homework-12-solutions

homework-12-solutions - MthSc810 Mathematical Programming...

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Unformatted text preview: MthSc810 Mathematical Programming Fall 2011, Solutions to Homework #12. Problem 1. For each of the following problems, represent on a Cartesian plane the set of points ( b 1 , b 2 ) such that the problem is bounded, infeasible, or un- bounded. P : min x 1 + x 2 x 1- x 2 = b 1 x 1 + x 2 = b 2 P : min x 1 x 1 b 1 x 1 b 2 P : min- x 1- x 2 2 x 1 + x 2 b 1 x 1 + 2 x 2 b 2 x 1 , x 2 Solutions. 1. The feasible set of P is the set of solutions of a system of two equations in two variables with invertible coefficient matrix. Hence it admits one solution regardless of b 1 , b 2 , which is also the optimal solution. Hence the problem is bounded for ( b 1 , b 2 ) R 2 . 2. Since the feasibility set is { x 1 R : b 1 x 1 b 2 } , this is a bounded nonempty interval for b 1 b 2 and the empty set for b 1 > b 2 . 3. It is easy to verify that the feasible set is never unbounded, for finite b 1 , b 2 ....
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homework-12-solutions - MthSc810 Mathematical Programming...

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