎟⎟ barrier optimum is w∗ = (1.497, 0.619, 0.949);
⎝ 0 0 0 3 0 ⎠ with μ = 10 it is w∗ = (2.799, 0.285, 0.474);
0 0 0 0 1/3 and with μ = 1 it is w∗ = (3.850, 0.035, 0.060).
Then the scaled standard form is min cX, (e) With relatively large μ the optimum is in
subject to AXy = b or the middle of the feasible region, but as μ
min 10y1 + 12y2 + 6y3 + 6y4 + 5.333y5, subject approaches zero, the optimum tends to an
to 4y1 + 2y3 + 2y5 = 8; optimal solution for the original LP.
3y2 + 2y3 + 6y4 + 1y5 = 12; y1 , . . . , y5 ≥ 0.
This form is more numerical conovenient
because it transforms the current solution as
far from the boundary as possible. (c) From
(b) the scaled objective is
c( 0) = (10, 12, 6, 6, 5.333), and the scale
 matrix is
constraint 
4 0 2 0 2
A0 = . Then
0 3 2 6 1
Δx(1) = −X0 · P roj[A0 ] · c(0) This

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 5
⎛ ⎞
7-20. (a) 3 0 0
x1 , x2 , x3 ≥ 0 (c) Here X0 = ⎝ 0 1 0 ⎠,
 0 0 2
12 −3 4
so that A0 = and
0 3 −2
c(0) = (12, −1, 4).⎛ Then ⎞
12 − 10
Δx = −X0 P0 ⎝ −1 − 10 ⎠
4 − 10
(b) min 2w1 + 5w2 − w3 - = (−4.6415, 6.1887, 18.566), where P0 is the
μ(ln(w1 ) + ln(w2 ) + ln(w3 )), s.t. corresponding projection matrix from Table
w1 + 6w2 + 2w3 = 18, w1 , w2 , w3 ≥ 0 (c) At 6.4. (d) Checking improving, the gradient of
w(1) , original = 19 versus log barrier = -8.726. the barrier function is
At w(2) , original = -8.82 versus log barrier = (c1 − μ/x1 , c2 − μ/x2 , c3 − μ/x3 ) =
54.46. We see that the log term creates a (0.667, −11, −3), and (0.667, −11, −3) · Δx =
modest bonus in the middle of the feasible -126.8 < 0. Checking feasibility, A Δx = 0.
region, but assesses a major penalty near the (e) The maximum feasible step is λmax =
boundary. (d) With μ = 100, the barrier min{3/4.6415} = 0.6463, so that λ =
optimum is w∗ = (5.727, 2.046, 0.0001); with min{0.9(.6463), 1/10} = 0.10. (f ) The barrier
μ = 10 it is w∗ = (3.872, 2.355, 0.0001); and function will decrease for a while because the
with μ = 1 it is w∗ = (0.400, 0.250, 0.050) direction is improving for this minimize
(e)# With relatively large μ the optimum is problem, but it will increase again near the
in the middle of the feasible region, but as μ boundary. (g) The barrier multiplier should
approaches zero, the optimum tends to an be decreased toward 0.
optimal solution for the original LP.
7-24. (a) All components are positive,
7-21. (a) Yes, because multipliers are (5) + 2(1) + (7) = 14, and 2(5) + (1) = 11 as
decreasing. (b) No, because multipliers are required for an interior point. (b) max
both decreasing and increasing. (c) No, −x1 + 3x2 + 8x3 + 10(ln(x1 ) + ln(x2 ) + ln(x3 )),
because multipliers are increasing. (d) Yes, s.t. x1 + 2x2 + x3 = 14, 2x1 +x2 = 11, 
because multipliers are decreasing. 5 2 7
x1 , x2 , x3 ≥ 0 (c) Here A0 =
⎛ 10 1 0⎞
7-22. (a) Curve II, because the move for this 5 0 0
maximize model will improve the barrier and c(0) = (−5, 3, 56). X0 = ⎝ 0 1 0 ⎠,
objective for a while, but drop off to −∞ as ⎛ 0 0 7 ⎞
we approach the boundary. (b) Curve IV, 0.00947 −0.0947 0.02029
because the move for the minimize model will and P0 = ⎝ −0.0947 0.9470 −0.2029 ⎠.
improve the barrier objective for a while, but 0.02029 −0.2029 0.043487
increase to +∞ as we approach the boundary. Then ⎛ ⎞
−5 + 10
Δx = X0 P0 ⎝ 3 + 10 ⎠ =
7-23. (a) All components are positive, 56 + 10
4(3) − 3(1) + 2(2) = 13, and 3(1) − (2) = 1 as (0.7779, −1.556, 2.3338)
required for an interior point. (b) min (d) Checking improving, the gradient of the
4x1 − x2 + 2x3 - 10(ln(x1 ) + ln(x2 ) + ln(x3 )), barrier function is
s.t. 4x1 − 3x2 + 2x3 = 13, 3x2 − x3 = 1, (c1 + μ/x1 , c2 + μ/x2 , c3 + μ/x3 ) =

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 6

(1, 13, 9.429) and (1, 13, 9.429) · Δx = 2.556 (c1 + μ/x1 , c2 + μ/x2 , c3 + μ/x3 ) =
> 0. Checking feasibility, direct substitution (−0.6486, 1000113, 37.95144) yielding
shows A Δx = 0. (e) The maximum feasible (−0.6486, 1000113, 37.95144)( · Δx >> 0.
step is λmax = 1.0/1.5559 = 0.6427, so that Direct substitution shows feasibility,
λ = min{0.9(.6427), 1/10} = 1/10. (f ) The A Δx = 0. (d) The maximum feasible step is
barrier function will increase for a while λmax =min{0.2222/2.1212} = 0.10482. (e) λ
because the direction is improving for this = min{0.9(.10482)), 1/10} = 0.0943; x(1) =
maximize problem, but it will decrease again x(0) + λ Δx = (0.2222, 1.9, 2.4)).
near the boundary. (g) The barrier multiplier 7-27. (a) max 8v1 + 12v2 , subject to,
should be decreased toward 0. 2v1 + w1 = 5, v2 + w2 = 4, v1 + v2 + w3 = 3,
7-25. 2v2 + w4 = 2, 6v1 + 3v2 + w5 = 16,
⎛ (a) See Exercise
⎞ 7-15(a). (b) Here X0
4 0 0 w1 , . . . , w5 ≥ 0. (b) Here
= ⎝ 0 3 0 ⎠, so that w = (4, 7/2, 2, 1, 23/2). Check that all are
0 0 1 strictly positive(> 0) and direct substitution
 
4 −3 2 shows they satisfy all primal and dual
A0 = , and c(0) = (40, 3, 0). constraints. (c) xj · wj = 0, j = 1, . . . , 5. (d)
0 3 −1
Then ⎛ ⎞ primal=39.33, dual=10, which have difference
40 − 10 equal to g0 = Δ the complementary slackness =

Δx = −X0 P0 ⎝ −1 − 10 ⎠ 29.33. (e) A T

Δx = 0, A Δv +  Δw = 0,
4 − 10 2 0 1 0 6
where A = ,
= (−16.899, 16.899, 16.899) where P0 is the 0 1 1 2 3
corresponding projection matrix from Table 2 Δw1 + 4 Δx1 = μ − 8,
6.4. (c) Checking improving, the gradient of 3 Δw2 + 3.5 Δx2 = μ − 10.5,
the barrier function is 2 Δw3 + 2 Δx3 = μ − 4,
(c1 − μ/x1 , c2 − μ/x2 , c3 − μ/x3 ) = 3 Δw4 + 1 Δx4 = μ − 3,
(7.5, −2.333, −10). Then 0.33 Δw5 + 11.5 Δx5 = μ − 3.833. (f ) (See
(7.5, −2.333, −10) · Δx= -335.0 < 0. Checking Table 7-1 below)
feasibility, A Δx = 0. (d) The maximum 7-28. (a) max 10v1 + 15v2 , subject to,
feasible step is λmax min{4/16.889} = 0.2367. 2v1 + v2 + w1 = 14, −v1 + 5v2 + w2 = 4,
(e) λ = min{0.9(.2367), 1/10} = 0.1. x(1) = 2v2 + w3 = 11, 3v1 − v2 + w4 = 9,
x(0) + λ Δx = (2.310, 4.690, 2.690). −2v1 + v2 + w5 = 10, w1 , . . . , w5 ≥ 0. (b)
7-26. Here w = (5, 7, 1, 8, 9). Check that all are
⎛ (a) See Exercise⎞ 7-16(a). (b) Here X0
2/9 0 0 strictly positive(> 0) and direct substitution
=⎝ 0 1 0 ⎠, so that shows they satisfy all primal and dual
0 0 3/2 constraints. (c) xj · wj = 0, j = 1, . . . , 5. (d)
  primal=3150, dual=95, which have difference
2 −2 6
A0 = , and Δ
0 2 −3 equal to g0 = the complementary slackness
c(0) = (4/3, 8,⎛15). Then ⎞ =55. (e) A Δx = 0, AT Δv + Δw= 0,
4/3 + 10 2 −1 0 3 −2
where A = ,
Δx = X0 P0 ⎝ 8 + 10 ⎠ 1 5 2 −1 1
2 Δw1 + 5 Δx1 = μ − 5, 2 Δw2 + 7 Δx2 = μ − 7
15 + 10
5 Δw3 + 1 Δx3 = μ − 5,
= (−2.121, 9.5455, 9.5455) where P0 is the
3 Δw4 + 8 Δx4 = μ − 24,
corresponding projection matrix from
1 Δw5 + 9 Δx5 = μ − 9. (f ) (See Table 7-2
Exercise 7-16(c). (c) Checking improving, the
below)
gradient of the barrier function is

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 7

t=0 x(0) ←(2.0000, 3.0000, 2.0000, 3.0000, 0.3333) primal value=39.3328

v(0) ←(0.5000, 0.5000), w(0) ← (4.0000, 3.5000, 2.0000, 1.0000, 11.5000) dual value=10.0000
Δx(1) ←(-0.4741, -1.9765, 0.4267, 0.6445, 0.0869) g0 = 29.3328, μ0 = 5.8666
Δv(1) ←(0.6459, 0.0208), Δw(1) ←(-1.2919, -0.0208, -0.6667, -0.0415, -3.9379) λ ←1.5163
t=1 x(1) ←(1.2811, 0.0030, 2.6470, 3.9773, 0.4651) primal value=29.7547
v(1) ←(1.4794, 0.5315), w(1) ← (2.0411, 3.4685, 0.9891, 0.9370, 5.5289) dual value=18.2133
Δx(2) ←(-0.1161, 0.6060, 0.1814, -0.4064, 0.0085) g1 = 11.5414, μ1 = 3.5200
Δv(2) ←(0.1038, 0.1551), Δw(2) ←(-0.2077, -0.1551, -0.2590, -0.3103, -1.0885) λ ←3.0169
t=2 x(2) ←(0.9309, 1.8314, 3.1943, 2.7512, 0.4906) primal value=34.9151
v(2) ←(1.7927, 0.9995), w(2) ← (1.4146, 3.0005, 0.2078, 0.0009, 2.2451) dual value=26.3361
Δx(3) ←(0.0237, -1.5492, 0.0613, 0.7712, -0.0181) g2 = 8.5790, μ2 = 2.1120
Δv(3) ←(0.0447, -0.2297), Δw(3) ←(-0.0895, 0.2297, 0.1850, 0.4594, 0.4207) λ ←1.1809
t=3 x(3) ←(0.9590, 0.0018, 3.2666, 3.6619, 0.4692) primal value=29.4332
v(3) ←(1.8455, 0.7283), w(3) ← (1.3089, 3.2717, 0.4262, 0.5434, 2.7419) dual value=23.5036
Δx(4) ←(-0.2158, 0.2306, 0.4609, -0.3384, -0.0049) g3 = 5.9295, μ3 = 1.2672
Δv(4) ←(0.1108, 0.1428 ), Δw(4) ←(-0.2215, -0.1428, -0.2536, -0.2856, -1.0930) λ ←1.6791

Table 7.1: Primal-Dual Interior Point Algorithm 7C Computations for Exercise 7-27

7-29. (a) (LP) is a problem or model form not its magnitude. But here we have no
with size and symbolic parameters integer parameters. (d) The size of the
unspecified. An instance, like the given one, is instance clearly grows in proportion to n.
a specific case with parameter values and size There are no coefficients except the fraction α
made explicit. (b) which would probably be encoded as the ratio
/5$4$3$2$16/2$0$1$0$6/0$1$1$2$3/8$12 of 2 integers.
Length of this encoding is the number of
characters used = 35. (c) The number of
digits to express an integer value ±q is
±log(|q|) + 1, not its magnitude. (d) Here
n = 4 and m = 2. The count of the n cost
values cj , m RHSs bi , and n · m matrix
coefficients ai,j grows in proportion to
n + m + nm. Lengths of those integer
coefficients values ±q grow in proportion to
the number of their digits or ±log(|q|) + 1
7-30. (a) (LP) is a problem or model form
with size and symbolic parameters
unspecified. An instance, like the given one, is
a specific case with parameter values and size
made explicit. (b) Here there are encodings
for all n ≥ 2. The length of the encoding =
the length of some representation of α,
probably a ratio of 2 integers+2 · n
constraints. (c) The number of digits to
express an integer value ±q is ±log(|q|) + 1,

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exist. No portion of this material may be reproduced, in any form or by any means, without permission in writing from the publisher.
 8

t=0 x(0) ←(2.0000, 1.0000, 5.0000, 3.0000, 1.0000) primal value=150.0000

v(0) ←(2.0000, 5.0000), w(0) ← (5.0000, 7.0000, 1.0000, 8.0000, 9.0000) dual value=95.0000
Δx(1) ←(0.3093, -0.3147, 0.5706, -0.6873, -0.5643) g0 = 55.0000, μ0 = 11.0000
Δv(1) ←(1.2881, -0.1029), Δw(1) ←(-2.4732, 1.8028, 0.2059, -3.9672, 2.6791) λ ←1.7702
t=1 x(1) ←(2.5475, 0.4429, 6.0100, 1.7833, 0.0010) primal value=131.1237
v(1) ←(4.2801, 4.8178), w(1) ← (0.6219, 10.1913, 1.3645, 0.9773, 13.7425) dual value=115.0681
Δx(2) ←(1.1584, 0.0156, -1.0496, -0.5756, 0.2872) g1 = 16.0556, μ1 = 6.6000
Δv(2) ←(-0.4417, 0.2336), Δw(2) ←(0.6497, -1.6099, -0.4673, 1.5587, -1.1170) λ ←2.9171
t=2 x(2) ←(5.9267, 0.4884, 2.9483, 0.1043, 0.8389) primal value=139.3852
v(2) ←(2.9917, 5.4993), w(2) ← (2.5173, 5.4951, 0.0014, 5.5242, 10.4841) dual value=112.4068
Δx(3) ←(-1.5321, -0.3176, 2.1501, 0.3863, -0.7939) g2 = 26.9784, μ2 = 3.9600
Δv(3) ←(0.9337, -0.4018), Δw(3) ←(-1.4657, 2.9426, 0.8035, -3.2029, 2.2692) λ ←1.0557
t=3 x(3) ←(4.3093, 0.1532, 5.2181, 0.5121, 0.0008) primal value=126.9408
v(3) ←(3.9774, 5.0752), w(3) ← (0.9700, 8.6016, 0.8497, 2.1429, 12.8797) dual value=115.9018
Δx(4) ←(-0.1649, 0.0357, 0.0357, 0.1951, 0.1098) g3 = 11.0391, μ3 = 2.3760
Δv(4) ←(0.1555, 0.2911 ), Δw(4) ←(-0.6021, -1.3002, -0.5823, -0.1753, 0.0198) λ ←1.4578

Table 7.2: Primal-Dual Interior Point Algorithm 7C Computations for Exercise 7-28

7-31. (a) (f ) Complexity bounds are for worst-case in-

x1 x2 x3 x4 x5 x6
max c 0 1 0 0 0 b 0 stances, i.e. ones requiring the maximum pos-
s.t. +1 -1 1/4
+1 +1 1
sible number of steps for their instance size.
+1/4 -1 +1 0
+1/4 +1 +1 1
That does not in any way restrict simplex’s
B B N B N B
performance on specific instances or sets of in-
(b) Basic and nonbasic as shown in table, yield stances even if most applications produce in-
basic solution x(1) = (1/4, 1/16, 0, 3/4, 0, 7/8) stances of the more tractible cases.
value = 1/16. (c) Introducing non-
basic slack x3 gives direction Δx(1) =
(1, 1/4, 1, −1, 0, −1/2) with improving reduced
cost 1/4 which is feasible through max step
λ = min{(3/4)/1, (7/8)/(1/2)} = 3/4 when we
reach x(2) = (1, 1/4, 3/4, 0, 0, 1/2) (d) Slack
variables for the 4 sides of the feasible set
in Figure 7.9 are left=x3 , right=x4 , top=x5
and bottom=x6 . Introducing slack x6 at x(2)
would move to adjacent extreme-point x(3) =
(1, 3/4). Then introducing the slack x4 would
produce a move to x(4) = (1/4, 15/16). All
these moves are improving because the increase
objective value x2 . (e) The reshaped square
structure of 2-dimensional Figure 7.9 can be
extended n dimemsions via model (7.29). This
establishes that with n variables, simplex could
visit all the 2n corner points of the hyper-
cube, i.e. require exponentially many pivots.

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