MH3701 Basic Optimization AY 2017/18 S2

Tutorial 5: Answers
1. For each of the given tableau for a maximization linear program, determine all
possible entering and leaving variables based on the following tie-breaking rules.
(a) The largest coefficient rule for the entering variable and the smallest subscript
rule for the leaving variable.
(b) The largest improvement rule for the entering variable and the smallest sub-
script rule for the leaving variable.
(c) Bland’s rule.
(i) Tableau:
z x1 x2 x3 x4 x5 x6 x7 RHS
1 0 −3 −1 0 −7 0 0 5
0 0 4 −5 0 4 0 1 16
0 1 −3 2 0 −5 0 0 0
0 0 −5 3 0 3 1 0 12
0 0 8 8 1 9 0 0 32

Answer: (a) x5 enters, x4 leaves.

(b) x5 enters, x4 leaves.
(c) x2 enters, x4 leaves.
(ii) Tableau:
z x1 x2 x3 x4 x5 x6 x7 RHS
1 0 −1 0 −9 −6 0 0 8
0 0 2 0 2 0 1 0 6
0 0 3 1 5 3 0 0 9
0 0 −5 0 −9 4 0 1 0
0 1 −5 0 8 8 0 0 24

Answer: (a) x4 enters, x3 leaves.

(b) x4 enters, x3 leaves.
(c) x2 enters, x3 leaves.
(iii) Tableau:
z x1 x2 x3 x4 x5 x6 x7 RHS
1 0 −7 −7 0 0 −8 0 −1
0 1 −6 6 0 0 −7 0 0
0 0 6 6 0 1 −2 0 18
0 0 8 2 0 0 8 1 24
0 0 9 4 1 0 4 0 12

Answer: (a) x6 enters, x4 leaves.

(b) x6 enters, x4 leaves.
(c) x2 enters, x4 leaves.

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(iv) Tableau:
z x1 x2 x3 x4 x5 x6 x7 RHS
1 −2 −5 0 0 0 −4 0 −1
0 8 −3 1 0 0 −8 0 0
0 4 8 0 1 0 8 0 16
0 5 5 0 0 1 −2 0 10
0 3 9 0 0 0 3 1 6

Answer: (a) x2 enters, x7 leaves.

(b) x6 enters, x4 leaves.
(c) x1 enters, x3 leaves.
(v) Tableau:
z x1 x2 x3 x4 x5 x6 x7 RHS
1 −5 −7 0 0 0 0 −6 8
0 −9 3 1 0 0 0 3 6
0 4 4 0 1 0 0 6 8
0 0 5 0 0 0 1 0 0
0 5 −3 0 0 1 0 5 10

Answer: (a) x2 enters, x6 leaves.

(b) x1 enters, x4 leaves.
(c) x1 enters, x4 leaves.
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2. Transform the following linear programs in general form to standard equality form,
and then write down their artificial problems.
(i) Linear Program:
maximize 2x1 + 4x3 − 2x4
subject to − 4x2 − 8x4 = −7
2x2 − x3 ≤ 2
9x1 + 2x3 ≥ −4
−7x1 + 3x3 ≤ −9
6x1 + 5x2 = −5
x1 , x2 , x3 , x4 ≥ 0

Answer: Standard equality form:

maximize 2x1 + 4x3 − 2x4
subject to − 4x2 − 8x4 = −7
2x2 − x3 + s1 = 2
9x1 + 2x3 − s2 = −4
−7x1 + 3x3 + s3 = −9
6x1 + 5x2 = −5
x1 , x2 , x3 , x4 , s1 , s2 , s3 ≥ 0
Artificial problem:
minimize w1 +w2
subject to −4x2 −8x4 =−7
2x2 − x3 +s1 = 2
9x1 +2x3 −s2 =−4
−7x1 +3x3 +s3 −w1 =−9
6x1 +5x2 −w2 =−5
x1 , x2 , x3 , x4 , s1 , s2 , s3 , w1 , w2 ≥ 0
(ii) Linear Program:
maximize −9x1 + 9x2 + 5x3 − 7x4
subject to − 7x3 + 8x4 ≤ 8
−8x1 − 9x3 ≥ −9
−4x1 + 3x4 = 1
x1 − x3 ≤ −7
5x2 + x4 = 4
x1 , x2 , x3 , x4 ≥ 0

Answer: Standard equality form:

maximize −9x1 + 9x2 + 5x3 − 7x4
subject to − 7x3 + 8x4 + s1 = 8
−8x1 − 9x3 − s2 = −9
−4x1 + 3x4 = 1
x1 − x3 + s3 = −7
5x2 + x4 = 4
x1 , x2 , x3 , x4 , s1 , s2 , s3 ≥ 0
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Artificial problem:
minimize w1 +w2
subject to −7x3 +8x4 +s1 = 8
−8x1 −9x3 −s2 =−9
−4x1 +3x4 +w1 = 1
x1 − x3 +s3 −w2 =−7
5x2 + x4 = 4
x1 , x2 , x3 , x4 , s1 , s2 , s3 , w1 , w2≥ 0
(iii) Linear Program:
maximize −3x1 − 2x2 − 2x3 + 9x4
subject to 5x3 − 4x4 = 9
− x2 − 3x4 ≥ 7
4x1 + 5x2 ≤ 7
−x1 + 6x4 ≥ −3
−x1 + 9x2 = 4
x1 , x2 , x3 , x4 ≥ 0

Answer: Standard equality form:

maximize −3x1 − 2x2 − 2x3 + 9x4
subject to 5x3 − 4x4 = 9
− x2 − 3x4 − s1 = 7
4x1 + 5x2 + s2 = 7
−x1 + 6x4 − s3 = −3
−x1 + 9x2 = 4
x1 , x2 , x3 , x4 , s1 , s2 , s3 ≥ 0
Artificial problem:
minimize w1 +w2
subject to 5x3 −4x4 = 9
− x2 −3x4 −s1 +w1 = 7
4x1 +5x2 +s2 = 7
−x1 +6x4 −s3 =−3
−x1 +9x2 +w2 = 4
x1 , x2 , x3 , x4 , s1 , s2 , s3 , w1 , w2 ≥ 0
(iv) Linear Program:
maximize 8x1 + 4x2
subject to 2x1 − 5x3 = −7
8x1 − 5x2 ≥ −8
− 8x2 + 9x4 = −8
9x2 − 4x3 ≥ 8
−2x1 + 6x3 ≤ 3
x1 , x2 , x3 , x4 ≥ 0
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Answer: Standard equality form:

maximize 8x1 + 4x2
subject to 2x1 − 5x3 = −7
8x1 − 5x2 − s1 = −8
− 8x2 + 9x4 = −8
9x2 − 4x3 − s2 = 8
−2x1 + 6x3 + s3 = 3
x1 , x2 , x3 , x4 , s1 , s2 , s3 ≥ 0
Artificial problem:
minimize w1 +w2 +w3
subject to 2x1 −5x3 −w1 =−7
8x1 −5x2 −s1 =−8
−8x2 +9x4 −w2 =−8
9x2 −4x3 −s2 +w3 = 8
−2x1 +6x3 +s3 = 3
x1 , x2 , x3 , x4 , s1 , s2 , s3 , w1 , w2, w3 ≥ 0
(v) Linear Program:
maximize 3x1 − 2x2 + 2x3 − 6x4
subject to − 4x2 − 4x3 = 3
x2 + 2x4 ≥ 8
− 9x3 − 4x4 ≤ 5
−x1 − 2x4 = 8
− 2x2 − 4x3 ≤ −1
x1 , x2 , x3 , x4 ≥ 0

Answer: Standard equality form:

maximize 3x1 − 2x2 + 2x3 − 6x4
subject to − 4x2 − 4x3 = 3
x2 + 2x4 − s1 = 8
− 9x3 − 4x4 + s2 = 5
−x1 − 2x4 = 8
− 2x2 − 4x3 + s3 = −1
x1 , x2 , x3 , x4 , s1 , s2 , s3 ≥ 0
Artificial problem:
minimize w1 +w2 +w3 +w4
subject to −4x2 −4x3 +w1 = 3
x2 +2x4 −s1 +w2 = 8
−9x3 −4x4 +s2 = 5
−x1 −2x4 +w3 = 8
−2x2 −4x3 +s3 −w4 =−1
x1 , x2 , x3 , x4 , s1 , s2 , s3 , w1 , w2 , w3 , w4 ≥ 0
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3. For each of the given linear program in standard equality form, use the simplex
method, with the largest coefficient rule for entering variables and the smallest
subscript rule for leaving variables, on its artificial problem to either
• conclude that the given linear program is infeasible; or
• determine a feasible tableau for the given linear program.
(i) Linear Program:
maximize −5x1 − 5x2 − 3x3 + x4 + 3x5
subject to −x1 + 4x2 − 2x3 − x4 + 3x5 = 6
−2x1 − 7x2 + x4 = 1
− 6x2 + x3 + x4 − 8x5 = 1
x1 , x2 , x3 , x4 , x5 ≥ 0

Answer: Artificial problem:

minimize w1 + w2 + w3
subject to −x1 + 4x2 − 2x3 − x4 + 3x5 + w1 = 6
−2x1 − 7x2 + x4 + w2 = 1
− 6x2 + x3 + x4 − 8x5 + w3 = 1
x1 , x2 , x3 , x4 , x5 , w1 , w2 , w3 ≥ 0
The LP is infeasible.
(ii) Linear Program:
maximize −x1 − 8x2 − 3x3 + 2x4 − 3x5
subject to −2x1 + x3 − x4 = −1
4x1 + 2x2 − x3 + 2x5 = −1
−2x1 − 3x2 + x4 − 2x5 = 2
x1 , x2 , x3 , x4 , x5 ≥ 0

Answer: Artificial problem:

minimize w1 + w2 + w3
subject to −2x1 + x3 − x4 − w1 = −1
4x1 + 2x2 − x3 + 2x5 − w2 = −1
−2x1 − 3x2 + x4 − 2x5 + w3 = 2
x1 , x2 , x3 , x4 , x5 , w1 , w2, w3 ≥ 0
Feasible basis and tableau: {x4 , x3 , x2 }
z x1 x2 x3 x4 x5 RHS
1 9 0 0 0 5 1
0 −2 0 0 1 −2 2
0 −4 0 1 0 −2 1
0 0 1 0 0 0 0
(iii) Linear Program:
maximize −3x1 − 9x2 + x3 − x4 − 7x5
subject to 2x2 − 2x3 + x4 + 9x5 = −1
−x1 − x2 − 2x5 = −2
−x1 − x2 + 2x3 − 2x4 − 2x5 = −2
x1 , x2 , x3 , x4 , x5 ≥ 0
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Answer: Artificial problem:

minimize w1 + w2 + w3
subject to 2x2 − 2x3 + x4 + 9x5 − w1 = −1
−x1 − x2 − 2x5 − w2 = −2
−x1 − x2 + 2x3 − 2x4 − 2x5 − w3 = −2
x1 , x2 , x3 , x4 , x5 , w1 , w2 , w3 ≥ 0
Feasible basis and tableau: {x3 , x1 , x4 }
z x1 x2 x3 x4 x5 RHS
1 0 6 0 0 1 −6
0 0 −2 1 0 −9 1
0 1 1 0 0 2 2
0 0 −2 0 1 −9 1
(iv) Linear Program:
maximize −9x1 − 8x2 + 9x3 + 2x4 + 8x5
subject to − x2 − x3 + 6x5 = 1
−5x1 − 4x3 + x4 − 9x5 = 6
x1 − x2 − 3x3 − x4 + 3x5 = −1
x1 , x2 , x3 , x4 , x5 ≥ 0

Answer: Artificial problem:

minimize w1 + w2 + w3
subject to − x2 − x3 + 6x5 + w1 = 1
−5x1 − 4x3 + x4 − 9x5 + w2 = 6
x1 − x2 − 3x3 − x4 + 3x5 − w3 = −1
x1 , x2 , x3 , x4 , x5 , w1 , w2 , w3 ≥ 0
The LP is infeasible.
(v) Linear Program:
maximize −x1 + 2x2 + 5x3 + 5x4 − 9x5
subject to −5x1 + 5x2 − x3 + 5x4 − 2x5 = −3
− 2x2 − x3 = −2
7x1 − 3x2 − 2x3 + x4 + 2x5 = −4
x1 , x2 , x3 , x4 , x5 ≥ 0

Answer: Artificial problem:

minimize w1 + w2 + w3
subject to −5x1 + 5x2 − x3 + 5x4 − 2x5 − w1 = −3
− 2x2 − x3 − w2 = −2
7x1 − 3x2 − 2x3 + x4 + 2x5 − w3 = −4
x1 , x2 , x3 , x4 , x5 , w1 , w2 , w3 ≥ 0
The LP is infeasible.
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4. ! Prove that every feasible linear program in standard inequality form has a corner
point feasible solution.

Answer: Follow the proof of the Fundamental Theorem of Linear Programming,

and use the characterization of augmented solutions of corner point feasible solu-
tions.