Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 34 1 Solution Created 2026-10-03 Updated 2026-10-14
Introduce the nonnegative integer surplus variables and . Solving these two equalities gives the optimal relaxed simplex dictionarywith objectiveThe printed tableau has a sign error in the first row: in equality-row form the coefficient of must be , rather than . The defining constraints and the printed objective row both confirm this correction. The second row, from which the required cut is obtained, is unaffected.
The cutting-plane method solves the linear programming relaxation and, if the optimum is fractional, adds an inequality valid for every feasible integer point but violated by that optimum. For an all-integer tableau rowwrite each coefficient as its integer part plus its fractional part. The quantity is an integer, while is nonnegative. Thus the integer is at most , and subtraction gives the Gomory fractional cutIt retains every feasible integer point and cuts off the fractional basic point with all nonbasic .
Apply this to the row . Since , and , the resulting valid inequality isMultiply by five and add an integer slack . Its row is . At the old relaxed optimum, is negative, while the minimization objective coefficients remain nonnegative. This is the starting configuration for the dual simplex algorithm: retain dual feasibility and pivot to repair the negative basic value.
The cut row permits either or to enter. The dual ratio test givesThus enters and leaves. Solving the cut row and substituting givesSetting the nonbasic variables gives nonnegative basic values . The new objective coefficients are nonnegative, so this is optimal for the cut relaxation. Its decision variables are already integer and satisfy the original inequalities. ThereforeIndeed the positive coefficients of both nonbasic variables make this relaxed optimizer unique. No additional cut is needed.