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