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Linear Programming 1

The document provides definitions and examples related to cones, convex cones, convex sets, and extreme points. It defines cones as sets containing the origin, convex cones as cones that are also convex sets, and convex sets as sets where linear combinations of points in the set are also in the set. Extreme points are points in a convex set such that they cannot be written as convex combinations of other points in the set. The document gives the x-axis as an example of a convex cone with a single extreme point at the origin. It then works through several examples of finding the extreme points and directions of polyhedral cones.

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Özlem Yurtsever
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© Attribution Non-Commercial (BY-NC)
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47 views

Linear Programming 1

The document provides definitions and examples related to cones, convex cones, convex sets, and extreme points. It defines cones as sets containing the origin, convex cones as cones that are also convex sets, and convex sets as sets where linear combinations of points in the set are also in the set. Extreme points are points in a convex set such that they cannot be written as convex combinations of other points in the set. The document gives the x-axis as an example of a convex cone with a single extreme point at the origin. It then works through several examples of finding the extreme points and directions of polyhedral cones.

Uploaded by

Özlem Yurtsever
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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HOMEWORK 4

2.39
Definition of cone: A set of :
cone must contain the origin.

is a cone when

and

which implies

. Any

Definition of convex cone: A cone S is a convex cone when S is convex.


Definition of convex set:

Definition of extreme point: Let


(

is a convex set when

be convex, then

for some x1 and x2

and

and

- for all

is an extreme point of S when


) implies x=x1=x2

** If I select a convex cone with only one extreme point (0,0): x-axis.
So if I define

) then from the definition of extreme point:

)(

) since

)(

since

we can say that (

we can tell that

If we assume x1=0
since
If we assume

then x2 has to be 0.
x1
since

then x2 has to be negative. This cannot be in our defined

set (positive x axis).


From these assumptions we have proved that (0,0) is only extreme point of a convex cone C.

HOMEWORK 4
2.41

1)

] and

We know that
[

[ ]

, so I will calculate the points as below:

] [ ]

[ ] the points are: x1=6 , x2=5 and the

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:

If we re-write these equations as direction equations:

] and

We know that
[

[ ]

, so I will calculate the points as below:


]

the points are: d1=1 , d2=1/2 , d3=-1/2 and the rest is 0.

] [ ]

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

If we re-write these equations as direction equations:

From the equations above we can tell


and [

[ ]

and
,

] and

therefore we can write directions iff

HOMEWORK 4

] and

We know that

[ ]

, so I will calculate the points as below:

] [ ]

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

I will solve this graphically:


(0, -3) and (3,0)
(0, 4) and (2,0)

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

Finding Extreme Points

] 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

] det=0 so they are

[ ]

(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

]
[

[
]

]
-

] det=0 so they are

(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)

Finding Extreme Directions

[
We know that:

] and

[ ]

If we re-write these equations as direction equations:

] 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:

[ ]

[ ]

[ ]

[ ]

[ ]

11

[ ]

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