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Lecture2 - LinearProgramming MS&E211 MS&E211...

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Click to edit Master subtitle style  10/2/10  MS&E 211 Linear Programming  MS&E 211
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 10/2/10  MS&E 211 The project is optional.   Also, you may choose 3-4 units independently of  project choice HOWEVER!—update—4 units w/out project = PAPER Please use FORUM for  all  non-personal questions. HW1 is available today Ask your neighbor if they want to meet up for study- group Discussion Section starts next week More Administration
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 10/2/10  MS&E 211 Definition of LP Some more examples of LPs Standard Form Converting to standard form New vocabulary: “extreme point” How to find the extreme points of the feasible region X. Today’s Agenda
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 10/2/10  MS&E 211 Minimize 1 1 1 + + 2 1 2 + ⋯+ + + + + Subject to: 11 1 1 + + 12 1 2 + ⋯+ + 11 1 1 = + 1 21 1 1 + + 22 1 2 + ⋯+ + 21 1 1 = + 2 1 1 1 + + + 2 1 2 + ⋯+ + + + + = + + 11 1 1 + + 12 1 2 + ⋯+ + 11 1 1 ≤ + 1 21 1 1 + + 22 1 2 + ⋯+ + 21 1 1 ≤ + 2 1 1 1 + + + 2 1 2 + ⋯+ + ++ + + ≤ + + LP = Linear Objective and  Constraints
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 10/2/10  MS&E 211 Sparsest Data Fitting We want to find a sparsest solution to fit exact data measurements, that is,
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