Paper 4, Section II, 20H

Optimization
Part IB, 2013

Given real numbers aa and bb, consider the problem P\mathrm{P} of minimizing

f(x)=ax11+2x12+3x13+bx21+4x22+x23f(x)=a x_{11}+2 x_{12}+3 x_{13}+b x_{21}+4 x_{22}+x_{23}

subject to xij0x_{i j} \geqslant 0 and

x11+x12+x13=5x21+x22+x23=5x11+x21=3x12+x22=3x13+x23=4\begin{array}{r} x_{11}+x_{12}+x_{13}=5 \\ x_{21}+x_{22}+x_{23}=5 \\ x_{11}+x_{21}=3 \\ x_{12}+x_{22}=3 \\ x_{13}+x_{23}=4 \end{array}

List all the basic feasible solutions, writing them as 2×32 \times 3 matrices (xij)\left(x_{i j}\right).

Let f(x)=ijcijxijf(x)=\sum_{i j} c_{i j} x_{i j}. Suppose there exist λi,μj\lambda_{i}, \mu_{j} such that

λi+μjcij for all i{1,2},j{1,2,3}\lambda_{i}+\mu_{j} \leqslant c_{i j} \text { for all } i \in\{1,2\}, j \in\{1,2,3\}

Prove that if xx and xx^{\prime} are both feasible for P\mathrm{P} and λi+μj=cij\lambda_{i}+\mu_{j}=c_{i j} whenever xij>0x_{i j}>0, then f(x)f(x).f(x) \leqslant f\left(x^{\prime}\right) .

Let xx^{*} be the initial feasible solution that is obtained by formulating P\mathrm{P} as a transportation problem and using a greedy method that starts in the upper left of the matrix (xij)\left(x_{i j}\right). Show that if a+2ba+2 \leqslant b then xx^{*} minimizes ff.

For what values of aa and bb is one step of the transportation algorithm sufficient to pivot from xx^{*} to a solution that maximizes ff ?