CO 250 Assignment 4 Fall 2013

Due: Friday October 11 by 10:00 am

Solutions should be deposited in the appropriate drop box slots (see table below, according to section
and last name), outside MC 4066.
Section 1 (W.Cook, MWF 10:3011:20am):

Section 2 (J.Cheriyan, TuTh 10:0011:20am):

Box 17 - Slot 6 (A-J)

Box 17 - Slot 7 (K-S)
Box 17 - Slot 8 (T-Z)
Box 17 - Slot 9 (A-J)
Box 17 - Slot 10 (K-S)
Box 17 - Slot 11 (T-Z)

Assignment policy: While it is acceptable for students to discuss the course material and the assignments, you are expected to write solutions to assignments on your own. For example, copying or paraphrasing a solution from some fellow student or old solutions from previous offerings of related courses
qualifies as cheating and we will instruct the TAs to actively look for suspicious similarities and evidence
of academic offenses when grading.
All students found to be cheating will be given a mark of zero on the assignment (where
the mark of zero will not be ignored as the lowest assignment). In addition, all academic
offenses are reported to the Associate Dean for Undergraduate Studies and are recorded
in the students file (this may lead to further, more severe consequences). Furthermore,
cheating students will receive a 5% penalty on their final mark; i.e., a mark of 74% would
be reduced to 69%.
If you have any complaints about the marking of assignments, then you should first check your solutions
against the posted solutions. After that, if you see any marking error, then you should return your
assignment paper to the instructor of your section within one week and with written notes on all the
marking errors; please write the notes on a new sheet and attach it to your assignment paper.
IMPORTANT: You MUST attach THE COVER SHEET that is available at the end of the
assignment, or else you may make a copy of it on your own, and attach your copy. It is
imperative that you indicate your full name and student ID (as we have many students with
the same last name).
Explanations are required for all solutions; marks could be deducted for correct answers that have no
explanations.

Problem 1: Simplex Algorithm

(20 marks: (a), (b) 10 each)

Solve the described LP models using the dictionary form of the simplex algorithm. Show each dictionary.
If the LP model has an optimal solution, then display an optimal solution and also a vector y that gives
a certificate of optimality. If the LP model is unbounded, then display a feasible solution and a direction
vector d that gives a certificate of unboundedness.
It is fine to check your arithmetic using Robert Vanderbeis Simplex Pivot Tool
http://www.princeton.edu/~rvdb/JAVA7/pivot/simple.html
Be sure to toggle the menu (at the top right) to Fraction rather than Decimal.
(a)
max

3x1 + 2x2 + 4x3

subject to
x1 + x2 + 2x3 4
2x1 + 3x3 5
2x1 + x2 + 3x3 7
x1 0, x2 0, x3 0
(b)
x1 + 3x2 x3

max
subject to

2x1 + 2x2 x3 10
3x1 2x2 + x3 10
x1 3x2 + x3 10
x1 0, x2 0, x3 0

Problem 2: Objective Equation in a Dictionary

(10 marks)

Prove the following statement or give an example to show that the statement is false. For an LP problem
(with a maximization objective), a feasible dictionary whose last row reads
z = z + c1 x1 + c2 x2 + + cn xn
describes an optimal solution if and only if cj 0 for all j. Here z is a constant, giving the objective
value of the feasible LP solution described by the dictionary.
Problem 3: The Optimal Value
Let A be a matrix such that

AT

(15 marks)

= A and let x be an optimal solution to the LP problem

minimize wT x subject to Ax w, x 0.
2

What is the value of wT x ? Why?

Problem 4: Missing Data

(15 marks: (a), (b), (c) 5 each)

The following is a dictionary for a maximization LP model in standard equality form.

x3 = 4 + x1 x2
x4 = 1 x1 + 4x2
x5 = x1 3x2
z = 10 + x1 2x2
The entries , , , , and are data. For each of the part below, find values for these data entries that
make the statement true.
(a) The current solution is feasible but not optimal.
(b) The current solution is optimal.
(c) The LP model has unbounded objective value.

Assignment 4 COVER SHEET

Surname:
First Name:
Signature:
Id.#:
Section#:

I have read the course policy on collaborations and academic offences,

and have explicitly acknowledged all collaborations for this assignment.
Signature:

Problem
1

Value
20

10

15

15

Total

60

Marks Awarded