Math 187 Homework 1 Due Tuesday Feb 5, 2008 Radunskaya

Most of these problems are from Vanderbei

1. Maximize 3x1 + 2x2 subject to:

x1 − 2x2 ≤ 1
x1 − x2 ≤ 2
2x1 − x2 ≤ 6
x1 ≤ 5
2x1 + x2 ≤ 16
x1 + x2 ≤ 12
x1 + 2x2 ≤ 21
x2 ≤ 10
x1 , x2 ≥ 0.

2. Graph the feasible region for Exercise 1. Indicate on the graph the sequence of basic solutions produced
by the simplex method.
3. Show that the following dictionary cannot be the optimal dictionary for any linear programming problem
in which w1 and w2 are initial slack variables:

z = 4 − w1 − 2x2
−− −− −−−−−−−
x1 = 3 − 2x2
w2 = 1 + w 1 − x2 .

Hint: if it could, what would be the original problem from whence it came?
4. Give an example showing that the variable that becomes basic in one iteration of the simplex method can
become nonbasic in the next iteration.
5. Show that the variable that becomes nonbasic in one iteration of the simplex method cannot become basic
in the next iteration.
6. Solve the following linear programming problem (see Problem 6 from the previous homework).
n
X
maximize pj xj
j=1
Xn
subject to qj xj ≤ β
j=1
xj ≤ 1, j = 1, 2, . . . n
xj ≥ 0, j = 1, 2, . . . n

Here the numbers pj , j = 1, 2, . . . n are positive and sum to one, and the same is true for the qj ’s.
Furthermore, without loss of generality (why?) you may assume that
p1 p2 pn
< < ··· < .
q1 q2 qn
Finally, the parameter β is a small positive number.

1
7. Consider the linear programming problems whose right-hand sides are identically zero:
n
X
maximize cj xj
j=1
n
X
subject to aij xj ≤ 0, , i = 1, 2, . . . m
j=1
xj ≥ 0, j = 1, 2, . . . n

Show that either xj = 0 for all j is optimal or else the problem is unbounded.

8. Consider the following linear program:

maximize x1 + 3x2
subject to − 2x1 ≤ −5,
x1 ≥ 0.

Show that this problem has feasible solutions but no vertex solutions. How does this reconcile with the
fundamental theorem of linear programming? See below.
Fundamental Theorem of Linear Programming: (Vanderbei
For an arbitrary linear program in standard form, the following statements are true:
(a) If there is no optimal solution, then the problem is either infeasible or unbounded.
(b) If a feasible solution exists, then a basic feasible solution exists.
(c) If an optimal solution exists, then a basic optimal solution exists.