BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCE, PILANI
K. K. BIRLA GOA CAMPUS
SECOND SEMESTER
2025-2026
Numerical Optimization
Tutorial–9
1. Show that the Big-M method will indicate that the following problem has no feasible solution.
Maximize z = 2x1 + 5x2
subject to
3x1 + 2x2 ≥ 6, 2x1 + x2 ≤ 2, x1 ≥ 0 and x2 ≥ 0.
2. Use Big-M method to solve the following LPP:
Minimize z = 4x1 + x2
subject to
3x1 + x2 = 3, 4x1 + 3x2 ≥ 6, x1 + 2x2 ≤ 4, x1 ≥ 0 and x2 ≥ 0.
3. Solve the following LPP by Big-M method:
Minimize z = 8x2
subject to x1 − x2 ≥ 0, 2x1 + 3x2 ≤ −6, x1 and x2 unrestricted.
4. Use Big-M method to solve the following LPP:
Maximize z = 2x1 + 3x2 − 5x3
subject to
x1 + x2 + x3 = 7, 2x1 − 5x2 + x3 ≥ 10, x1 ≥ 0, x2 ≥ 0 and x3 ≥ 0.
5. Using simplex method find a basic feasible solution of the following system
x1 + x 2 ≤ 1
−2x1 + x2 ≥ 2
2x1 + 3x2 ≤ 6
x1 , x2 ≥ 0.
1
6. Use Phase-1 of Two-Phase method to find the unique solution of the following linear system
x1 + 2x2 = 7
4x1 + x2 = 6.
7. Use Two-Phase method find the optimal solution of the following LPP:
Minimize z = 3x1 + 2x2
subject to
x1 + x2 ≥ 2, x1 + 3x2 ≤ 3, x1 − x2 = 1, x1 ≥ 0 and x2 ≥ 0.
8. Use Two-Phase method to solve the following LPP:
Minimize z = 4x1 + x2
subject to
3x1 + x2 = 3, 4x1 + 3x2 ≥ 6, x1 + 2x2 ≤ 4, x1 ≥ 0 and x2 ≥ 0.
9. Use Two-Phase method to find the optimal solution of the following LPP:
Maximize z = x1 − 8x2
subject to
3x1 + 2x2 ≥ 6
x1 − x 2 ≤ 6
9x1 + 7x2 ≤ 108
3x1 + 7x2 ≤ 70
2x1 − 5x2 ≥ −35
x1 ≥ 0, x2 is unrestricted in sign.
10. Consider the following LPP:
Maximize z = 15x1 + 25x2
subject to
7x1 + 6x2 ≥ 20
8x1 + 5x2 ≤ 30
2
3x1 − 2x2 = 18
x1 , x2 ≥ 0
Find the optimal solution (if it exists) by using (i) Big-M method and (ii) Two-Phase method.
11. Consider the following LPP:
Maximize z = 5x1 + 2x2
subject to
4x1 + 2x2 ≤ 16, 3x1 + x2 ≤ 9, 3x1 − x2 ≤ 9, x1 ≥ 0 and x2 ≥ 0.
Show that the associated simplex iterations are temporarily degenerate and then, write the
optimal solution of the problem. Also, verify the result by solving the problem graphically.
12. Consider the following LPP:
3 1
Maximize z = x1 − 20x2 + x3 − 6x4
4 2
subject to
1
x1 − 8x2 − x3 + 9x4 ≤ 0
4
1 1
x1 − 12x2 − x3 + 3x4 ≤ 0
2 2
x3 ≤ 1
x1 , x2 , x3 , x4 ≥ 0.
Use TORA/MATLAB to show that the simplex routine will cycle indefinitely.
13. Use Two-Phase method to solve the following LPP
Minimize z = 4x1 + 3x3
subject to
3x1 + 6x2 + 3x3 − 4x4 = 12, 2x1 + x3 = 4, 3x1 − 6x2 + 4x4 = 0, x1 , x2 , x3 , x4 ≥ 0.
Answer the following questions: (i) is the feasible region unbounded? (ii) is the optimal solution
unique? (iii) If it is not unique, find another optimal solution.
14. For the following LPP, Find the optimal solution and show that there exist alternative solutions
3
that are all non-basic.
Maximize z = 2x1 − x2
subject to
x1 − x2 ≤ 10, 2x1 − x2 ≤ 40, x1 , x2 ≥ 0.
15. Consider the following LPP model
Maximize z = 3x1 + 2x2 + 3x3
subject to
2x1 + x2 + x3 ≤ 2, 3x1 + 4x2 + 2x3 ≥ 8, x1 , x2 , x3 ≥ 0.
Show by the two-phase method that the optimal solution includes an artificial basic variable.
Use alternate rule to solve the problem.
16. For the following problem, show that in an unbounded feasible region, bounded optimal solutions
exit.
Maximize z = 6x1 − 2x2
subject to
2x1 − x2 ≤ 2 x1 ≤ 4 x1 ≥ 0 and x2 ≥ 0.
17. For the following problems find the optimal solution if exists.
(a)
Maximize z = 20x1 + 30x2
subject to
2x1 + x2 ≤ 40, 4x1 − x2 ≤ 20, x1 ≥ 30, x1 ≥ 0 and x2 ≥ 0.
(b)
Maximize z = 10x1 + 20x2
subject to
2x1 + 4x2 ≥ 16, x1 + 5x2 ≥ 15, x1 ≥ 0 and x2 ≥ 0.
All the Best