Homework Assignment 2 Questions - Mathematical Programming | MATH 171A, Assignments of Mathematics

Material Type: Assignment; Class: Mathematical Programming; Subject: Mathematics; University: University of California - San Diego; Term: Spring 2010;

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Math 171A Homework Assignment # 2
Instructor: Jiawang Nie
Assigned Date: January 13, 2010 Due Date: January 20, 2010
1. (8 points) Consider the feasible set Fdefined by the following constraints
x1+x24, x1+ 3x26,6x1x218,3x26, x1 1.
(a) Express Fin the standard form Ax b. Write down Aand bexplicitly.
(b) Draw the set Fgraphically in the plane, and find all the corner points of F.
(c) Solve the following LP
minimize 2x13x2
subject to Ax b
where Aand bare 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 αalong the direction
p= (1,2) emanating from the point ¯x.
2. (8 points) Consider the linear system Ax =bwhere
A=
32126
3 3 6 0 3
66 0 1 0
, b =
6
0
5
.
(a) Determine the rank of A. Is the system Ax =bcompatible?
(b) List all the submatrices of Athat 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?
3. (4 points) Consider the linear system Ax =bwhere
A=
3 3 6
23 6
1 6 0
2 0 1
6 3 0
, b =
4
3
1
1
5
.
(a) Determine the rank of A and check if Ax =bis 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.
1

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Math 171A Homework Assignment # 2

Instructor: Jiawang Nie

Assigned Date: January 13, 2010 Due Date: January 20, 2010

  1. (8 points) Consider the feasible set F defined by the following constraints

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.

  1. (8 points) Consider the linear system Ax = b where

A =

, 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?

  1. (4 points) Consider the linear system Ax = b where

A =

, 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.