Standard Form Drill Set

Standard Form Drill Set

Course convention:

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

1. Max with two $\le$ constraints

Original:

\[\max 3x_1+x_2\]

subject to

\[x_2\le4,\] \[6x_1+2x_2\le12,\] \[x_2\ge0.\]

Here $x_1$ is free because no sign restriction is stated.

Solution: set $x_1=x_1^+-x_1^-$, with $x_1^+,x_1^-\ge0$.

\[\min -3x_1^+ +3x_1^- -x_2\]

subject to

\[x_2+s_1=4,\] \[6x_1^+-6x_1^-+2x_2+s_2=12,\] \[x_1^+,x_1^-,x_2,s_1,s_2\ge0.\]

2. Mixed $\le$, $\ge$, and $=$

Original:

\[\max x_1-5x_2+4x_3\]

subject to

\[3x_1-2x_2+x_3=10,\] \[x_2+2x_3\le5,\] \[3x_1+5x_2+x_3\ge10,\] \[x_1,x_2,x_3\ge0.\]

Solution:

\[\min -x_1+5x_2-4x_3\]

subject to

\[3x_1-2x_2+x_3=10,\] \[x_2+2x_3+s_1=5,\] \[3x_1+5x_2+x_3-s_2=10,\] \[x_1,x_2,x_3,s_1,s_2\ge0.\]

3. Negative RHS

Original:

\[\min 2x_1+x_2\]

subject to

\[-x_1+x_2\le-2,\] \[x_1,x_2\ge0.\]

Solution: first multiply the constraint by $-1$:

\[x_1-x_2\ge2.\]

Then subtract surplus:

\[x_1-x_2-s_1=2,\] \[s_1\ge0.\]

4. Free variable

Original:

\[\min x_1+3x_2\]

subject to

\[x_1+2x_2=5,\] \[x_2\ge0,\]

and $x_1$ is free.

Solution:

\[x_1=x_1^+-x_1^-,\qquad x_1^+,x_1^-\ge0.\]

Standard form:

\[\min x_1^+-x_1^-+3x_2\]

subject to

\[x_1^+-x_1^-+2x_2=5,\] \[x_1^+,x_1^-,x_2\ge0.\]

5. Variable constrained nonpositive

Original:

\[\min x_1-2x_2\]

subject to

\[x_1+x_2\le4,\] \[x_1\le0, \qquad x_2\ge0.\]

Solution: set $x_1=-y_1$, $y_1\ge0$.

\[\min -y_1-2x_2\]

subject to

\[-y_1+x_2+s_1=4,\] \[y_1,x_2,s_1\ge0.\]

Practice without solutions

Convert each to standard form.

  1. $\max 2x_1+x_2$ subject to $x_1+2x_2\le2$, $-x_1+2x_2\le2$, $x_2\ge0$.
  2. $\min -x_1-x_2$ subject to $-x_1+x_2\le2$, $x_1+x_2\ge1$, $x_1\le1$, $x_1,x_2\ge0$.
  3. $\max 5x_1-5x_2$ subject to $x_1+x_2+x_3=4$, $-x_1+3x_2-6x_3\le-4$, $-3x_1+4x_2+4x_3\ge2$, $x\ge0$.
  4. $\min 12x_1+20x_2$ subject to $3x_1-4x_2\ge2$, $6x_1+2x_2\le8$, $5x_1-7x_2=-2$, $x\ge0$.
  5. $\min 6x_1-7x_2+9x_3$ subject to $3x_1+4x_2+x_3\ge9$, $2x_1+2x_2-5x_3\ge4$, $7x_1+3x_2+4x_3=10$, $x\ge0$.

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.

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Standard Form Drill Set
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