Learning objectives
After this class, you should be able to:
- Define a linear program and its standard form.
- Define the following terms: feasible solution, feasible region, objective function, objective value, integer linear program, and constraint.
- Given a linear program, write an equivalent one in standard form.
- Given a problem, formulate it as a linear program or as an integer linear program.
- Define the terms: (i) primal program, and (ii) dual program.
- Given a linear program, construct its dual.
- Explain the implications of the duality theorem.
- Prove the weak duality theorem.
Reading assignment
- Chapter 12, sections 12.1.
- None.
Exercises and review questions
- Questions on current lecture's material
- Give a feasible solution for the following near program. Maximize 2x - 3y + 3z subject to: (i) x + y - z <= 7, (ii) -x -y + z <= -7, (iii) x - 2y + 2z <= 4, (iv) x, y, z >= 0.
- Write the following linear program in standard (maximization) form. Minimize 2x + 7 y subject to: (i) x = 7, (ii) 3x + y >= 24, (iii) y >= 0, (iv) z <= 0.
- Give the dual of the above (standard form) linear program.
- Exercise 12.2. (Show how you will deal with variables that don't have non-negativity constraints, how you will deal with equality constraints, and how you will deal with consraints that are >=. rather than <=.)
- Give an example of a linear program where the best integer solution has objective value greater than that for the optimal solution.
- Formulate Vertex Cover as an integer linear program.
- Exercise 12.1.
- (Post your answer on the discussion board) Give an application for linear programming.
- Questions on next lecture's material
- None.