Student number Semester 1 Assignment 2, 2021 School of Mathematics and Statistics MAST20018 Discrete Mathematics and Operations Research Submission deadline: This assignment consists of 3 pages (including this page) Instructions to Students • If you have a printer, print the assignment. Writing • This assignment is individual. • Write your answers on A4 paper. Page 1 should only have your student number, the subject code and the subject name. Write on one side of each sheet only. Each question should be on a new page. The question number must be written at the top of each page. Scanning • Put the pages in question order and all the same way up. Use a scanning app to scan all pages to PDF. Scan directly from above. Crop pages to A4. Make sure that you upload the correct PDF file and that your PDF file is readable. Submitting • Go to the Gradescope window. Choose the Canvas assignment for this assignment. Submit your file. Get Gradescope confirmation on email. c©University of Melbourne 2021 Page 1 of 3 pages Do not place in Baillieu Library MAST20018 Discrete Mathematics and Operations Research Semester 1, 2021 Question 1 Consider the following feasible region of a Linear Program. x1 + x2 ≤ 6 x1 − x2 ≤ 4 3x1 + x2 ≥ 3 x1, x2 ≥ 0. (a) Write the problem with equalities, using slack or surplus variables x3, x4 and x5 for the three functional constraints. (b) Draw the feasible region and identify all basic feasible solutions (BFS). For each BFS, give the values of all components of the solution (original and slack/surplus variables). (c) Identify one basic solution that is not feasible. Which component(s) of the solution vector tell you that this solution is not feasible? (d) Identify one feasible solution that is not basic. Looking at the solution values only (ignoring the graph), how can you tell that this solution is feasible but not basic? Question 2 Consider the Linear Program below. max z = x1 + 2x2 + 3x3 x1 + 2x2 + 3x3 ≤ 10 x1 + 4x2 ≤ 5 x1 ≤ 1 x1, x2, x3 ≥ 0 (a) Write the problem in canonical form. (b) Use the simplex algorithm to find all optimal solutions. (c) Write an expression for the space defined by the optimal solutions. Question 3 Consider the LP below: min z = x1 + 3x2 − 5x3 s.t. x1 + x2 + x3 = 8 2x1 − 5x2 + x3 ≥ 10 x1, x2, x3 ≥ 0 (a) Convert the LP to canonical form: (b) Solve the above LP using the Two-Phase Simplex method. At the end, indicate what is the optimal solution and its value. Page 2 of 3 pages MAST20018 Discrete Mathematics and Operations Research Semester 1, 2021 Question 4 The Big-M method is an adaptation of the Simplex Algorithm which is used as an alternative to the Two-Phase Simplex method. The pseudo-code for the Big-M method is as follows: ALGORITHM Big-M Input: An LP in canonical form with objective max z = f(x) and artificial variables y1, ..., yp Output: An optimal solution to the LP or a statement that the LP is infeasible or unbounded 1: Let M be a very large constant 2: Modify the objective of the LP to max z′ = f(x)−M!pi=1 yi 3: Employ the standard Simplex Algorithm to solve the LP with the modified objective. The Optimality Criterion is satisfied when there are no more negative reduced costs in the columns of the non-artificial variables (a) Express the following LP in canonical form and solve using the Big-M method (b) Sketch the feasible region and identify the point associated to each tableau you obtained in (a). Hints: • Use the symbol M in the Simplex tableau and NOT simply a large number of your choice. • Note that you may choose not to add artificial variables to all constraints as in the algorithm. All you need to start the method is an initial Identity matrix in your coefficient matrix A. min z = −x1 − x2 s.t. x1 + x2 ≥ 1 2x1 + 3x2 ≤ 12 3x1 + 2x2 ≤ 12 x1, x2 ≥ 0 End of Assignment Page 3 of 3 pages
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