Given real numbers a and b, consider the problem P of minimizing
f(x)=ax11+2x12+3x13+bx21+4x22+x23
subject to xij⩾0 and
x11+x12+x13=5x21+x22+x23=5x11+x21=3x12+x22=3x13+x23=4
List all the basic feasible solutions, writing them as 2×3 matrices (xij).
Let f(x)=∑ijcijxij. Suppose there exist λi,μj such that
λi+μj⩽cij for all i∈{1,2},j∈{1,2,3}
Prove that if x and x′ are both feasible for P and λi+μj=cij whenever xij>0, then f(x)⩽f(x′).
Let x∗ be the initial feasible solution that is obtained by formulating P as a transportation problem and using a greedy method that starts in the upper left of the matrix (xij). Show that if a+2⩽b then x∗ minimizes f.
For what values of a and b is one step of the transportation algorithm sufficient to pivot from x∗ to a solution that maximizes f ?