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1. A machine problem (Kantorovich). Formulate the following problem.

An assembled item consists of two metal parts. The milling work can be done on different
machines: milling machines, turret lathes, or on automatic turret lathes. The basic data are
available in the following table:
Productivity of the machines
for two parts
Type of machine Number of machines Maximum output /machine /hr
First part Second part
Milling machines 3 10 20
Turret lathes 3 20 30
Automatic Turret lathes 1 30 80

(a) Divide the work time of each machine to obtain the maximum number of completed
items per hour.
(b) Prove that an optimal solution has the property that there will be no slack time on any
of the machines and that equal numbers of each part will be made.

2. If there is a tie for the minimum ratio in a table, then what happens to the basic feasible
solution in the next table?
0
3. Construct a numerical example such that zj − cj > 0 in one table but zj − cj < 0 in the next
table.

4. Without using simplex method solve


Minimize
3x1 + 5x2 + 7x3 + 9x4 + 11x5
Such that 9x1 + 25x2 + 28x3 + 18x4 + 66x5 = 105
xj ≥ 0 ∀j.

5. Consider the one constraint LP:


Minimize cT x
subject
Pn to
j=1 aij xi = bi ,
xj ≥ 0 ∀j.

(a) Develop a simple test for checking feasibility of this problem.


(b) Develop a simple test for checking unboundedness.
(c) Develop a simple method for obtaining an optimal solution directly.

6. By using simplex method either obtain a solution or conclude that optimal solution does not
exist for the following problem.
Minimize −x1 − x2
subject to
x1 − x2 − x3 = 1
−x1 + x2 + 2x3 − x4 = 1,
xi ≥ 0, for all i.
Find the value of x1 , x2 , x3 , x4 which will give the value of the objective function as -300.

7. Use the simplex method to give the set of all solutions for the problem
Maximize

1
3x1 + 2x2
subject to
3x1 + x2 + x3 = 9
2x1 + 4x2 ≤ 20,
3x1 + 2x2 ≤ 12,
xi ≥ 0, for all i.
What is the solution of the dual? Is it degenerate?

8. Solve by simplex method the following problem:


Maximize
x1 + x2
subject to
x1 + x2 − x3 ≤ 1
x1 − x2 − x4 ≤ 0,
xi ≥ 0, for all i.
Write the basic feasible solutions with the basic variables and the corresponding extreme
points of the feasible set for every table.

9. While solving an LPP given by


Min cT x
subject to
Am×n x = b
x ≥ 0,
by simplex algorithm suppose that in some table zj − cj ≤ 0 for all j = 1, 2, .., n − 1 and
zn − cn > 0. So xn is the only variable which can enter the basis. Also assume that the basic
feasible solution obtained in the next table is non degenerate. Then prove that xn cannot
leave the basis in any subsequent tables and any optimal basic feasible solution will have xn
as a basic variable.

10. Given two sets


S = {x ∈ Rn : Ax = b, x ≥ 0}
T = {x ∈ Rn : Bx ≤ c}.

(a) Set up an LPP to determine whether S and T have a point in common. Show how to
use the simplex method for determining a separating hyperplane when S and T have no
point in common. That is, find a hyperplane dT x = a such that
dT x < a for all x ∈ S and dT x > a for all x ∈ T.

(b) Let S = {x|Ax ≥ b, x ≥ 0} and S = {x|AT y ≤ c, y ≥ 0}


Can both S and T be unbounded?