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A university mathematics homework assignment focusing on linear programming. Students are required to solve various problems, including graphically representing and finding extreme points of feasible regions, converting linear programs to standard form, and determining directions of unboundedness.
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Math 164: Homework #4, due on Wednesday, April 29, 2009
[1] Solve the following linear program graphically:
maximize z = 6x 1 − 3 x 2 , subject to
2 x 1 + 5x 2 ≥ 10 , 3 x 1 + 2x 2 ≤ 40 , x 1 , x 2 ≤ 15.
[2] Convert the following linear program to standard form:
minimize z = x 1 − 5 x 2 − 7 x 3 , subject to
5 x 1 − 2 x 2 + 6x 3 ≥ 5 3 x 1 + 4x 2 − 9 x 3 = 3 7 x 1 + 3x 2 + 5x 3 ≤ 9 x 1 ≥ − 2 , x 2 , x 3 free.
[3] Consider the system of linear constraints
2 x 1 + x 2 ≤ 100 , x 1 + x 2 ≤ 80 , x 1 ≤ 40 , x 1 , x 2 ≥ 0.
(a) Write this system in standard form, and determine all the basic solu- tions (feasible and infeasible). (b) Determine the extreme points of the feasible region (corresponding to both the standard form, as well as the original version).
[4] Consider a linear program with the constraints in standard form:
{Ax = b, x ≥ 0 }.
Prove that if d 6 = 0 satisfies Ad = 0 and d ≥ 0, then d is a direction of unboundedness.
[5] Consider the linear program: minimize z = − 5 x 1 − 7 x 2 , subject to
− 3 x 1 + 2x 2 ≤ 30 − 2 x 1 + x 2 ≤ 12 x 1 , x 2 ≥ 0. (a) Draw a graph of the feasible region (b) Determine the extreme points of the feasible region (c) Determine two linearly-independent directions of unboundedness. (b) Convert the linear program to standard form and determine two linearly-independent directions of unboundedness for this version of the prob- lem. Verify that the directions of unboundedness satisfy Ad = ~0 and d ≥ ~0.