47-856 Theory and Algorithms for Linear Programming
Spring 2001, Mini 3

Homework 1

Do Exercises 1-4 as indicated in the notes. Also do the following exercise:

5.
Consider a skew-symmetric LP model with

for some nonnegative a and b. What condition should a and/or bsatisfy for the IPA to be satisfied? Assuming that this condition is satisfied determine the optimal set of solutions. Also, again assuming that IPA is satisfied, determine the solution of the system (CP) given on top of p. 12 as a function of (note that a=0 is allowed). Compute the limit of as approaches zero (again, consider the case a=0).