Homework 3

Solution

Q1

(a)

（b)

1. 0;
2. 4;
3. 6;
4. 16/3;

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Iteration 0
Choose (0,0) as the initial CPF solution to examine.

Optimality test
Adjacent CPF solutions are better $\Rightarrow$ (0,0) is not an optimal solution.

Iteration 1
1.Move along $x_2$(along $x_2$ axis increases Z at a faster rate)
2.Stop at constraint boundary:$3x_2=8$
3.Solve for the intersection:(0,8/3)

Optimality test
An adjacent CPF solution is better $\Rightarrow$ (0,8/3) is not an optimal solution.

Iteration 2
1.Move along the edge emanate from (0,8/3) ,move along the edge that increases Z.
2.Stop at the first new constraint boundary in the direction of $x_1+3x_2=8$
3.Solve for the intersection: (2,2)

Optimality test
None of the adjacent CPF solutions are better $\Rightarrow$ (2,2) is an optimal solution.

Q2

(a)
$maxZ=X_1+2X_2$ s.t.
$x_1+x_2+s_1=4$
$x_1+3x_2+s_2=8$
$x_j>0(j=1,2)$
$s_i>0(i=1,2)$
(b)
$(x_1,x_2)=(0,8/3)$
$(x_1,x_2,s_1,s_2)=(0,8/3,4/3,0)$
$x_1,s_2$ are non-basic variables.
$x_2,s_1$ are basic variables.

$(x_1,x_2)=(2,2)$
$(x_1,x_2,s_1,s_2)=(2,2,0,0)$
$s_1,s_2$ are non-basic variables.
$x_1,x_2$ are basic variables.

$(x_1,x_2)=(4,0)$
$(x_1,x_2,s_1,s_2)=(4,0,0,4)$
$x_2,s_1$ are non-basic variables.
$x_1,s_2$ are basic variables.

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Set $x_1,s_1$ equal to 0:
$x_2+s_1=4$
$3x_2=8$
The solution is(0,8/3,4,0)

Set $s_1,s_2$ equal to 0:
$x_1+x_2=4$
$x_1+3x_2=8$
The solution is (2,2,0,0)

Set$x_2,s_1$equal to 0:
$x_1=4$
$x_1+s_2=8$
The solution is(4,0,0,4)

In conclusion, the BF solutions are also the simultaneous of the system of equations obtained in (a).

(d)
$(x_1,x_2)=(8,0)$
$(x_1,x_2,s_1,s_2)=(8,0,-4,0)$
$x_2,s_2$ are non-basic variables.
$x_1,s_1$ are basic variables.

$(x_1,x_2)=(0,4)$
$(x_1,x_2,s_1,s_2)=(0,4,0,-4)$
$x_1,s_1$ are non-basic variables.
$x_2,s_2$ are basic variables.

(e)
Set $x_2,s_2$ equal to 0:
$x_1+s_1=4$
$x_1=8$
The solution is:(8,0,-4,0)

Set $x_1,s_1$ equal to 0:
$x_2=4$
$3x_2+s_2=8$
The solution is:(0,4,-4,0)

Q3

Iteration 0
Set $x_1,x_2$ be the non-basic variables:
$s_1=4$
$s_2=8$
obtain the value of basic variables:$(s_1,s_2)=(4,8)$
the initial BF solution:$(x_1,x_2,s_1,s_2)=(0,0,4,8)$

Optimality test
$Z=x_1+2x_2=0$
Increasing the value of $x_{1}or{x}_2$ can bring an improvement to Z,so the current BF solution is not optimal.

Iteration 1
1.Rate $x_1=1$
Rate$x_2=2$
choose to move along$x_2$

2.Move as far as possible without leaving feasible region.
Non-basic variable:$x_1=0$
(1)Independent $x_2$
(2)$s_1=4-x_2\ge 0$$\Rightarrow$$x_2\le 4$
(3)$s_2=8-3x_2\ge 0$$\Rightarrow$$x_2\le 8/3$
implies $x_2\le 8/3$,
set $x_2=8/3$,
(3)gives$s_2=0$ and leaves the basis.

New eq.(2)=eq.(2)/3=$1/3x_1+x_2+1/3s_2=8/3$
New eq.(1)=eq(1)-New eq.(2):$2/3x_1+s_1-1/3s_2=4/3$
New eq.(0)=eq.(0)+2New eq.(2):$Z-1/3x_1+2/3s_2=16/3$

Since $s_2=0,x_1=0$, the new BF solution$(x_1,x_2,s_1,s_2)=(0,8/3,4/3,0)$,which yields Z=16/3.

Optimality test

The current objective function:$Z=1/3x_1-2/3s_2+16/3$,increasing $x_1$ can lead to an adjacent BF solution that is better that current BF solution.

Iteration 2
1.Now,$Z=1/3x_1-2/3s_2+16/3$, Z could be increased by increasing $x_1$
2. Non-basic variable is $s_2$, and $s_2=0$
Independent $x_1$
$x_2=8/3-1/3x_1\ge 0,x_1\le 8$
$s_1=4/3-2/3x_1\ge 0,x_1\le 2$
so, $s_1$ is the leaving variable , gives $s_1=0$
3.
New eq.(1)=3/2eq.(1)=$x_1+3/2s_1-1/2s_2=2$
New eq.(2)=eq.(2)-1/3New eq.(1)=$-1/2s_1+x_2+1/6s_2=2$
New eq.(0)=eq.(0)+1/3New eq.(0)=$Z+1/2s_1+1/2s_2=6$

The new BF solution is $(x_1,x_2,s_1,s_2)=(2,2,0,0),andthecorrespondingZ=6$

Optimality test
Since increasing the non-basic variables($s_{1}and{s}_2$) would not increase Z, the current BF solution is optimal .The optimal solution ($x_1\ast ,x_2\ast ,s_1\ast ,s_2\ast )=(2,2,0,0)$, which implies the optimal solution to the original problem is $(x_1\ast ,x_2\ast )=(2,2)$ and the corresponding optimal value is $Z^{\ast }=6.$

Q4

Iteration 0

The coefficients of both $x_1,x_2$ are negative ,therefore the current BF solution is not optimal.

Iteration 1
Select $x_2$ as entering variables:

Optimal test
The coefficient of $x_1$ in row 0 is negative, the current BF solution is not optimal.

Iteration 2

Optimal test
Since none of the coefficients of row 0 are negative, the current BF solution is optimal. The optimal BF solution is$(x_1\ast ,x_2\ast ,s_1\ast ,s_2\ast )=(2,2,0,0)$,which implies the optimal solution to the original problem is $(x_1\ast ,x_2\ast )=(2,2)$ and the corresponding Z*=6.

Q5

Iteration 0

Optimal test
The coefficients of both $x_1,x_3$ are negative in row 0, therefore the current BF solution is not optimal.

Iteration 1

Optimal test
The coefficient of $x_2$ is negative in row 0,therefore the current BF solution is not optimal.

Iteration 2

Optimal test
None of the coefficients in row 0 are negative,therefore the current BF solution is optimal, the optimal solution is $(x_1\ast ,x_2\ast ,x_3\ast ,s_1\ast ,s_2\ast ,s_3\ast )=(3/2，1/2，0，1，0，0)$,and the corresponding Z*=5/2.