4.II 20C20 \mathrm{C}

Optimization | Part IB, 2007

Consider the linear programming problem

minimize2x13x22x3 subject to 2x1+2x2+4x354x1+2x25x385x14x2+12x35,xi0,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

2x13x25x32 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.

Typos? Please submit corrections to this page on GitHub.