← 2015 Paper 2

UPSC 2015 Maths Optional Paper 2 Q3c-i — Step-by-Step Solution

10 marks · Section A

LPP: standard form; basic, basic feasible, optimal solutions · Linear Programming · asked 6× in 13 yrs · Read the full method →

Question

Consider Maximize Z=x1+2x23x3+4x4Z=x_1+2x_2-3x_3+4x_4 subject to x1+x2+2x3+3x4=12x_1+x_2+2x_3+3x_4=12, x2+2x3+x4=8x_2+2x_3+x_4=8, x1,x2,x3,x40x_1,x_2,x_3,x_4\ge 0.

Using the definition, find all basic solutions. Which of these are degenerate basic feasible solutions and which are non-degenerate basic feasible solutions?

Technique

Enumerate (nm)=(42)=6\binom{n}{m}=\binom{4}{2}=6 basic solutions; for each, set 2 variables to 0 and solve linear system; check feasibility (xi0x_i\ge 0) and degeneracy (basic variable = 0).

Solution

Setup. m=2m=2 constraints (after equalities), n=4n=4 variables. A basic solution sets nm=2n-m=2 variables to zero and solves for the remaining m=2m=2 from the constraints. There are (42)=6\binom{4}{2}=6 possible basic solutions.

A basic solution is feasible if all variables are 0\ge 0. It is degenerate if a basic variable equals 0 (i.e., the basis row has redundancy).

Step 1 — Enumerate the 6 basic solutions

Constraints in matrix form:

(11230121)(x1x2x3x4)=(128).\begin{pmatrix}1 & 1 & 2 & 3\\ 0 & 1 & 2 & 1\end{pmatrix}\begin{pmatrix}x_1\\x_2\\x_3\\x_4\end{pmatrix}=\begin{pmatrix}12\\8\end{pmatrix}.

For each subset of 2 basic variables, set the other 2 to 0 and solve.

(1) Basis {x1,x2}\{x_1,x_2\} (set x3=x4=0x_3=x_4=0):

x1+x2=12,  x2=8x1=4,  x2=8.x_1+x_2=12,\;x_2=8\Rightarrow x_1=4,\;x_2=8.

Solution (4,8,0,0)(4,8,0,0). All 0\ge 0, feasible. No basic var = 0, non-degenerate.

(2) Basis {x1,x3}\{x_1,x_3\} (set x2=x4=0x_2=x_4=0):

x1+2x3=12,  2x3=8x3=4,  x1=4.x_1+2x_3=12,\;2x_3=8\Rightarrow x_3=4,\;x_1=4.

Solution (4,0,4,0)(4,0,4,0). All 0\ge 0, feasible. Non-degenerate.

(3) Basis {x1,x4}\{x_1,x_4\} (set x2=x3=0x_2=x_3=0):

x1+3x4=12,  x4=8x1=1224=12.x_1+3x_4=12,\;x_4=8\Rightarrow x_1=12-24=-12.

Solution (12,0,0,8)(-12,0,0,8). x1<0x_1<0, infeasible (basic but not feasible).

(4) Basis {x2,x3}\{x_2,x_3\} (set x1=x4=0x_1=x_4=0):

x2+2x3=12,  x2+2x3=8.x_2+2x_3=12,\;x_2+2x_3=8.

Two equations: 12=812=8, inconsistent. No basic solution exists.

So actually the basis {x2,x3}\{x_2,x_3\} corresponds to columns (1,2)T(1,2)^T and (2,2)T(2,2)^T — let me re-examine. Columns of AA: A1=(1,0)TA_1=(1,0)^T, A2=(1,1)TA_2=(1,1)^T, A3=(2,2)TA_3=(2,2)^T, A4=(3,1)TA_4=(3,1)^T.

For basis {x2,x3}\{x_2,x_3\}: matrix B=(A2A3)=(1212)B=(A_2|A_3)=\begin{pmatrix}1 & 2\\ 1 & 2\end{pmatrix}, det=0\det=0 — singular. No basic solution for this choice.

(5) Basis {x2,x4}\{x_2,x_4\} (set x1=x3=0x_1=x_3=0): B=(A2A4)=(1311)B=(A_2|A_4)=\begin{pmatrix}1 & 3\\ 1 & 1\end{pmatrix}, det=13=20\det=1-3=-2\ne 0.

x2+3x4=12,  x2+x4=8.x_2+3x_4=12,\;x_2+x_4=8.

Subtract: 2x4=4x4=2,  x2=62x_4=4\Rightarrow x_4=2,\;x_2=6. Solution (0,6,0,2)(0,6,0,2). All 0\ge 0, feasible. Non-degenerate.

(6) Basis {x3,x4}\{x_3,x_4\} (set x1=x2=0x_1=x_2=0): B=(A3A4)=(2321)B=(A_3|A_4)=\begin{pmatrix}2 & 3\\ 2 & 1\end{pmatrix}, det=26=40\det=2-6=-4\ne 0.

2x3+3x4=12,  2x3+x4=8.2x_3+3x_4=12,\;2x_3+x_4=8.

Subtract: 2x4=4x4=2,  x3=32x_4=4\Rightarrow x_4=2,\;x_3=3. Solution (0,0,3,2)(0,0,3,2). All 0\ge 0, feasible. Non-degenerate.

Step 2 — Summary

BasisSolutionFeasible?Degenerate?
{x1,x2}\{x_1,x_2\}(4,8,0,0)(4,8,0,0)No (BFS, non-degenerate)
{x1,x3}\{x_1,x_3\}(4,0,4,0)(4,0,4,0)No (BFS, non-degenerate)
{x1,x4}\{x_1,x_4\}(12,0,0,8)(-12,0,0,8)— (basic but infeasible)
{x2,x3}\{x_2,x_3\}— (singular)
{x2,x4}\{x_2,x_4\}(0,6,0,2)(0,6,0,2)No (BFS, non-degenerate)
{x3,x4}\{x_3,x_4\}(0,0,3,2)(0,0,3,2)No (BFS, non-degenerate)

Basic feasible solutions: (4,8,0,0)(4,8,0,0), (4,0,4,0)(4,0,4,0), (0,6,0,2)(0,6,0,2), (0,0,3,2)(0,0,3,2) — four BFS.

Degenerate BFS: none (no basic variable equals 0 in any BFS).

Non-degenerate BFS: all four.

Answer

  4 BFS, all non-degenerate: (4,8,0,0),  (4,0,4,0),  (0,6,0,2),  (0,0,3,2).  \boxed{\;\text{4 BFS, all non-degenerate: }(4,8,0,0),\;(4,0,4,0),\;(0,6,0,2),\;(0,0,3,2).\;}
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