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Unformatted text preview: MthSc810 – Mathematical Programming Fall 2011, Homework #13. Due Thursday, December 8, 2011, 6PM EDT. From the syllabus: homework will be penalized 50% for each day they are late. After two days, they will not be accepted. No exception. Problem 1. Compute G ( c ) for the following problem, where c = ( c 1 , c 2 ): min c 1 x 1 + c 2 x 2 x 1 x 2 ≥ 1 x 1 , x 2 ≥ . Solution. Since the feasible set is nonempty and unbounded, the problem is al ways feasible and, depending on c 1 and c 2 , admits a finite or an infinite optimum. Observe that there is only one extreme point, (1 , 0) (the other basic solu tions are (0 , 1) and (0 , 0), both infeasible) and two extreme rays, given by the recession cone C = { ( d 1 , d 2 ) ∈ R 2 : d 1 ≥ , d 2 ≥ , d 1 d 2 ≥ } = { ( d 1 , d 2 ) ∈ R 2 : d 2 ≥ , d 1 ≥ d 2 } , whose extreme rays are (1 , 0) and (1 , 1). For the problem to be unbounded, c ⊤ d < 0 for at least one of the two extreme rays, hence for c 1 < or c 1 + c 2 < 0. Hence for0....
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This note was uploaded on 03/14/2012 for the course MTHSC 810 taught by Professor Staff during the Fall '08 term at Clemson.
 Fall '08
 Staff
 Math

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