Questions for Exam1

Book1 Questions

LP-2.3

Q: Write 2.3 in the standard form:

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Exercise 2.1

_Write the following linear program in standard form _

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Exercise 2.2

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Exercise 2.3

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Exercise 2.4

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Duality 1

For a given optimization problem:

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Here are a few alternative feasibile solutions:

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Prove that (x1; x2; x3; x4) = (5, 2, 0, 0) is the optimal solution for the given LP.

Exercise 2.5

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Weak Duality Theorem

Let x be any feasible solution to the primal LP and y be any feasible solution to the dual LP. Proof the following weak duality theory:

CTx≥bTy

Exercise 2.9

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Excercise 2.10

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Exercise 2.11

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Example 2.1 bond allocation problem

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Exercise 2.17 Solve with simplex method

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3.1 Short Term Financing

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Exercise 3.2

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Exercise 3.15 Work Force Planning

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Book 2 Questions

Example 2.1 （Fund allocation）

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Example 2.2 (bond allocation)

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Exercise 2.1

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Exercise 2.2

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Exercise 2.3 (free variable)

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Exercise 2.4 (unbounded, infeasible)

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Example 3.1 (Bond dedication)

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Example 3.3 (short-term financing)

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Arbitrafe in FX

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Example 8.1 (capital budgeting)

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Exercise 8.2 (project selection)

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Example 9.1 (lockbox)

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Other Questions

to be updated…