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MASSACHUSETTS INSTITUTE OF TECHNOLOGY

15.053 – Optimization Methods in Management Science (Spring 2007)

Problem Set 6

Due April 4 th , 2007 at 4:30 pm. You will need 160 points out of 188 to receive a grade of 5.

Problem 1: Rock-Paper-Scissors Play (15 Points, 5 Each)

As indicated in lecture, rock-paper-scissors is a classic problem studied in game theory.

Part A:

Play 10 to 25 rounds of the game with your partner and record your outcome. If you do not have a partner, play with a friend or if you get really desperate you can play with an online opponent at http://www.playrps.com/.

Part B:

The winner of the game should answer the following questions: Was your win luck or strategy/skill? If you used a strategy, what was it and why do you think it was successful? Fun Trivia:
In Japan there are two variations of R-P-S:
Snake, frog , and slug
Warrior, tiger, and warrior’s mother
There is also an Indonesian variation as well:
Elephant, human, and ant.
Part C:
Write down the payoff matrix for the game.

Next week in Recitation we will have a rock, paper, scissors tournament and find out who the ultimate champion is. Practice with all the “friends” you meet over spring break.

Problem 2: Game Theory, LPs and Excel (45 Points)

Consider the following payoff matrix. The numbers represent payoffs to the row player

R.

 -2 2 1 5 2 -1 0 -2 1 0 -1 1

Part A: (5 Points)

Formulate a linear program that will find an optimal mixed strategy for the row player. Call this R’s problem.

Part B: (5 Points)

Formulate a linear program that will find an optimal mixed strategy for the column player. Call this C’s problem

Part C: (10 Points)

Solve both R’s problem and C’s problem in Excel. What are the optimal solutions? Format and turn in your spreadsheet and show your work.

Part D: (10 Points)

How do the two answers relate to each other? Is this always the case? Explain your answer using duality theory.

Part E: (5 Points)

What is the payoff to the row player if the row player chooses the optimal strategy and the column player decides to choose column 4?

Part F: (10 Points)

Is it possible to change one entry such that either the column player or row player has multiple optimal strategies?

Problem 3: Graphical Solution to Game Theory (30 Points)

Collin makes chocolate bunnies and has promised to give Rose some of his chocolate bunny creations. Rose, a fan of game theory, has agreed that the zero-sum game associated with the following payoff matrix should determine how many chocolate bunnies she should receive. In the following game Rose can pick one of the rows and Collin can pick one of the columns and the payoff number is the number of chocolate bunnies that Rose is going to receive from Collin.

 2 0 1 1 3 5 4 1 3

Part A: (5 Points)

Should Rose ever play the 1st row? Why or why not?

Part B: (5 Points)

Suppose Collin thinks that Rose will not play the first row. Given that information, should Collin ever play the 3 rd column?

For Parts C and D assume that Rose never plays row 1 and Collin never plays column 3, therefore we can simplify the original payoff matrix to the following 2x2 payoff matrix.

Part C: (10 Points)

1

3

4

1

Use the graphical method to determine the optimal mixed strategy and optimal payoff for the row player.

Part D: (10 Points)

Use the graphical method to determine the optimal mixed strategy and optimal payoff for the column player.

Problem 4: Graphs (27 Points, 3 points each.)

Part A:

The

Blank A

of a node is the number of arcs

Hint Blank B starts with the letter I

Part B:

Blank B

to it.

A complete graph has one arc joining every pair of nodes. Draw a complete graph with

five nodes. How many arcs does it have?

Part C:

How many arcs does a complete graph have if there are n nodes?

Part D:

Suppose you have 10 stones. You can connect the stones using pieces of tape. Your goal

is to connect all the nodes using tape. But you have only 9 pieces of tape. Can you

connect the stones so that the shortest path between any pair of stones (in terms of number of arcs or number of pieces of tape) is at most 2? If so, draw a graph that shows this result. You can use a pencil instead of tape (or use computer graphics).

Part E:

Tim looked at 10 different graphs and made the observation that the number of nodes of odd degree in an undirected graph is always even. Is Tim’s observation correct for all undirected graphs? If so, why? If not, why not? (HINT: draw graphs with at most 4 nodes, and add up the sum of the degrees of the nodes. Is the sum always twice the number of arcs?)

Part F:

A network design problem often looks like the following:

specified number of nodes and arcs so that Property A is satisfied. Some examples of Property A are as follows:

design a network with a

1. Every pair of nodes is connected

2. Every pair of nodes is connected by a path of length at most 3

3. Every pair of nodes remains connected even if an arbitrary arc of the network is deleted

4. The cost of connecting the network is minimized

Part G:

A bipartite graph is a graph in which the node set N may be partitioned into two disjoint

subsets N 1 and N 2 such that N = N 1 N 2 and so that every arc in the network is incident

to a node of N 1 and a node of N 2 . We do not assume that N 1 and N 2 have the same

number of nodes. Thus no two nodes of N 1 are adjacent, and no two nodes of N 2 are adjacent. A bipartite graph is complete if every node in N 1 is incident to every node in N 2 . Draw a complete bipartite graph with 6 nodes and 8 arcs.

Part H:

Nooz looked at 5 trees on 20 nodes. Each tree had 19 arcs, as expected. He noticed that

each of the five trees was bipartite, and conjectured that all trees are bipartite. Is Nooz

correct?

even. Let d(j) be 1 if the number of arcs on the path from node 1 to node j is odd.

possible for two nodes j and k to be connected if d(j) = d(k)?

HINT: Let d(j) be 0 if the number of arcs on the path from node 1 to node j is

Is it

Part I:

Ollie claims that the only way for a graph to have a unique spanning tree is for the graph

List two

spanning trees.

arcs has more than one spanning tree? (You do not need to give a proof.)

to be a spanning tree. Draw a graph that is connected with 7 nodes and 7 arcs.

Is Ollie correct that every connected graph with n nodes and at least n

Problem 5: Graphs (36 Points, 6 Each)

Consider the following 4 Graphs:

Graph A

 1 5 9 13 2 6 10 14 3 7 11 15 4 8 12 16  Graph C
1 9
5
13 17
21
2 10
6
14 18
22
3 11
7
15 19
23
4 12
8
16 20
24

Graph B  Graph D
A
B
C
D
E
F
G
H
I
J
K

Part A:

Image by MIT OCW.

Part B:

Part C:

A Hamiltonian Path is a path in an undirected graph that visits each vertex exactly once. Each of the graphs A, B and D has at least one Hamiltonian Path. Trace out such paths using pen or pencil.

Part D:

A Hamiltonian cycle (or Hamiltonian circuit) is a cycle in an undirected graph which

visits each vertex exactly once and also returns to the starting vertex. Does Graph D have a Hamiltonian Cycle? Why or why not? Does Graph A have a Hamiltonian Cycle. Why

or why not?

Part E:

Is it possible that a graph contains both an Eularian path and Hamiltonian path? If

possible give an example, if not explain why not.

Part F:

Is it true that every graph with a Hamiltonian cycle must also contain a Hamiltonian path.

Problem 6: Shortest Path Problem: Turkey Tim meets Turkey Tina (35 Points)

It’s summer time Nooz and Ollie have decided to take Turkey Tim on vacation with them to Traverse City, Michigan after seeing the following ad.

They are staying at the Grand Traverse Motel, located at node S. Turkey Tim, realizing all of the 053 characters are male, decides to go look for date. He logs onto myspace and finds a plucky (but not plucked) turkey named Tina who also happens to live in Traverse City. Would you like
to get
together to
share some
giblets? I barely
know you.

However the problem is that Tina is at node T. He needs to get to her fast or else she will be shot by hunter Jim. Here is a network of Traverse City. A
7
2
2
4
S
5
B
4
3
1
C
4
Part A: (10 Points) D
5
T
1
7
E

Using Dijkstra’s Algorithm find the shortest path between Tim and Tina. Show all of your work and the graph labels after each iteration.

Part B: (5 Points)

Are their multiple shortest paths? If so show how to find them using Dijkstra’s algorithm if not explain why not.

Part C: (5 Points)

By how much could you increase the length of (B,D) by, before it is no longer on the shortest path?

Part D: (5 Points)

Is it possible to decrease the length of arc (S,C) such that it is part of the shortest path (Note: all arc length must be positive)? If so by how much? If not explain how longer the path between Tim and Tina is if the path must travel over arc (S,C)

Part E: (10 Points)

Suppose a different Female Turkey is at Each node. Call the Turkey at node i Turkey i. What is the shortest distance between Tim and each female Turkey.

Challenge Problem F: (5 points) Come up with your own set of strictly positive arc

distances, for this graph, such that the number of distinct shortest paths between node S

and node T is maximized. (HINT: can you come up with arc lengths so that every path

from S to T is a shortest path?)

Challenge Problem G: (5 points):

Consider the following payoff matrix:

 0 -1 1 0 0 2 -1 -2 A

What value does A have to be to make this a fair zero-sum game. A fair game is the one in which the maximin payoff is 0.