Homework Solutions #1:

1.1
1.4
1.7
1.11
1.15
1.26

2.12
2.29
2.54
1.1
Let Xij represent ingredients i in feed j, where i = 1, 2, 3, 4 represent ingredient Corn, Limestone, Soybeans,
Fish meal, and j = 1, 2, 3 represents feed Cattle, Sheep, and Chicken.

3 3 3 3
minimize Z = 0.20 X 1 j +0.12 X 2 j + 0.24 X 3 j + 0.12 X 4 j
j =1 j =1 j =1 j =1
CORN Lime Soy Fish

s.t.
3 3
4 4

X 1 j 6 X 2 j 10 X i1 10 X i2 6
j =1
CORN
j =1
LIME i =1
Cattle
i =1
Sheep
3 3 Supply 4 demand
j =1
X 3j 4 4 j
j =1
X 5 X
i =1
i3 8

SOY FISH Chicken

Vitamins-
8X11 + 6X21 + 10X31 + 4X41 6(X11 + X21 + X31 + X41) in Cattle Feed
8X12 + 6X22 + 10X32 + 4X42 6(X12 + X22 + X32 + X42) in Sheep Feed
4(X13 + X23 + X33 + X43) 8X13 + 6X23 + 10X33 + 4X43 6(X13 + X23 + X33 + X43) in Chicken Feed

Protein -
10X11 + 5X21 + 12X31 + 8X41 6(X11 + X21 + X31 + X41) in Cattle Feed
10X12 + 5X22 + 12X32 + 8X42 6(X12 + X22 + X32 + X42) in Sheep Feed
10X13 + 5X23 + 12X33 + 8X43 6(X13 + X23 + X33 + X43) in Chicken Feed

Calcium -
6X11 + 10X21 + 6X31 + 6X41 7(X11 + X21 + X31 + X41) in Cattle Feed
6X12 + 10X22 + 6X32 + 6X42 6(X12 + X22 + X32 + X42) in Sheep Feed
6X13 + 10X23 + 6X33 + 6X43 6(X13 + X23 + X33 + X43) in Chicken Feed

Crude Fat
4(X11 + X21 + X31 + X41) 8X11 + 6X21 + 6X31 + 9X41 8(X11 + X21 + X31 + X41) in Cattle Feed
4(X12 + X22 + X32 + X42) 8X12 + 6X22 + 6X32 + 9X42 6(X12 + X22 + X32 + X42) in Sheep Feed
4(X13 + X23 + X33 + X43) 8X13 + 6X23 + 6X33 + 9X43 6(X13 + X23 + X33 + X43) in Chicken Feed
1.4
Launching a rocket to a fixed altitude b in a given time T let a(t) be the acceleration force exerted at time t, and
y(t) be the rocket altitude at time t. We have:

T
min 0
u (t ) dt
s.t.
y(t ) = u (t ) g
y (T ) = b t [0, T ]
y (t ) 0

Discretize the above formulation.

let n be the # of subintervals, of width = T/n
let uj = u(tj) = u(j)
let yj = y(tj) = y(j)
let xj = |uj|

Notice that a finite difference approximation yields:

y (t j + ) y (t j )
y (t j + ) =

y (t j + ) y (t j ) y (t j ) y (t j )
y (t j + ) y (t j ) y (t j + ) 2 y (t j )+ y (t j )
y(t j + ) = = =
2

New Formulation:

n 1
Minimize x
j =0
j = T/n

s.t.
y j +1 2 y j + y j 1 = 2 (u j g )
for j = 1, ..., n-1
yn = b
(yo = 0 ) (I added this)
yj 0
xj uj for j = 0,1, ..., n-1
xj -uj

This works for xj = |uj| because xj uj and xj -uj forces xj to be either one or the other.
Now the formulation has uj unrestricted in sign.

Another way is
let uj = xj+ - xj-
then |uj| = xj+ - xj-
and we need (xj+)(xj-) = 0
substituting throughout, we get,

n 1
Minimize x
j =0
+
j + x j

s.t.
(
y j +1 2 y j + y j 1 2 x +j x j g ) for j = 1, ..., n-1
yn = b
(yo = 0 )
yj 0
xj uj for j = 0,1, ..., n-1
xj -uj
and (xj+)(xj-) = 0 but this is satisfied by properties of BFS
1.7
Xij is the amount of money invested at the beginning of year i and a j year time deposit

year 1 year 2 year 3 year 4 year 5

X11
X12
X21
X22
X23
X31
X32
X33
X41
X42
X51
max 1.27X33 + 1.17X42 + 1.08X51

s.t. X11 + X12 $2,200 - amount invested at begining

X21 + X22 + X23 1.08X11 + (2,200 - X11 - X12) - amount at end of yr 2, beg yr if allowing not
to invest all (), need to include that in all constrains or because it is always profitable to invest, we could use
(=).
X11 + X12 = $2,200
X21 + X22 + X23 = 1.08X11
X31 + X32 + X33 = 1.17X12 + 1.08X21
X41 + X42 = 1.08X31 + 1.17X22
X51 = 1.08X41 + 1.17X32 + 1.27X23

X11, X12, X21, X22, X23, X31, X32, X33, X41, X42, X51 0
1.11
X1 = # of barrels of light crude oil
X2 = # of barrels of heavy crude oil
X2
minimize 11X1 + 9X2

s.t.
0.4X1 + 0.32X2 1,000,000
0.2X1 + 0.4X2 400,000
X1
0.35X1 + 0.2X2 250,000
X1 , X2 0

1.15
Let Xij be the number of product i where i = 1,2,3 produced on machine j where j = 1,2,3,4

minimize (4X11 + 4X12 + 5X13 + 7X14)

+(6X21 + 7X22 + 5X23 + 6X24)
+(4X31 + 4X32 + 8X33 + 11X34)
s.t.
X 11 + X 12 + X 13 + X 14 4000

X 21 + X 22 + X 23 + X 24 5000 units of product required
X 31 + X 32 + X 33 + X 34 3000

X 11 + X 21 + X 31 1500
X 12 + X 22 + X 32 1200
available machine hours for production
X 13 + X 23 + X 33 1500
X 14 + X 24 + X 34 2000

X11 X12 X13 X14 X21 X22 X23 X24 X31 X32 X33 X34 0
 l2
1.26 c
C4
b C3
C1

a C2
l1
C4 C3

1. If C is same direction as C1, then all points on halfline l1 are optimal.

2. If C lies between C1 and C2, then point a is optimal
3. If C is same direction as C2, then all points on line ab are optimal.
4. If C lies between C2 and C3, then point b is optimal.
5. If C is same direction as C3, then all points on line bc are optimal.
6. If C lies between C3 and C4, then point c is optimal.
7. If C is same direction as C4, then all points on halfline l2 are optimal.
8. If C lies between C4 and C1, then no optimal solution exists (unbounded).

2.12
Show that if A and B are n x n matrices that are both invertible, then (AB)-1 = B-1A-1.

If A and B are invertible than AA-1 = I and BB-1 = I.

Check if AB(AB)-1 = I;
AB(B-1A-1) = ABB-1A-1 = AA-1 = I;

Also
BA(A-1B-1) = BAA-1B-1 = BB-1 = I;

So (AB)-1 = A-1B-1
2.29
a. {(X1, X2): X12 + X22 1}

False,
|X| = 1,1
|X| = -1,-1
= 0.5 (0,0) = (-1,-1) + (1,1)
(0,0) is not in the set. Set is not convex.

b. {(X1,X2,X3): X1 + 2X2 1, X1 + X3 2 }

True, convex - finite intersection of half spaces.

c. {(X1, X2): X2 - X12 = 1}

False,
|X| = 1,1
|X| = -1,-1
= 0.5 (0,1) = (-1,-1) + (1,1)
(0,1) is not in the set. Set is not convex.

d. {(X1,X2,X3): X2 X12 , X1 + X2 + X3 6 }

True, convex finite intersection of convex sets

e. {(X1, X2): X1 = 1, |X2| 4}

True, convex finite intersection of convex sets

f. {(X1,X2,X3): X3 = |X2| , X1 4 }

X3 = |X1| not convext

X1 4 convex X3

|X| = 1,1 - (X2,X3)

|X| = -1,-1 - (X2,X3) X2
X1
= 0.5 (0,1) = (-1,-1) + (1,1)
(X2,X3) not in set
2.54
a. Is it possible for X = {x : Ax b, x 0} to be empty and D = {d : Ad 0,1d = 1, d 0} to be non-empty.

Yes consider

X = {(X1, X2): X1 X2 = 0, X1 X2 = 1, X1, X2 0 }

X is empty

D = {(d1, d2): d1 d2 = 0, d1 + d2 = 1, d1, d2 0 }

= {1/2 , 1/2}

b.
Is there a relationship between redundancy and degeneracy of a polyhedral set?

A redundant constraint may cause degeneracy but only if it supports the polyhedron X
Degeneracy may or may not be resolved by eliminating redundant constraints.

c.
Does degeneracy imply redundancy in two dimensions?

Yes

d.
If the intersection of a finite number of halfspaces is nonempty, then this set has at least one extreme
point?

False
e.
An unbounded n-dimensional polyhedral set can have at most n extreme directions?

False

f.
What is the maximum (actual) dimension of
X = {x : Ax b, x 0}, where A is m x n of rant t, t m N?

nt
on page 64, Now given any face F of X if r(f) is the maximum number of linearly indys. defining
hyperplanes binding at all points feasible to X then the dim of F is dim(F) = n r(F)

Similarly, if r( X ) is defined w.r.t. X itself, then although X F, it is actually of dimension,

dim X = n r( X )