Linear Programming 1
Linear Programming 1
2.39
Definition of cone: A set of :
cone must contain the origin.
is a cone when
and
which implies
. Any
be convex, then
and
and
- for all
** If I select a convex cone with only one extreme point (0,0): x-axis.
So if I define
)(
) since
)(
since
If we assume x1=0
since
If we assume
then x2 has to be 0.
x1
since
HOMEWORK 4
2.41
1)
] and
We know that
[
[ ]
] [ ]
rest is 0.
So if I make a tableau of all calculations:
B-1
B
[
xB
]
Points (x1,x2,x3,s1,s2)
(6,5,0,0,0)
[ ]
(-4,0,5,0,0)
(-4,0,0,5,0)
[ ]
(1,0,0,0,5)
[ ]
(0,2,3,0,0)
[ ]
(0,2,0,3,0)
(0,-1,0,0,6)
-
] linearly
independent
(determinant is zero)
[
[ ]
(0,0,1,0,4)
[ ]
(0,0,0,1,4)
HOMEWORK 4
Negative values dont count since all the variables have to be greater than or equal to 0.
So the extreme points of this polyhedral are:
(6,5,0) ; (1,0,0) ; (0,2,3) ; (0,2,0) ; (0,0,1) ;(0,0,0)
2)
]
*
We know that:
] and
We know that
[
[ ]
] [ ]
HOMEWORK 4
So if I make a tableau of all calculations:
B-1
B
[
[
[
xB
Points (d1,d2,d3,s1,s2)
(1, 1/2, -1/2, 0, 0)
(2/3,1/3,0,-1/3,0)
(1/2,1/2,0,0,-1/2)
] linearly
(0,0,1,-1,0)
]
-
independent
(determinant is zero)
[
(1,0,0,-1,1)
(0,0,1,-1,0)
]
[
(0,1/2,1/2,0,-1)
(0,1,0,1,-1/2)
(0,0,1,-1,0)
Negative values dont count since all the variables have to be greater than or equal to 0. And
here all the points have at least one non-negative point; this polyhedral doesnt have a recession
direction.
HOMEWORK 4
2.47
[ ]
and
,
] and
HOMEWORK 4
] and
We know that
[ ]
] [ ]
So the points are: d1=1/2 , d2=1/2 , d3=0 , s1=-1/2 and the rest is 0.
So if I make a tableau of all calculations:
B-1
B
[
xB
Points (d1,d2,d3,s1,s2)
(1/2,1/2,0,1/2,0)
]
(1/3,1/3,1/3,0,1/3)
]
(1/2,1/2,0,1/2,0)
]
(0,0,1,-1,1)
]
(0,0,1,-1,1)
Negative values dont count since all the variables have to be greater than or equal to 0. So the
extreme directions of this polyhedral are:
(1/2, 1/2, 0) and (1/3, 1/3, 1/3)
HOMEWORK 4
2.52
1)
2)
3)
So if we solve 1 and 2 , 1 and 3 , 2 and 3 together we get the extreme points which are:
(7/3, -2/3) ; (-3, -6) and (-3,10)
Representing x=(0,1) as a convex combination of the extreme points:
[ ]
All
[
] and
[ ]
HOMEWORK 4
So; [ ]
2.53
] and
[ ]
B-1
B
[
[
]
Points
(x1,x2,x3,x4,s1,s2)
(-1,0,0,0,0,0)
(-1,0,0,0,0,0)
(-1,0,0,0,0,0)
(-1,0,0,0,0,0)
(-1,0,0,0,0,0)
(0,-3,-2,0,0,0)
[
[
xB
[ ]
(0,1,0,1,0,0)
[ ]
(0,1,0,0,0,2)
linearly independent
[
[
[
]
]
]
[
8
(0,0,-1/2,3/4,0,0)
HOMEWORK 4
]
[
[
]
]
-
(0,0,-2,0,-3,0)
]
]
(0,0,-1/2,0,3/2)
[ ]
(0,0,0,1,1,0)
[ ]
(0,0,0,0,1,2)
linearly independent
[
Negative values dont count since all the variables have to be greater than or equal to 0. So the
extreme points of this polyhedral are:
(0,1,0,1) , (0,1,0,0), (0,0,0,1) and (0,0,0,0)
[
We know that:
] and
[ ]
] and
[ ]
HOMEWORK 4
B-1
B
[
Points
(d1,d2,d3,d4,s1,s2)
xB
(-1/4, 3/4,1/2,0,0,0)
(1/3,1/3,0,1/3,0,0)
(0,1,0,0,-1,0)
(1/2,1/2,0,0,0,1)
(-1,0-2,0,3,0)
(2,0,-1,0,0,3)
(1/2,0,0,1/2,1/2,0)
(0,0,0,1,0,-2)
]
[
[ ]
]
[
[
(1,0,0,0,1,2)
]
(0,4/7,2/7,1/7,0,0)
(0,1,0,0,-1,0)
(0,2/3,1/3,0,0,1/3)
]
[
[ ]
10
(4/5,0,-2/5,3/5,0,0)
(0,0,2/3,1/3,4/3,0)
(0,0,0,1,0,-2)
(0,0,1,0,2,1)
HOMEWORK 4
]
[
(0,1,0,0,-1,0)
(0,0,0,1,0,-2)
(0,1,0,0,-1,0)
(0,0,0,1,0,-2)
Negative values dont count since all the variables have to be greater than or equal to 0. So the
extreme directions of this polyhedral are:
(1/3,1/3,0,1/3) ; (1/2,1/2,0,0) ; (1/2,0,0,1/2) ; (1,0,0,0) ; (0,4/7,2/7,1/7) ; (0,2/3,1/3,0) ; (0,0,2/3,1/3)
and (0,0,1,0)
Representing x=(1,1,1,2) as a convex combination of extreme points and non negative
combination of extreme directions:
Representation Theorem:
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11
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