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Material Type: Assignment; Class: Mathematical Programming; Subject: Mathematics; University: University of California - San Diego; Term: Spring 2010;
Typology: Assignments
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x 1 + x 2 ≥ 4 , x 1 + 3x 2 ≥ 6 , 6 x 1 − x 2 ≤ 18 , 3 ≤ x 2 ≤ 6 , x 1 ≥ − 1.
(a) Express F in the standard form Ax ≥ b. Write down A and b explicitly.
(b) Draw the set F graphically in the plane, and find all the corner points of F.
(c) Solve the following LP
minimize 2 x 1 − 3 x 2
subject to Ax ≥ b
where A and b are from part (a).
(d) Compute the residual vector r(x) for all the constraints at the point ¯x = (2, 4), and find
the constraints whose residuals would decrease after a positive step α along the direction
p = (1, −2) emanating from the point ¯x.
, b =
(a) Determine the rank of A. Is the system Ax = b compatible?
(b) List all the submatrices of A that have the same rank as A.
(c) Find two distinct basic solutions (along with the corresponding basic sets), and verify
that Ax is equal to b in each case.
(d) How many basic solutions does this linear system have?
, b =
(a) Determine the rank of A and check if Ax = b is compatible.
(b) Find two basic sets (each specifying a linearly independent subset of the rows of A), and
use them to solve Ax = b. Comment on your results.