Solved Exam Template

Solved Exam Template

Use this template whenever an exam question combines standard form, BFS, reduced costs, and simplex.

Template A — formulation problem

  1. Define variables with units.
  2. Write the objective.
  3. Translate every sentence into one constraint.
  4. Add sign restrictions.
  5. State the final LP clearly.

Example: investment model

Let $x_A,\ldots,x_H$ be the number of units bought in funds $A,\ldots,H$.

If fund $j$ has price $p_j$ and annual return rate $r_j$, the expected return per unit is $r_jp_j$.

The LP is

\[\max \sum_j r_jp_jx_j\]

subject to

\[\sum_j p_jx_j\le 50000,\]

bond requirement:

\[4.5x_A+4x_B+2.5x_C\ge15000,\]

balanced requirement:

\[3x_D+4.5x_E+5x_F\ge20000,\]

equity limit:

\[6x_G+5.5x_H\le5000,\]

and

\[x_j\ge0.\]

Template B — graphical problem

  1. Draw each boundary line.
  2. Use a test point to identify the correct half-plane.
  3. Mark the feasible region.
  4. Find all relevant vertices.
  5. Evaluate the objective at the vertices.
  6. Report the best point and objective value.

Warning

Do not assume $x_1,x_2\ge0$ unless it is explicitly given.

Template C — standard form

Course convention:

\[\min c^Tx \quad \text{s.t. } Ax=b,\;x\ge0.\]

Rules:

Original form Standard-form change
$\max f(x)$ replace by $\min -f(x)$
$a^Tx\le b$ add slack: $a^Tx+s=b$, $s\ge0$
$a^Tx\ge b$ subtract surplus: $a^Tx-s=b$, $s\ge0$
$x_j\le0$ set $x_j=-y_j$, $y_j\ge0$
$x_j$ free set $x_j=x_j^+-x_j^-$, both nonnegative

Template D — BFS verification

Given a candidate $\bar x$:

  1. Convert the problem to standard form.
  2. Compute slack/surplus values to lift $\bar x$ into the full standard-form vector.
  3. Check feasibility: $A\bar x=b$, $\bar x\ge0$.
  4. Identify the positive variables.
  5. Select $m$ columns that can support the point.
  6. Check that those columns are linearly independent.

A feasible vector is a BFS if it can be represented by a basis $B$ with

\[x_B=B^{-1}b\ge0,\]

and all nonbasic variables zero.

Template E — reduced-cost optimality check

For a minimization problem in standard form:

\[\bar c^T=c^T-c_B^TB^{-1}A.\]
  • If $\bar c_j\ge0$ for all $j$, the current BFS is optimal.
  • If some $\bar c_j<0$, choose an entering variable and pivot.

Template F — one revised simplex iteration

At basis $B$:

  1. Compute $x_B=B^{-1}b$.
  2. Compute reduced costs.
  3. Choose entering $x_j$ with $\bar c_j<0$.
  4. Compute
\[u=B^{-1}A_j.\]
  1. If $u_i\le0$ for all $i$, the problem is unbounded below.
  2. Otherwise compute
\[\theta^*=\min_{u_i>0}\frac{x_{B(i)}}{u_i}.\]
  1. The row attaining the minimum leaves the basis.
  2. Replace the leaving column with $A_j$.

Exam checkpoint

Practice under exam timing. Write the full pipeline: model, standard form if needed, BFS/reduced costs if asked, simplex iterations if asked, final objective value and interpretation.

25

25
Ready to start
Solved Exam Template
Session: 1 | Break: Short
Today: 0 sessions
Total: 0 sessions