a8 - C O350 L INEAR P ROGRAMMING - A SSIGNMENT 8 Due Date:...

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CO350 LINEAR PROGRAMMING - ASSIGNMENT 8 Due Date: Friday July 16 at 2 PM in assignment drop box 2, in front of MC4066. Please make sure that your name and student number, the course number, and the name of your instructor are clearly written on the front of your assignment, and that all pages are securely stapled. You may discuss the assignment questions with other students, but you must write your solutions up independently, and all submitted work must be your own. Exercise 1. Consider the linear program ( P ) max { c T x : Ax = b,x 0 } where A R m × n , c R n and b R m . Let B be an optimal basis for ( P ) , let x be the associated basic solution, let ± R and let d be the i th column of ( A B ) - 1 . Show that if we replace b i by b i + ± and we have x B + ±d 0 then B remains an optimal basis. Exercise 2. Consider the linear program max { c T x : Ax = b,x 0 } where A = - 3 1 0 - 1 0 1 2 0 0 1 1 - 2 7 0 1 2 0 - 3 , b = - 4 3 8 , and
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a8 - C O350 L INEAR P ROGRAMMING - A SSIGNMENT 8 Due Date:...

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