Advanced Linear Programming

monday 12 december 2005, 10:15 - 13:15

(1) (1 pt.) Formulate Farkas Lemma.

(2) (1 pt.) Let x1 , . . . , xm Rn . Derive from Farkas Lemma that exactly one of the
following holds:
(a) 0 conv.hull{x1 , . . . , xm };
(b) there is a row vector y Rn such that yxi > 0 for i = 1, . . . , m.
Here 0 denotes the all-zero vector.
(3) (1 pt.) Give the definition of a vertex of a polyhedron. Determine all the vertices of
{x Rn | 1 xi 1, i = 1, . . . , n}.
Prove correctness of your answer. You may use any theorems you know as long as you
formulate them correctly.
(4) (1 pt.) Consider the dual pair of optimization problems
max{cx | Ax b, x Rn } = min{yb | yA = c, y 0, y Rm }.
Formulate the complementary slackness condition for this dual pair. Show that a pair
x, y of feasible (primal & dual) solutions is a pair of optimal solutions if and only if it
satisfies the complementary slackness condition.
(5) (1.5 pts.) Consider the linear optimization problem

  1 1 1 1
max{ 6 15 8 x | 1 2 1 x 7 , x 0}.
1 2 1 4
(a) Solve this problem using the simplex method.
(b) Determine the dual of this problem.
(c) Find a dual optimal solution.
(6) (1 pt.) Solve the following problem using the simplex method. Clearly describe your
computation. Give all intermediate basic solutions and their objective values.
   
  3 7 2 12
max{ 2 2 1 x | x , x 0}.
1 3 1 5
(7) (1 pt.) Compute v, W, k such that
   
4 5 3 7 0 5
{x Z | x= } = {v + W y | y Zk }.
2 4 6 5 0
(8) (1 pt.) Each of n teams plays against every other team a total of k games. Assume
that every game ends in a win or a loss and let xi be the number of wins of team i. Let
X be the set of all possible outcome vectors (x1 , . . . , xn ). Given an arbitrary vector
(x1 , . . . , xn ), we would like to determine whether it belongs to X. Provide a network
flow formulation of this problem.
(9) (1.5 pts.) Consider the integer linear program
max{x1 + 3x2 | 5x1 3x2 7, 2x1 + 3x2 11, x1 + 3x2 5, x 0, x Z2 }.
(a) Draw the feasible set and point out the optimal solution.
(b) Solve the problem by branch and bound; solve the linear programming problems
that arise graphically.
(c) Suppose you dualize the constraint 5x1 3x2 7. Formulate the Lagrangean
relaxation that arises. Compute its value.
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