Advanced Linear Programming

friday 20 januari 2006, 13:30 - 16:30

(1) (1 pt.) Formulate Farkas Lemma.

(2) (1 pt.) Let A be an m n matrix, B an m k matrix and c Rm . Derive from Farkas
Lemma that exactly one of the following holds:
(a) there exist column vectors x Rn and y Rk such that x 0 and Ax + By = c;
(b) there exists a row vector z Rm such that zA 0, zB = 0, zc < 0.
(3) (1 pt.) Give the definition of a face of a polyhedron. Show that if P is a polyhedron
and F is an inclusionwise minimal face of a polyhedron, then F is an affine space (i.e.
F = {x | Ax = b} for some A, b).
(4) (1 pt.) Determine the dual of the linear optimization problem
max{f x | Ax b, Cx + Dy = e, y 0, x Rn }.
(5) (1.5 pts.) Consider the linear optimization problem
   
  1 1 1 2 10
max{ 5 3 1 3 x | x , x 0}.
1 1 3 2 5
(a) Solve this problem using the simplex method.
(b) Determine the dual of this problem.
(c) Find a dual optimal solution.
(6) (1 pt.) Solve the following problem using the simplex method. Clearly describe your
computation. Give all intermediate basic solutions and their objective values.
   
  1 2 3 5
max{ 3 4 5 x | x , x 0}.
2 2 1 6
(7) (1 pt.) Compute v, W, k such that
   
4 5 2 7 3 0
{x Z | x= } = {v + W y | y Zk }.
4 13 5 6 3
(8) (1 pt.) Let D = (V, A) be a directed graph and let A be the V A signed incidence
matrix. Suppose x ZA is such that Ax = 0 and x 0. Show that there are directed
circuits C1 , . . . Ck of D such that
x = (C1 ) + (Ck ),
where for any B A, the vector (B) ZA is defined by (B)a = 1 if a B and
(B)a = 0 if a 6 B.
(9) (1.5 pts.) Suppose you are planning to move to your new house.You have n items of
size aj , j = 1, . . . , n, that need to be moved. You have rented a truck that has size Q
and you have bought m boxes. Box i has size bi , i = 1, . . . , m. Formulate an integer
programming problem in order to decide whether the move is possible.