Linear Optimization (1:640:354:05)
Spring 1999, Professor Ben-Israel
Assignment 3: LP Formulation & Solution
Date: Tuesday, February 9
Due: Tuesday, February 16
This assignment has four problems, of equal weight.
1 Given any matrix A, and vectors b and
c (such that the multiplications below are defined).
- Prove: If the vectors x and y satisfy
Ax = b,   x > 0   and  
ATy > c
then
cTx < bTy
- The following fact is known as Farkas' Lemma: Given any matrix A
and vector b, the following statements are equivalent:
- The system Ax = b,   x > 0 is
consistent
- ATy > 0   implies  
bTy > 0
What part of the Farkas' Lemma follows from the special case c = 0 ?
In what follows, formulate each problem then solve it
using any software.
2 Text, p. 57, Exercise 2.
3 Text, p. 57, Exercise 4.
4 Text, p. 61, Exercise 2.
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