NC/mp6/project_6_Maggioni_Claudio.tex

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\documentclass[unicode,11pt,a4paper,oneside,numbers=endperiod,openany]{scrartcl}
\usepackage{pgfplots}
\pgfplotsset{compat=1.17}
\usepackage{mathrsfs}
\usetikzlibrary{arrows}
\input{assignment.sty}
\definecolor{zzttqq}{rgb}{0.6,0.2,0}
\definecolor{uuuuuu}{rgb}{0.26666666666666666,0.26666666666666666,0.26666666666666666}
\definecolor{ccqqqq}{rgb}{0.8,0,0}
\definecolor{qqqqff}{rgb}{0,0,1}
\begin{document}
\setassignment
\setduedate{Friday, December 18, 2020, 11:59 PM}

\serieheader{Numerical Computing}{2020}{Student: Claudio Maggioni}{Discussed
with: --}{Solution for Project 6}{}
\newline

\assignmentpolicy

The purpose of this mini-project is to implement the Simplex Method to find the
solution of linear programs, involving both the minimisation and the maximisation
of the objective function.

\section{Graphical Solution of Linear Programming Problems [25 points]}
Please consider the following two problems:
\begin{enumerate}
  \item[(1)] \begin{equation*}
      \begin{aligned}
        & \text{min}  &  z=4x&+y\\
        & \text{ s.t.} &  x+2y &\leq 40 \\
        & &   x+y &\geq 30\\
        & &   2x+3y &\geq 72 \\
        & &  x,\,y &\geq0 \\
      \end{aligned}
  \end{equation*}
\item[(2)] A tailor plans to sell two types of trousers, with production costs
  of 25 CHF and 40 CHF, respectively. The former type can be sold for 85 CHF,
    while the latter for 110 CHF. The tailor estimates a total monthly demand
    of 265 trousers. Find the number of units of each type of trousers that
    should be produced in order to maximise the net profit of the tailor, if we
    assume that the he cannot spend more than 7000 CHF in raw materials.
\end{enumerate}
Start by writing problem (2) as a linear programming problem. Then complete the
following tasks:
\begin{itemize}
  \item Solve the system of inequalities.
  \item Plot the feasible region identified by the constraints.
  \item Find the optimal solution and the value of the objective function in
    that point.
\end{itemize}

\subsection{Solving problem 1}

We first solve the system of inequalities for y:

\[\begin{cases}
  y \leq 20 - \frac{1}{2} x \\
  y \geq 30 - x \\
  y \geq 24 - \frac{2}{3} x \\
  x, y \geq 0 \\
\end{cases}
\]

Here is the feasability region plot, which was derived geometrically by plotting
the inequalities above.

\begin{center}
\begin{tikzpicture}[line cap=round,line join=round,>=triangle 45,x=1cm,y=1cm]
\begin{axis}[
x=0.3cm,y=0.3cm,
  xmin=-1, ymin=-1, xmax=40,ymax=32,
axis lines=middle,
ymajorgrids=true,xmajorgrids=true]
\draw [line width=2pt,color=qqqqff,domain=-11.510887860744262:56.37536226673365] plot(\x,{(--20-0.5*\x)/1});
\draw [line width=2pt,color=ccqqqq,domain=-11.510887860744262:56.37536226673365] plot(\x,{(--30-1*\x)/1});
\draw [line width=2pt,color=ccqqqq,domain=-11.510887860744262:56.37536226673365] plot(\x,{(--24-0.6666666666666666*\x)/1});
\draw [line width=2pt,domain=-11.510887860744262:56.37536226673365] plot(\x,{(-0-0*\x)/1});
\draw [line width=2pt] (0,-15.596475658682538) -- (0,33.531731670413244);
\draw [line width=2pt,color=zzttqq] (24,8)-- (36,0);
\draw [line width=2pt,color=zzttqq] (36,0)-- (40,0);
\draw [line width=2pt,color=zzttqq] (40,0)-- (24,8);
\fill[line width=2pt,color=zzttqq,fill=zzttqq,fill opacity=0.10000000149011612] (24,8) -- (36,0) -- (40,0) -- cycle;
\end{axis}
\end{tikzpicture}
\end{center}

Red lines represent feasibility constraints keeping the upper part of the graph,
while blue lines keep the low part. The resulting region is the area in brown.

We therefore identify the verticies $(24,8)$, $(36,0)$ and $(40,0)$ as candidate
solutions, and therefore we evaluate the minimization function in these points:

\[  m(x, y) = 4x + y \]
\[\begin{aligned}
  m(24,8) = 104 \\
  m(36,0) = 144 \\
  m(40,0) = 160 \\
\end{aligned}\]

And therefore we have as a solution $(x, y) = (40, 0)$, with $z = 160$.

\subsection{Problem 2 as linear programming problem}
The following is the linear programming formulation of problem 2:

\begin{equation*}
  \begin{aligned}
    \text{max} &\; 85x + 110y \\
    \text{s.t.} & \begin{cases}
      25 x + 40 y \leq 7000 \\
      x + y \leq 265 \\
      x, y \geq 0 \\
    \end{cases}
  \end{aligned}
\end{equation*}

\subsection{Solving problem 2}

We first solve the system of inequalities for y:

\[
\begin{cases}
  25 x + 40 y \leq 7000 \\
  x + y \leq 265 \\
  x, y \geq 0 \\
\end{cases}
=
\begin{cases}
  y < 280 - x \\
  x \leq 265 - x \\
  x, y \geq 0
\end{cases}
  \]

From this solution it is clear that the region of satisfactory $x$s and $y$s is
bounded by $x = 0$, $y = 0$, and $y = 265 - x$.

Here is a plot of the feasability region:

\begin{center}
\begin{tikzpicture}[line cap=round,line join=round,>=triangle 45,x=1cm,y=1cm]
\begin{axis}[
x=0.03cm,y=0.03cm,
axis lines=middle,
  xmin=-10,ymin=-10,xmax=275,ymax=275]
\fill[line width=2pt,color=zzttqq,fill=zzttqq,fill opacity=0.10000000149011612]
  (0,265) -- (0,0) -- (265,0) -- cycle;
\draw [line width=2pt,color=zzttqq] (0,265)-- (0,0);
\draw [line width=2pt,color=zzttqq] (0,0)-- (265,0);
\draw [line width=2pt,color=zzttqq] (265,0)-- (0,265);
\end{axis}
\end{tikzpicture}
\end{center}

We then proceed to evaluate the maximization function at all verticies of the
feasability region, i.e. $\{ (0, 0), (0, 265), (265, 0) \}$.

\[  m(x, y) = 85x + 110y \]
\[\begin{aligned}
  m(0,0) = 0 \\
  m(0,265) = 29150 \\
  m(265,0) = 22525 \\
\end{aligned}\]

We then conclude the tailor should produce 265 trousers of the second type, for
a revenue of 29,150.-- Fr.

\section{Implementation of the Simplex Method [35 points]}

In this first part of the assignment, you are required to complete 2 functions
which are part of a dummy implementation of the simplex method. Specifically you
have to complete the TODOs in:
\begin{itemize}
  \item \emph{standardise.m}, which writes a maximisation or minimisation input
    problem in standard form;
  \item \emph{simplexSolve.m}, which solves a maximisation or minimisation
    problem using the simplex method.
\end{itemize}

You are given also some already-implemented functions to help you in your task:
\emph{simplex.m} is a wrapper which calls all the functions necessary to find a
solution to the linear program; \emph{auxiliary.m} solves the auxiliary problem
to find a feasible starting basic solution of the linear program;
\emph{printSol.m} is a function which prints the optimal solution found by the
simplex algorithm. Finally, \emph{testSimplex.m} presents a series of 6
problems to check if your implementation is correct, before moving to the next
part of the assignment. Additional details to aid you in your implementation
can be found in the comments inside the code.

\section{Applications to Real-Life Example: Cargo Aircraft [25 points]}

In this second part of the assignment, you are required to use the simplex
method implementation to solve a real-life problem taken from economics
(constrained profit maximisation).

A cargo aircraft has 4 compartments (indicated simply as $S_1,\dots,S_4$) used
to store the goods to be transported. Details about the weight capacity and
storage capacity of the different compartments can be inferred from the data
reported in the following table:

\begin{center}
  \begin{tabular}{||c | c | c ||}
    \hline
    Compartment & Weight Capacity ($t$) & Storage Capacity ($m^3$) \\ [0.5ex]
    \hline\hline
    $S_1$ & 18 & 11930\\
    \hline
    $S_2$ & 32 & 22552\\
    \hline
    $S_3$ & 25 & 11209\\
    \hline
    $S_4$ & 17 & 5870\\
    \hline
  \end{tabular}
\end{center}

The following four cargos are available for shipment during the next flight:

\begin{center}
  \begin{tabular}{|| c | c | c | c ||}
    \hline
    Cargo & Weight ($t$) & Volume ($m^3/t$) & Profit ($\text{CHF}/t$) \\ [0.5ex]
    \hline\hline
    $C_1$ & 16  & 320 & 135 \\
    \hline
    $C_2$ & 32  & 510 & 200 \\
    \hline
    $C_3$ & 40 & 630 & 410 \\
    \hline
    $C_4$ & 28 & 125 & 520 \\
    \hline
  \end{tabular}
\end{center}

Any proportion of the four cargos can be accepted, and the profit obtained for each cargo is increased by $10\%$ if it is put in $S_2$, by $20\%$ if it is put in $S_3$ and by $30\%$ if it is put in $S_4$, due to the better storage conditions. The objective of this problem is to determine which amount of the different cargos will be transported and how to allocate it among the different compartments, while maximising the profit of the owner of the cargo plane. Specifically you have to:
\begin{enumerate}
  \item Formulate the problem above as a linear program: what is the objective function? What are the constraints? Write down all equations, with comments explaining what you are doing.
  \item Create a script \emph{exercise2.m} which uses the simplex method implemented in the previous exercise to solve the problem. What is the optimal solution? Visualise it graphically and briefly comment the results obtained (are you surprised of this outcome on the basis of your data?).
\end{enumerate}


\section{Cycling and Degeneracy [15 points]}

Consider now the following simple problem:
\begin{alignat*}{2}
  &\text{max}\;\, && z = 3x_1+4x_2,\\
  &\text{s.t.} && 4x_1+3x_2\leq 12\\
  & && 4x_1+x_2\leq 8\\
  & && 4x_1+2x_2\leq 8\\
  & && x_1, x_2 \geq 0.
\end{alignat*}

\begin{enumerate}
  \item Create a script \emph{exercise3.m} which uses the simplex method implemented above to solve this problem. Do you achieve convergence within the maximum number of iterations (given by the maximum number of possible basic solutions)? Do you notice any strange behaviour? (\emph{hint:} check, e.g., the indices of the entering and departing variables)
  \item Look at the number of constraints and at the number of unknowns: what can you notice about the underlying system of equations? Represent them graphically and try to use this information to explain the behaviour of your solver in the previous point.
\end{enumerate}


\end{document}