4.II 20C20 \mathrm{C}

Optimization | Part IB, 2007

Consider the linear programming problem

minimize⁡2x1−3x2−2x3 subject to −2x1+2x2+4x3⩽54x1+2x2−5x3⩽85x1−4x2+12x3⩽5,xi⩾0,i=1,2,3.\begin{aligned} \operatorname{minimize} \quad & 2 x_{1}-3 x_{2}-2 x_{3} \\ \text { subject to } \quad-& 2 x_{1}+2 x_{2}+4 x_{3} \leqslant 5 \\ & 4 x_{1}+2 x_{2}-5 x_{3} \leqslant 8 \\ & 5 x_{1}-4 x_{2}+\frac{1}{2} x_{3} \leqslant 5, \quad x_{i} \geqslant 0, \quad i=1,2,3 . \end{aligned}

(i) After adding slack variables z1,z2z_{1}, z_{2} and z3z_{3} and performing one iteration of the simplex algorithm, the following tableau is obtained.

\begin{tabular}{c|rrrrrr|c} & x1x_{1} & x2x_{2} & x3x_{3} & z1z_{1} & z2z_{2} & z3z_{3} & \ \hlinex2x_{2} & −1-1 & 1 & 2 & 1/21 / 2 & 0 & 0 & 5/25 / 2 \ z2z_{2} & 6 & 0 & −9-9 & −1-1 & 1 & 0 & 3 \ z3z_{3} & 1 & 0 & 17/217 / 2 & 2 & 0 & 1 & 15 \ \hline Payoff & −1-1 & 0 & 4 & 3/23 / 2 & 0 & 0 & 15/215 / 2 \end{tabular}

Complete the solution of the problem.

(ii) Now suppose that the problem is amended so that the objective function becomes

2x1−3x2−5x32 x_{1}-3 x_{2}-5 x_{3}

Find the solution of this new problem.

(iii) Formulate the dual of the problem in (ii) and identify the optimal solution to the dual.

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