Linear Programming:

Courses, Corrected Exercises and Case Study

Adil Bellabdaoui
[email protected]
www.decision.ma/ensias/

20 novembre 2016
2
96
Chapter 9

Simplex method

9.1 ´
SERIES 15 :
Exo. 15.1? Form of a linear program
Show that every linear program in standard form can be expressed in canonical form.
nonique and vice versa.

Exo. 15.2 Admissible basic solutions

1. Let the following polygon be defined by the set of points x such that:
x1+x2 <=5
x2+x3 <=4
x3≤3
x1 , x2 , x3greater than or equal to 0

The base solution associated with the base (x1 ;x2 ;x3 Is it eligible?

The Lord is a warrior; the Lord is his name.

1. Let the following polygon be defined by the set of points x such that:
x + 2y ≤ 2
y ≤ 3
x y ≥ 0

The base solution associated with the base (x1;x2 Is it eligible?

2. List all admissible basic solutions of the previous linear program.

Which is optimal for the objective function maxx1+ x 2? And for the function
minimize x1+x2?

Exo. 15.4 Enumeration of basic solutions

Consider the following linear program:
Maxz= 2x+3y
s.c. 3x + 2y ≤ 18
4x + 3y ≤ 24
x y ≥ 0

1. Write this PL in standard form.

97
98 ´
CHAPTER 9. SIMPLEX METHOD

2.List all the basic solutions indicating, for each solution,

the variables that are in the database, those that are outside the database, and if the solution
is feasible or not. We will also determine, for each basic solution
feasible, the value of the objective function.
3. Which solution optimizes the objective function?
4. Chart the constraints and determine the region of feasible solutions.
Look on the graph where the basic solutions are located.

Exo. 15.5 Basic solutions of an LP

Consider the following linear program in standard form:
Maxz = 5x1+3x2+4x3
s.c.4x1+2x2+4x3+x4 = 80
2x1+2x2+3x3+x5 = 50
x1+3x2+2x3+x6 = 40
x1 , x2 , x3 , x4 , x5 , x6greater than or equal to 0

Is the solution S = (19; 2; 0; 0; 8; 15) admissible? Is it a solution?

based?

Exo. 15.6? Simplex algorithm for a linear programming problem with 2 variables
Solve the following linear program using the simplex algorithm:
Maxz= 36x+24y
s.c. 3x ≤16
x +y ≤ 27
2x ≤10
x, y ≥ 0

At each iteration, we will enter the candidate variable with the highest value into the database.
reduced cost. Then check graphically.

Exo. 15.7 Simplex Algorithm (favorable case)

Let the following linear program (P):
Maxz = x + 2y
s.c. x -y ≤ 1
y -x ≤ 1
x y≥0

1. Solve (P) using the simplex algorithm: at each iteration, we

Allow the variable candidate with the smallest index to enter the database.
2. Solve (P) using the simplex algorithm: at each iteration, we
insert into the database the candidate variable with the highest reduced cost.
3. Verify then graphically.

Exo. 15.8 Simplex Algorithm (favorable case)

Solve the following linear program using the simplex algorithm:
 ´
9.1. SERIES 15: 99

Minz= -4x1−12x2 +3x3

s.c. x1 ≤ 1000
x2 ≤ 500
x3greater than or equal to -1500
3x1 +6x2 -2x3 ≤ 6750
x1≥0, x2≥0, x3<=0
At each iteration, we will enter the candidate variable with the highest value into the database.
reduced cost.

The enemy said, 'I will pursue, I will overtake, I will divide the spoil; my desire shall be satisfied upon them; I will draw my sword, my hand shall destroy them.'
Maxz = 5x1+4x2+3x3
s.c.2x1+3x2+3x3 ≤ 5
4x1 +x2+2x3≤11
Let the following linear program solve:
3x1+4x2+2x3 ≤ 8
x1 , x2 , x3 ≥ 0

1.Write the program in canonical form.

2. Provide a viable trivial solution to the problem.
3. Find a better solution than the previous one if possible.
4. Find an optimal solution.

Exo. 15.10
Three machines1 ,M2 ,M3can produce each two types of pieces1
etP2 The manufacturing time of a part Pi on machine Mjis reported
in the following table (time in hours):

M 1M 2M 3
Piece 1 3 4 4
Piece 2 4 6 5
We want to produce 6 pieces at the lowest cost.1and 8 pieces2 The machineM1
is available for 14 hours, the other two machines are available for 24 hours.
The hourly cost of M1is 7, that of M2is 5 and that of M3 6.
1. Write the associated linear program.
2. Solve this problem by listing all possible integer solutions.
100 ´
CHAPTER 9. SIMPLEX METHOD

9.2 ´
SERIES 16 :
Exo. 16.9 Simplex Algorithm (2-phase method)
Solve the following linear program using the two-phase method of the algorithm.
simplex rhythm:
Maxz= x + 2y
s.c. x <=1
x +y≥6
-x +y= 3
x y≥0

Then verify by solving the linear programming algebraically (without simplex)

graphical resolution). What happens if we try to minimize the function
objective?

Exodus 16:10
Solve the following linear programming problems using the algo-
simplex rhythm. Perform the graphical interpretation of the unfolding of the sim-
plexus.
Maxz = 3/2x +y
s.c. 2x -y ≥ 4
-x +y≥ 1
-x + 2y ≤ 4
2x +y≤12
x y ≥ 0

Maxz = 2x +y
s.c.2x -y≥ 4
-x y≥ 1
-x + 2y ≤ 4
2x +y≤12
x, y≥ 0

Maxz = -x + 2y
s.c.2x -y≥ 4
-x +y≥ 1
-x + 2y ≤ 4
2x +y≤12
x y≥ 0

Exodus 11:2
Solve the following linear programming problems using the algo-
simplex method (introducing artificial variables if necessary).
Maxz= 2x−y
s.c. x + y ≥ 2
y ≤ 2
x+y≥4
x y ≥ 0
 ´
9.2. SERIES 16 : 101

Maxw=x+y +z
s.c. x + y + 2z = 5
x−y 1
y +z= 2
x y, z≥0

Minw= x+y +z
s.c. x+y+2z≥ 5
-x+y <= -1
y +z≥ 2
x y ≥ 0
102 ´
CHAPTER 9. SIMPLEX METHOD

9.3 ´
SERIES 17 :
Exo. ??
Solve the following problem without using artificial variables:
Maxw = -2x - 3y
s.c. 2x +y−z≥4
3x −y+5z≥5
x y, z ≥ 0

From this, derive the optimal solution of the associated dual problem.

Exo. 11. ??Charge of positions

A captain can load his vessels with different types of boxes of which
the weights, volumes and distinct ratios are as follows:

Weight Volume ratio

A 10 14 18
B 2 2.5 4
C 4 6 10
D 12 12 18

1. The volume of the first cargo is 108 and the maximum load is 112.
How to load it to get the best ratio?
Indication: to begin with, consider only one of the two constraints.
for choosing the pivot.
The second cargo has a volume of 170 and a maximum load of 82. How
load this second ship to get the best ratio?

Intensive farmer
A farmer wants to spread on his meadows a fertilizer with a maximum content
male in nitrogen (N). The three fertilizers he has also contain
phosphorus (P) and potassium (K). The potassium content must be limited to
44 units per hectare and the one in phosphorus 66 units per hectare. The table
The following provides the quantity of N, P, K per fertilizer:

Engrais 1 Engrais 2 Engrais 3

N 3 4 6
K 2 3 4
P 5 2 5

How should he make his mixture so that the quantity of nitrogen is maximized?
male? Express the problem in the form of a Programming problem
Linear.
2. Calculate the dual problem. Solve it graphically.
3. Write the conditions of the complementary gap theorem and deduce the
value of one of the variablesx1 , x2 , x3 From this, deduce the solution to the initial problem.

Exodus 11:6
We consider the problem:
 ´
9.3. SERIES 17 : 103

Maxz = 3x + 2y
s.c.3x+2y≤15
3x + 4y ≤ 21
y ≤ 3
x, y≥ 0

1. Calculate the dual of this problem.

2. Graphically represent the set of admissible solutions of the dual.
3. Assuming that the dual has a unique optimal solution, find it
starting from the graphical representation. Verify then that it is indeed a solution
optimal.
4. Using the value found for the optimum, show that the primal has at
less an optimal solution (reason graphically on the entire set of solutions
Does he have several?

But against any of the children of Israel shall not a dog move his tongue, against man or beast: that ye may know how that the Lord doth put a difference between the Egyptians and Israel.

We consider the problem:

Minw = 15y1+21y2+3y3
s.c. 3y1 +3y2 ≥2
2y1 +4y2 +y3≥2
y1 , y2 , y3greater than or equal to 0

1. Calculate the dual of this problem.

2. Graphically represent the set of admissible solutions of the dual.
3. By using the fact that the set of admissible solutions of the dual is a
polytope, deduce the optimum.
4. By using the value found for the dual optimum, show that the primal
at least one optimal solution (reason graphically about the entire set of
admissible solutions). Are there several of them?

Exo. 16.8 Additional cart

A company produces two types of sauces: a tomato sauce and a sauce
to the vegetables. Each one is made by mixing vegetables and concentrate
of tomatoes. The tomato paste must represent at least half of the
composition of tomato sauce. The vegetables must represent at least the
third of the vegetable sauce composition. Every day the company can
buy up to 4 tons of vegetables at 50 dirhams per kg, and 3 tons of concentrate
tomatoes at 30 dirhams per kg. The company sells 1 kg of tomato sauce for 80
dirhams, and a kg of vegetable sauce is 70 dirhams. The absorption capacity
the market is unlimited. The company seeks to achieve the greatest profit
possible.
1. Model the problem as a linear programming problem (no more than
of 4 variables. We denote it (P).
2. Write the dual problem (Q) of (P).
3. Find strictly positive lower bounds for two of the variables
dual. (It is recalled that the dual variables are positive or zero).
4. Using the complementary gap theorem, solve (P).

Exo. 11.9?
We consider the following linear programming problem (P):
104 ´
CHAPTER 9. SIMPLEX METHOD

Maxz = 3x1+4x2+8x3
s.c. x1+2x2+3x3 ≤ 15
x1 -x3less than or equal to -1
x1 , x2 , x3 ≥ 0

1. Put this problem in standard form by introducing slack variables.

2. Introduce an artificial variable to have an admissible starting basis.
3. Solve the auxiliary problem and the initial problem (P). One will give the
optimal value of z and the values of x1 ,x2etx3correspondents.

Exo. 11:10
We consider the problem:
Minz = 12x + 5y
s.c. 2x +y≥ 4
3x +y≥ 5
x +y≥ 0
x, y ∈ IR

1. Calculate the dual problem (do not forget that the dual of the dual is the pri-
bad).
2. Solve the dual problem using the simplex method.
3. What is the value of the objective function of the initial problem at the optimum? For what reasons?
Is this optimum reached (using the primal optimality conditions -
dual) ?

Exo. 11.11?
We consider the problem:
Minz = -3x + 2y
s.c. -x -y+e1 = 4
2x +y <=6
x +y <=0
x y <=0e1greater than or equal to 0

Transform the problem into a standard form problem.

2. Solve the problem in standard form using the simplex algorithm.
0
3. Considering that the variable -e1is an
1 additional deviation variable
a problem in canonical form, give the starting canonical problem and the
solve graphically.
4. Calculate the dual and provide a solution. Is it unique?

Exo. 11.16 Simplex algorithm (two-phase method)

Solve the following linear program using the two-phase method of the algorithm.
simplex rhythm:
Minz= x + 2y
s.c.2x + 3y ≥ 3
3x +y≤4
x y ≥ 0

In each iteration, we will input the candidate variable with the highest value.
reduced cost. Verify graphically afterwards.
 ´
9.3. SERIES 17 : 105

Exo. 11.17 Simplex Algorithm (two-phase method)

Solve the following LP (in standard form) using the two-phase method.
the simplex algorithm:
Maxz=x1 +x2 +x3+x4
s.c. +2x2 +x3 = 2
x1 +x2+5x3 = 12
x1+2x2+6x3+x4= 13
x1 , x2 , x3 , x4 ≥ 0

We will introduce the least number of artificial variables possible. In addition, at each
iteration, will bring in base the candidate variable with the smallest index, and we
prioritize the artificial variables from the database (during phase 1).
What can we observe?

Theorem of complementary displacements

1. Give the dual PL of the following PL:
Minz= 2x+7y
s.c. x - y = 3
x + 5y = 6
4x + 2y = 15
x y ≥ 0

2. Using the complementary gap theorem, find a solution.

optimal in the dual PL.

Exo. 11.22 Duality and graphic resolution

Minz = 4x1+5x2 +x3+6x4
s.c. x1+3x2+2x3-4x4 ≥ 5
2x1 +x2-3x3+5x4 ≥ 7
Solve the following linear program graphically:
4x1+2x2 = 15
x1 , x2 , x3 , x4 ,≥ 0

Exo. 11.23 Duality and modifications of constraints

Consider the following linear program:
Maxz= 2x +y
s.c. 3x + 2y ≥ 9
y ≤ 3
3x -y ≤ 12
x y≥ 0

1. Calculate the optimal simplex table for this LP by solving it.

then by algebraically calculating the expression of the basic variables
based on off-base variables.
2. Does the optimal solution obtained remain optimal if we modify the function?
goal in max 3x1+ 5x2?
3. Solve the following linear program:
106 ´
CHAPTER 9. SIMPLEX METHOD

Minz= 9x1+3x2 +12x3

s.c. 3x1 +3x3≥ 2
-2x1 +x2 -x3greater than or equal to 1
x1 , x2 x3greater than or equal to 0

4. What happens if we replace the values 2 and 1 of the second member of

is divisible by 3 and 5 respectively?