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Mathematics course of the University of Cambridge

Past exam of the mathematics course of the University of Cambridge

2020

Paper 1

Write the absolute-value constraint as
$$
x_1-2x_2\leq2,\qquad -x_1+2x_2\leq2.
$$
Introduce slacks $s_1,s_2,s_3$. In the <simplex algorithm>, let $x_2$ enter and $s_2$ leave, then let $x_1$ enter and $s_3$ leave. The final dictionary is
$$
x_1=\frac23+\frac19s_2-\frac29s_3,
\qquad
x_2=\frac43-\frac49s_2-\frac19s_3,
$$
$$
x_1+x_2=2-\frac13s_2-\frac13s_3.
$$
Thus
$$
\boxed{(x_1,x_2)=\left(\frac23,\frac43\right),
\qquad \max(x_1+x_2)=2}.
$$

For sufficiently small perturbations, the same two constraints remain active:
$$
-x_1+2x_2=2+\epsilon_1,\qquad
4x_1+x_2=4+\epsilon_2.
$$
Solving gives
$$
x_1=\frac{6+2\epsilon_2-\epsilon_1}{9},
\qquad
x_2=\frac{12+\epsilon_2+4\epsilon_1}{9},
$$
and therefore the perturbed optimal value is
$$
\boxed{2+\frac{\epsilon_1+\epsilon_2}{3}}.
$$

Solution

Past exam of the mathematics course of the University of Cambridge / 2020 / ib / Paper 1 / 7H / Solution

Past exam of the mathematics course of the University of Cambridge / 2020 / ib / Paper 1 / 7H / Solution

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Past exam of the mathematics course of the University of Cambridge / 2020 / ib / Paper 1 / 7H / Solution

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