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    Exercise 4 - Linear Programming: TMA947 / MMG621 - Nonlinear Optimisation

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    The document contains a series of exercises related to linear programming and the simplex method. Exercise 4.1 asks the reader to graphically represent a feasible region defined by an inequality system, find a basic feasible solution, and determine if it is degenerate. Exercise 4.2 asks the reader to write a linear program in standard form. Exercise 4.3 asks the reader to find a basic feasible solution for an extreme point and generate new BFSs.

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    Exercise 4 - Linear Programming: TMA947 / MMG621 - Nonlinear Optimisation

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    gendikatiras
    173 views3 pages
    The document contains a series of exercises related to linear programming and the simplex method. Exercise 4.1 asks the reader to graphically represent a feasible region defined by an inequality system, find a basic feasible solution, and determine if it is degenerate. Exercise 4.2 asks the reader to write a linear program in standard form. Exercise 4.3 asks the reader to find a basic feasible solution for an extreme point and generate new BFSs.

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    The document contains a series of exercises related to linear programming and the simplex method. Exercise 4.1 asks the reader to graphically represent a feasible region defined by an inequality system, find a basic feasible solution, and determine if it is degenerate. Exercise 4.2 asks the reader to write a linear program in standard form. Exercise 4.3 asks the reader to find a basic feasible solution for an extreme point and generate new BFSs.

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    173 views3 pages

    Exercise 4 - Linear Programming: TMA947 / MMG621 - Nonlinear Optimisation

    Uploaded by

    gendikatiras
    The document contains a series of exercises related to linear programming and the simplex method. Exercise 4.1 asks the reader to graphically represent a feasible region defined by an inequality system, find a basic feasible solution, and determine if it is degenerate. Exercise 4.2 asks the reader to write a linear program in standard form. Exercise 4.3 asks the reader to find a basic feasible solution for an extreme point and generate new BFSs.

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    Nonlinear optimization – Exercises October 23, 2017

    TMA947 / MMG621 — Nonlinear optimisation

    Exercise 4 – Linear programming


    October 23, 2017

    E4.1 (medium) Consider the feasible set {x ∈ Rn |Ax ≤ b, x ≥ 0n }, where


       
    1 1 1 3
     1 −1 1 1
    A= −1 1 1 , b =  1  .
      

    −1 −1 1 −1

    Draw the feasible region (preferably in MATLAB1 ). Write the program on standard form and find
    a BFS corresponding to the extreme point (1, 1, 1)T . Is it degenerate? How many different BFS
    correspond to this point? Compare to the extreme point (1, 2, 0)T .

    E4.2 (easy) Write on standard form

    maximize 3x1 − 6x2 ,


    subject to 10x1 − 3x2 = 5,
    −x1 − 3x2 ≥ 7,
    x2 ≥ 5.

    E4.3 (easy) Consider the polyhedron

    x1 + x2 ≥ 1,
    x1 − x2 ≤ 1,
    −x1 + x2 ≤ 1,
    x1 ≤ 2,
    x2 ≤ 2.

    Find the BFS which corresponds to the extreme point (2, 2)T . Construct new basic solutions by
    using four out of the five columns included in the BFS corresponding to (2, 2)T and one column
    previously not included. Can you obtain any BFS? Which ones? What does theory say about
    this? (Hint: use MATLAB or Mathematica to calculate B −1 b. Note also that a variable has to be
    included into the basis in order to obtain a non-zero value.)

    E4.4 (easy) Solve the following LP grahically.

    minimize x1 + 4x2
    subject to x1 + 2x2 ≤4
    x1 + x2 ≥2
    x1 + 2x2 ≥3
    x1 , x2 ≥ 0.

    Is the optimal solution a BFS, if so, is it unique?


    1 Introduce an indicator function χ for the polyhedron such that χ(x) = 1 for x ∈ P and χ(x) = 0 otherwise.

    Use the command isosurface. Do not use to many gridpoints!

    1
    Nonlinear optimization – Exercises October 23, 2017

    E4.5 (easy) Solve the following linear program using Phase I and II of the simplex method.

    minimize z = −2x1 + x2
    subject to x1 − 3x2 ≤ −3,
    0 ≤ x1 ,
    0 ≤ x2 ≤ 2.

    E4.6 (medium) Solve the following linear program using Phase I and II of the simplex method.

    minimize z = x1 + 2x2
    subject to 2x1 − 2x2 ≤ −2,
    2x1 + x2 ≤ 2,
    x1 ∈ R,
    x2 ≥ 0.

    E4.7 (medium) Consider the application of the simplex method to a general LP and suppose
    that you, unlike in the standard procedure taught in this course, at some iteration a) choose the
    entering variable to be a non-basic variable with a negative reduced cost but not having the most
    negative reduced cost, or b) choose the outgoing variable as a basic variable with the B −1 Nj ∗
    component > 0 but not fulfilling the minimum ratio test. Which of these choices is a critical
    mistake?

    E4.8 (easy) Solve the following linear program using Phase I and II of the simplex method.

    minimize z = 2x1 − x2 + x3 ,
    subject to x1 + 2x2 − x3 ≤ 7,
    −2x1 + x2 − 3x3 ≤ −3,
    x1 , x2 , x3 ≥ 0.

    E4.9 (easy) Solve the following linear program using Phase I and II of the simplex method.

    minimize z = −x1 + x2 ,
    subject to −x1 + 2x2 ≥ 1/2,
    −2x1 − 2x2 ≥ 1,
    x1 ∈ R (free),
    x2 ≥ 0.

    E4.10 (medium) Solve the following linear program using phase I and II of the simplex method.

    minimize z = 2x1
    subject to x1 −x3 = 3,
    x1 −x2 −2x4 = 1,
    2x1 +x4 ≤ 7,
    x1 , x2 , x3 , x4 ≥ 0.

    2
    Nonlinear optimization – Exercises October 23, 2017

    E4.11 (easy) Solve the following linear program using phase I and II of the simplex method.

    minimize z= x1 + x2 + 3x3 ,
    subject to − x2 + 3x3 ≤ −1,
    −2x1 + x2 − x3 ≤ 1,
    x1 , x2 , x3 ≥ 0.

    Is the optimal solution unique?

    E4.12 (medium) Solve the following linear program:

    minimize z = − x1 − x2 ,
    subject to −x1 − 2x2 − x3 = 2,
    3x1 + x2 ≤ −1,
    x2 , x3 ≥ 0,
    x1 ∈ R (free).

    Is the optimal solution unique?

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