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Introduction to Optimization

Week 6: Problems Sheet 5


Problem 1

Construct the dual from the following problem:

Maximize: $$ z(x_1, x_2) = 2x_1 + 7x_2 $$

Subject to: $$ \begin{cases} -2x_1 + 3x_2 \leq 14, \ x_1 + x_2 \leq 8, \ x_1 \geq 0, \ x_2 \geq 0. \end{cases} $$

Using the graphical method find the primal and dual solutions.


Solution

The dual problem is constructed as follows:

Minimize: $$ w(y_1, y_2) = 14y_1 + 8y_2 $$

Subject to: $$ \begin{cases} -2y_1 + y_2 \geq 2, \ 3y_1 + y_2 \geq 7, \ y_1 \geq 0, \ y_2 \geq 0. \end{cases} $$

Primal Solution Space: The feasible region for the primal problem is plotted with constraints:

  • $-2x_1 + 3x_2 = 14$
  • $x_1 + x_2 = 8$

Vertices (A, B, C):

  • A: $(0, 0)$
  • B: $(6, 2)$ from intersection of $x_1=0$ and $x_1 + x_2 = 8$
  • C: $(2, 6)$ from intersection of $-2x_1 + 3x_2 = 14$ and $x_1 + x_2 = 8$

Optimal solution: $$ (x_1, x_2) = (2, 6), \quad F(2, 6) = 46 $$

Dual Solution Space: The feasible region for the dual problem is plotted with constraints:

  • $-2y_1 + y_2 = 2$
  • $3y_1 + y_2 = 7$

Vertices (A, B):

  • A: $(0, 0)$
  • B: $(1, 4)$ from intersection of both lines

Optimal solution: $$ (y_1, y_2) = (1, 4), \quad w(1, 4) = 46 $$


Problem 2

Construct the dual from the following problem:

Minimize: $$ z(x_1, x_2) = -2x_1 - 3x_2 $$

Subject to: $$ \begin{cases} -4x_1 + 2x_2 \geq 4, \ x_1 + x_2 \geq 6, \ x_1 \geq 0, \ x_2 \geq 0. \end{cases} $$

Using the graphical method find the primal and dual solutions.


Solution

The dual problem is constructed as follows:

Maximize: $$ w(y_1, y_2) = 4y_1 + 6y_2 $$

Subject to: $$ \begin{cases} -4y_1 + y_2 \leq -2, \ 2y_1 + y_2 \leq -3, \ y_1 \geq 0, \ y_2 \geq 0. \end{cases} $$

Primal Solution Space: The feasible region for the primal problem is unbounded (no finite solution exists).

Dual Solution Space: Constraints:

  • $-4y_1 + y_2 = -2$
  • $2y_1 + y_2 = -3$

No intersection point within non-negative constraints, so the feasible set is empty.


Problem 3

Construct the dual from the following problem:

Maximize: $$ z(x_1, x_2, x_3) = x_1 + 2x_2 - x_3 $$

Subject to: $$ \begin{cases} -x_1 + 4x_2 - 2x_3 \leq 12, \ x_1 + x_2 + 2x_3 \leq 17, \ 2x_1 - x_2 + 2x_3 = 4, \ x_1 \geq 0, \ x_2 \geq 0, \ x_3 \geq 0. \end{cases} $$

Using the M-method find the primal and dual solutions.


Solution

The dual problem is constructed as follows:

Minimize: $$ w(y_1, y_2, y_3) = 12y_1 + 17y_2 + 4y_3 $$

Subject to: $$ \begin{cases} -y_1 + y_2 + 2y_3 \geq 1, \ 4y_1 + y_2 - y_3 \geq 2, \ -2y_1 + 2y_2 + 2y_3 \geq -1, \ y_1 \geq 0, \ y_2 \geq 0. \end{cases} $$

Simplex Method Iterations (M-method): (Note: Full tableau details omitted for brevity; key results provided.)

Optimal solution from iterations: $$ (x_1, x_2, x_3) = (14, 15, 2), \quad z_{\text{max}} = -400. $$


Problem 4

Using the "Advanced Simplex Method" solve:

Maximize: $$ z(x_1, x_2, x_3, x_4, x_5, x_6) = 9x_1 + 10x_2 + 16x_3 $$

Subject to: $$ \begin{cases} 18x_1 + 15x_2 + 12x_3 + x_4 = 360, \ 6x_1 + 4x_2 + 8x_3 + x_5 = 192, \ 5x_1 + 3x_2 + 3x_3 + x_6 = 180, \ x_i \geq 0 \quad (i=1,\ldots,6). \end{cases} $$


Solution

Iteration Steps:

  • Initial tableau: Basic variables $X_B^0 = (x_4, x_5, x_6)$
  • Entering variable: $P_3$ (due to $\min(-9, -10, -16) = -16$)
  • Leaving variable: $x_5$

Iteration 1: Basic variables: $(x_4, x_3, x_6)$

Optimal solution: $$ (x_1, x_2, x_3, x_4, x_5, x_6) = (0, 8, 20, 0, 0, 96), \quad z_{\text{max}} = 400. $$


Problem 5

Using the "Advanced Simplex Method" solve:

Maximize: $$ z(x_1, x_2, x_3, x_4, x_5, x_6) = 8x_2 + 7x_4 + x_6 $$

Subject to: $$ \begin{cases} x_1 - 2x_2 - 3x_4 - 2x_6 = 12, \ 4x_2 + x_3 - 4x_4 - 3x_6 = 12, \ 5x_2 + 5x_4 + x_5 + x_6 = 25, \ x_i \geq 0 \quad (i=1,\ldots,6). \end{cases} $$


Solution

Iteration Steps:

  • Initial tableau: Basic variables $X_B^0 = (x_1, x_3, x_5)$
  • Entering variable: $P_2$ (due to $\min(-8, -7, -1) = -8$)
  • Leaving variable: $x_3$

Iteration 1: Basic variables: $(x_1, x_2, x_5)$

Optimal solution: $$ (x_1, x_2, x_3, x_4, x_5, x_6) = (23, 4, 0, 1, 0, 0), \quad z_{\text{max}} = 39. $$