E4004 2022 Midterm
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E4004 2022 Midterm
Problem 1: (40 points)
1. Given A e Rm ×n and b e Rm , show that the following mathematical program
min lAx _ blo
北eR们
can be cast as a linear program, where lylo := max{ly1 l, . . . , lym l}.
Write it in standard form.
2. Consider the following linear program
max c3 x3 + c5 x5
北1 ,北2 ,北3 ,北4 ,北5 ≥0
x1 + + x3 _ 2x5 = 3
subject to . + x2 + 2x3 + 3x5 = 13
( + x3 + x4 + 2x5 = 8
Is x = (7, 0, 2, 0, 3)T a solution when (c3 , c5 ) = (1, 2)? What about when (c3 , c5 ) = (2, 1)?
Problem 2: (40 points) A chocolate maker produces an assortment of chocolates. An assortment is made up of three types of chocolates denoted 1, 2, and 3, which cost 40$/kg, 14$/kg, and 24$/kg respectively. Chocolate 1 must represent between 10% and 20% of the weight of an assortment. An assortment should weight between 1kg and 1.2kg and will be sold 80$/kg. Chocolate 1 and 2 together should not weight more than 800g. At least half of the weight of an assortment should contain chocolates 1 and 3. Formulate a linear program which solves the following problem: which proportion of each type of chocolate should the maker use to maximize the profit from the sale of the assortment?
Problem 3: (20 points)
1. Given A e Rm ×n and b e Rm , write the dual of the linear program
北eR们 , yeR‰ x, y > 0
and exhibit a dual feasible point.
2. Consider a linear program in standard form that admits a solution at a vertex x e Rn such that xB > 0 and xN = 0, where N = {1, . . . , n}/B and a B is a basis of the columns of A. Assume the matrix AB formed by the columns of A in the basis B is a square invertible matrix. Show that the dual is feasible and has a unique solution.
2022-12-07