Linear Optimization Homework 4
2016210557 Lu Xindi
October 19, 2016
Chapter 3, Problem 1
Proof:
Let P = cfw_x|Ax = b, x > 0 and Q = cfw_d|Ad = 0, di > 0, i Z. Assume
that x is a feasible solution to the problem of minimizing cT x over the polyhedron P . T

Linear Optimization Homework 6
2016210557 Xindi Lu
October 29, 2016
Problem List: Chapter 4, Exercise 4.7
Exercise 4.7
Problem: Duality in piecewise linear convex optimization
Solution:
(a) The objective function given in the question is piecewise linear

Linear Optimization Homework 3
2016210557 Lu Xindi
October 13, 2016
1. Problem 1
Problem:
Consider the set cfw_x Rn |x1 = x2 = = xn1 = 0, 0 xn 1. Could this be the
feasible set of a problem in standard form?
Solution:
The set cannot be the feasible set of