Problems for Homework 2 - Optimization | MAT 168, Assignments of Optimization Techniques in Engineering

Material Type: Assignment; Class: Optimization; Subject: Mathematics; University: University of California - Davis; Term: Unknown 1989;

Typology: Assignments

Pre 2010

Uploaded on 07/30/2009

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MAT 168, Spring 09: HW 2 Part 3
Do problems 4.3.6, 4.3.18, and the following:
H2P3.1 Consider the regions defined by Ax =b,x0. Prove that an nonzero vector dis a
direction of unboundedness if and only if
Ad = 0, d 0.
H2P3.2 Consider S={xR3:x1x2x30}, in other words,
x1+x20
x2+x30
xi0.
(i) Prove that if xSthen αx Sfor all α0.(A set with this property is called a
cone).
(ii) Find all linearly independent directions of unboundedness.
(iii) Show that the origin is the only extreme point.
Remark: This problem is true for S={xR3:x1x2 · · · xn0}for any
positive integer n.

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MAT 168, Spring 09: HW 2 Part 3

Do problems 4.3.6, 4.3.18, and the following:

H2P3.1 Consider the regions defined by Ax = b, x ≥ 0. Prove that an nonzero vector d is a direction of unboundedness if and only if Ad = 0, d ≥ 0.

H2P3.2 Consider S = {x ∈ R^3 : x 1 ≥ x 2 ≥ x 3 ≥ 0 }, in other words,

−x 1 + x 2 ≤ 0 −x 2 + x 3 ≤ 0 xi ≥ 0. (i) Prove that if x ∈ S then αx ∈ S for all α ≥ 0. (A set with this property is called a cone). (ii) Find all linearly independent directions of unboundedness. (iii) Show that the origin is the only extreme point. Remark: This problem is true for S = {x ∈ R^3 : x 1 ≥ x 2 ≥ · · · ≥ xn ≥ 0 } for any positive integer n.