Scribd
Upload
41 views3 pages

Preliminary Solutions To Examination TNK053 2008-12-19 1

This document contains solutions to several optimization problems: 1. The basic feasible solution is provided for a linear program with variables x1, x2, x3, x4. 2. A degenerate optimal dual solution (y1, y2) = (0, -1) is given for a linear program with variables y1 and y2. 3. The shortest path between nodes in a network is identified as 1-2-3-6-4-5-7 with distance 18 for a mixed integer program.

Uploaded by

Fernanda Paula Rocha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
41 views3 pages

Preliminary Solutions To Examination TNK053 2008-12-19 1

This document contains solutions to several optimization problems: 1. The basic feasible solution is provided for a linear program with variables x1, x2, x3, x4. 2. A degenerate optimal dual solution (y1, y2) = (0, -1) is given for a linear program with variables y1 and y2. 3. The shortest path between nodes in a network is identified as 1-2-3-6-4-5-7 with distance 18 for a mixed integer program.

Uploaded by

Fernanda Paula Rocha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Preliminary Solutions to Examination TNK053 2008-12-19

1.

Phase 1 problem:
min
s.t.

w = a 1 + a2
x1 2x2 3x3 2x4 + a1 = 3
x1 x2 + 2x3 + 2x4 s1 + a2 = 11
x1 , x2 , x3 , x4 , s1 , a1 , a2 0.

The basic feasible solution to the original problem is x1 =

2.

39
8
, x2 = 0, x3 = , x4 = 0
5
5

(i)
max
s.t.

w = 4y1 + 3y2
y1 + 2y2 2
y1 + y2 1
y2 1
y1 2
y1 0, y2 0

(ii) Optimal dual solution: (y1 , y2 ) = (0, 1), it is degenerate since the basic variable y1 = 0
(iii) Use the complementary slackness to show the solution x is optimal.

3.

(i)
min

2x12 + 6x13 + 3x23 + 13x25 + 7x34 + 4x36


+x42 + 3x45 + 8x47 + 4x57 + 2x64 + 9x67

s.t.

x12 x13 = 1
x12 + x42 x23 x25 = 0
x13 + x23 x34 x36 = 0
x34 + x64 x42 x45 x47 = 0
x25 + x45 x57 = 0
x36 x64 x67 = 0
x47 + x57 + x67 = 1
xij 0

i, j

(ii) he shortest path is 1-2-3-6-7 (or 1-2-3-6-4-5-7) with distance 18.


(iii) The shortest path is 1-2-3-6-4-5-7 with distance 18.

4.
(i) Define xij = the no. of barrels of oil shipped from location i to j per day.
min

0.10x13 + 0.35x14 + 0.25x23 + 0.56x24 + 0.12x34


+0.12x43 + 0.40x35 + 0.33x45

s.t.

x13 x14 x1D = 1500


x23 x24 x2D = 1200
x13 + x23 + x43 x34 x35 = 0
x14 + x24 + x34 x43 x45 = 0
x35 + x45 = 2000
x1D + x2D = 700
xij 0

i, j

F1

Axel

1500
0.10

0.4

0
Dummy
700

0.35
D
0
2
1200

Refinery
2000

0.33

0.56

F2

0.12 0.12

0.25

Bull

(ii)

F1

1500
0.10

3
0.4

0.35
5

0.12 0.12

0.25
0

0.33
2

F2
0

0.56

1200

D
Dummy
400

Refinery
First day
2000

F1

B
0.05

0.05

1500

A
0.10

0.4

0.35
0.12 0.12

0.25
7
F2
1200

10

Refinery
3000 Second day

0.33
0.56

9
B

Arcs (3,8) and (4,9) represent holding.

5.

(a)

(i) The Gomorys fractional cut associated with x3 : 13 x1 23 x2 13 x5 23 or x3 2

The Gomorys cut associated with x6 : 23 x1 13 x2 23 x5 13 or x1 2x2 x5 + x6 4


(ii) x3 2,

x2 + 2x3 5

(b) x1 = 0, x2 = 1, x3 = 0, z = 50

6.

(i) f (x) is convex since the Hessian matrix of f (x) is positive definite for all x.

(ii) KKT conditions:


4x1 + x2 12 u1 + 2u2 0,

2x2 + x1 10 + u1 + u2 + u3 0

x1 (4x1 + x2 12 u1 + 2u2 ) = 0
u1 (2 + x1 x2 ) = 0,
x1 + x2 2,
(x1 x2 ) = (2 3)

x2 (2x2 + x1 10 + u1 + u2 + u3 ) = 0

u2 (7 2x1 x2 ) = 0,

2x1 + x2 7,

(u1 u2 u3 ) = (0

x2 3,

u3 (3 x2 ) = 0

x1 , x2 0,

u1 , u2 , u3 0.

1 3
)
2 2

Point (x1 x2 ) = (2 3) is an optimal solution to the problem since it satisfies the KKT conditions
and the problem is a convex programming problem.

7.

(i) The Lagrangian subproblem is


(u1 , u2 ) =

max 20x1 + 30x2 550y1 720y2 + u1 (200y1 x1 ) + u2 (75y2 x2 )

s.t.

1.5x1 + 4x2 300


x1 , x2 0, y1 , y2 {0, 1}

The dual problem is


min
u0

(u1 , u2 )

Alternatively,
(u1 , u2 ) =
s.t.

min 20x1 30x2 + 550y1 + 720y2 + u1 (x1 200y1 ) + u2 (x2 75y2 )


1.5x1 + 4x2 300
x1 , x2 0, y1 , y2 {0, 1}

(ii) Note that the Lagrangian subproblem can be solved separately.


For (u1 u2 )T = (3 2)T x1 = 200, x2 = 0, y1 = 1, y2 = 0
(u1 , u2 ) = 3450 = U BD(for maximum problem).
Since this solution is also feasible to the constraints (2) and (3), and z = 3450 = LBD.

so it is the optimal solution to the original problem.

You might also like