# hw7 - Math 171A: Linear Programming Instructor: Philip E....

This preview shows pages 1–2. Sign up to view the full content.

Math 171A: Linear Programming Instructor: Philip E. Gill Winter Quarter 2011 Homework Assignment #7 Due Friday February 25, 2011 Starred exercises require the use of Matlab . Exercise 7.1. * Consider the linear program of minimizing c T x subject to the general in- equalities Ax b , where A = - 1 - 3 - 1 1 0 - 3 0 1 - 2 - 2 - 3 1 1 5 1 , b = - 3 - 2 - 4 - 2 - 6 and c = - 5 - 5 3 . (a) Verify that x 0 = (1, 1 3 , 1) T is a vertex. What is the active set? (b) Perform one iteration of the simplex method (Algorithm 4.2 in the text) to obtain the next iterate x 1 . Verify that x 1 is feasible and that c T x 1 < c T x 0 . What is the active set at x 1 ? Show your work. Exercise 7.2. * Consider the Diet Problem of Assignment 5.2. Starting at the point x 0 at which constraints 1, 4, 5, 6, 9 and 14 are active, perform one iteration of the simplex method (Algorithm 4.2 in the text) to obtain the next iterate x 1 . Verify that

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

## hw7 - Math 171A: Linear Programming Instructor: Philip E....

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online