% CS Final Exam Solutions - Sunday May 10, 1998 >> %%%%%%%%%%%%%%%%%%%%%%%%%%%%% Problem 1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%% >> Q=[1 -1;-1 1];p=[-1;1];A=[1 -1];b=[-1]; >> M=[Q -A';A zeros(1,1)];q=[p;-b]; >> H=lemketbl(M,q); z1=x1 z2=x2 z3=u 1 -------------------------------------------- w1= | 1.0000 -1.0000 -1.0000 -1.0000 w2= | -1.0000 1.0000 1.0000 1.0000 w3= | 1.0000 -1.0000 0.0000 1.0000 >> H=addcol(H,ones(3,1),'z0',4); z1 z2 z3 z0 1 ------------------------------------------------------- w1= | 1.0000 -1.0000 -1.0000 1.0000 -1.0000 w2= | -1.0000 1.0000 1.0000 1.0000 1.0000 w3= | 1.0000 -1.0000 0.0000 1.0000 1.0000 >> H=ljx(H,1,4); z1 z2 z3 w1 1 ------------------------------------------------------- z0= | -1.0000 1.0000 1.0000 1.0000 1.0000 w2= | -2.0000 2.0000 2.0000 1.0000 2.0000 w3= | 0.0000 0.0000 1.0000 1.0000 2.0000 >> H=ljx(H,1,1); z0 z2 z3 w1 1 ------------------------------------------------------- z1= | -1.0000 1.0000 1.0000 1.0000 1.0000 w2= | 2.0000 0.0000 0.0000 -1.0000 0.0000 w3= | -0.0000 0.0000 1.0000 1.0000 2.0000 >> >> %Complementary tableau! x1=z1=1; x2=z2=0; u=z3=0 >> %Minimum value= -0.5 >> %In fact quadratic function has an unconstrained min on: {x | x1-x2-1=0} >> %So solution set of QP is: {x | x1-x2-1=0, x1 >= 0} >> %%%%%%%%%%%%%%%%%%%%%%%%%%%%% Problem 2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%% >> % min x3 subject to: -x3=> % -x3==0 >> A=[1 1 1;1 -1 1;-1 -1 1;-1 1 1];b=[0 2 0 -2]';c=[0 0 1]'; >> H=totbl(A,b,c); x1 x2 x3 1 -------------------------------------------- x4= | 1.0000 1.0000 1.0000 -0.0000 x5= | 1.0000 -1.0000 1.0000 -2.0000 x6= | -1.0000 -1.0000 1.0000 -0.0000 x7= | -1.0000 1.0000 1.0000 2.0000 -------------------------------------------- z= | 0.0000 0.0000 1.0000 0.0000 >> %Dual feasible so use dual simplex! >> H=ljx(H,2,1); x5 x2 x3 1 -------------------------------------------- x4= | 1.0000 2.0000 0.0000 2.0000 x1= | 1.0000 1.0000 -1.0000 2.0000 x6= | -1.0000 -2.0000 2.0000 -2.0000 x7= | -1.0000 0.0000 2.0000 0.0000 -------------------------------------------- z= | 0.0000 0.0000 1.0000 0.0000 >> H=ljx(H,3,3); x5 x2 x6 1 -------------------------------------------- x4= | 1.0000 2.0000 0.0000 2.0000 x1= | 0.5000 0.0000 -0.5000 1.0000 x3= | 0.5000 1.0000 0.5000 1.0000 x7= | 0.0000 2.0000 1.0000 2.0000 -------------------------------------------- z= | 0.5000 1.0000 0.5000 1.0000 >> %Optimal tableau! Solution: x1=1, x2=0, min=z=x3=1 >> %%%%%%%%%%%%%%%%%%%%%%%%%%%%% Problem 3 %%%%%%%%%%%%%%%%%%%%%%%%%%%%% >> %(a) False. Because x-bar is feasible for the second LP, >> %since: Bx >= Ax >= b >= d for Ax >= b, x>=0. Hence: beta =< alpha >> %(b) False. Because minimum value could be positive. Counterexample: >> %M=[0 1;0 1];q=[-1;0]; >> %min {z1*(z2-1)+z2^2 s.t. z2-1>=0, z2>=0,z1>=0,z2>=0}>0 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% End%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%