Linear Algebra and Its Applications · Problem 8.2.12

Linear Programming and Game Theory — Gilbert Strang

Mathematics · karmarkar-interior-point

Problem

(a) Minimize the cost cTx=5x1+4x2+8x3c^T x = 5x_1 + 4x_2 + 8x_3 on the plane x1+x2+x3=3x_1 + x_2 + x_3 = 3, by testing the vertices PP, QQ, RR, where the triangle is cut off by the requirement x≥0x \geq 0. (b) Project c=(5,4,8)c = (5, 4, 8) onto the nullspace of A=[1 1 1]A = [1\ 1\ 1], and find the maximum step ss that keeps e−sPce - sPc nonnegative.

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