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MTL508 Practice Sheet 2

The document contains a series of mathematical problems related to convex hulls, extreme points, and polyhedral sets. It includes tasks such as graphing points, finding extreme directions, expressing points as convex combinations, and solving linear programming problems graphically. Each problem requires analytical skills to derive solutions and understand the geometric implications of the given sets and inequalities.

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21 views2 pages

MTL508 Practice Sheet 2

The document contains a series of mathematical problems related to convex hulls, extreme points, and polyhedral sets. It includes tasks such as graphing points, finding extreme directions, expressing points as convex combinations, and solving linear programming problems graphically. Each problem requires analytical skills to derive solutions and understand the geometric implications of the given sets and inequalities.

Uploaded by

aasaaas
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MTL508: Practice Sheet 2

1. Graph the convex hull of points (0, 5), (3, 5), (6, 3), (5, 0), (3, 3), (2.5, 2.5). Which of these
points are extreme points of the hull? Express the non-extreme point (among given points), if
any, as a convex combination of the extreme points.

2. Find the extreme points of the set

{(x1 , x2 , x3 ) : x1 − x2 + x3 ≤ 1, −x1 + 2x2 ≤ 4, x1 , x2 , x3 ≥ 0}.

Does this set have any recession direction?

3. Consider the polyhedral set described by the following inequalities:

−3x1 + x2 ≤ −2, −x1 + x2 ≤ 2, −x1 + 2x2 ≤ 8, x1 ≥ 0, x2 ≥ 2.

Find the extreme directions of the set. Explain and show the steps clearly.

4. Express the point x = (0, 1) as a convex combination of the extreme points of the set

{(x1 , x2 ) : x1 − x2 ≤ 3, 2x1 + x2 ≤ 4, x1 ≥ −3}.

5. Find the extreme directions (if any) and extreme points of the set described by

{(x1 , x2 ) : 5x1 + 3x2 ≥ 15, −x1 + x2 ≤ 1, x1 ≥ 0, x2 ≥ 1.5}.

6. Find the extreme directions (if any) and extreme points of the set described by

S = {(x1 x2 ) : 5x1 + 3x2 ≥ 15, −x1 + x2 ≥ 1, 5x1 − 6x2 ≥ −30, x1 , x2 ≥ 0}

Represent the point (2, 4) as the convex hull and non-negative linear combination of the extreme
directions.

7. Let A = conv{ (1, 1), (−2, −3), (3, −1) } and B = conv{ (0, 3), (1, −1), (4, 2) }, where conv
 1
denotes the convex hull. Let S = conv(A ∪ B). Write the point 2, as a convex combination
3
of the extreme points of the set S.

8. Consider the problem of maximizing cT x over a polyhedron P ⊂ Rn , where c ∈ Rn is a fixed


vector and x ∈ P . Prove that a feasible solution x̂ of the problem is its unique optimal solution
if and only if cT d < 0 for every non-zero feasible direction d at x̂.

9. Plot the feasible region S = {(x1 , x2 ) : −x1 + x2 ≤ 1, x1 + x2 ≤ 5, 4x1 − 3x2 ≤ 6, x1 − 2x2 ≤


1, x1 , x2 ≥ 0}. Find all the basic feasible solutions of the problem. If we move from vertex (2,
3) to vertex (3, 2), then determine the entering and leaving variables.

10. Find the number of degenerate and non-degenerate basic feasible solutions for the system graph-
ically
2x + 3y ≤ 21, 3x − y ≤ 15, x + y ≥ 5, y ≤ 5, x, y ≥ 0.
11. Why is variable x1 present in all the basic solutions of the following system?

x1 + x2 − 2x3 + x4 = 1
2x1 − x2 + 2x3 + 2x4 = 2
3x1 + 2x2 − 4x3 − 3x4 = 3.

12. Solve the problem graphically:

min 4x1 − 3x2


subject to 2x1 + x2 + x3 = 10
x1 + x2 + x4 = 7
2x1 + 3x2 − x5 = 12
xi ≥ 0, i = 1, . . . , 5

13. Find all basic solutions of the following systems and classify them as degenerate/non-degerate:
(a) x1 + 2x2 + 3x3 + 4x4 = 7, 2x1 + x2 + x3 + 2x4 = 3.
(b) 8x1 + 6x2 + 12x3 + x4 + x5 = 6, 9x1 + x2 + 2x3 + 6x4 + 10x5 = 11

14. Solve the following LP without using the algorithm

max z = 4x1 + 5x2 + 11x3 + 2x4 , subject to 21x1 + 7x2 − 3x3 + 10x4 = 210, x1 , x2 , x3 , x4 ≥ 0.

15. Reduce the solution (2, 4, 1)T to a basic feasible solution of Ax = b, x ≥ 0 where A =
[a1 , a2 , a3 ]2×3 , a1 = (1, 1)T , a2 = (−1, 4)T , a3 = (2, 0)T , b = (0, 18)T .

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