Consider an arbitrary program in standard equation form: maximise cTx subject to Ax = b, Show that if y and z are two different optimal solutions to this program, then 1) every convex combination of y and z is also an optimal solution of the program. 2) Consider two vectors y and z with y z and consider two values 0 E [0, 1] and O e [0, 1] with 0 0. Show that dy + (1-0)z 0'y + (1 – 0')z. In other words, every distinct way of choosing the value A E [0, 1] gives a distinct convex combination Ay + (1- )z. Hint: let a = Oy + (1-0)z and b 0'y + (1 0')z, then consider a b. 3) Using the result from parts (a) and (b), show that every linear program has either 0, 1, or infinitely many optimal solutions.

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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Consider an arbitrary program in standard equation form:
maximise
cTx
subject to Ax = b,
x 2 0
Show that if
1)
and z are two different optimal solutions to this program, then
every convex combination of y and z is also an optimal solution of the program.
2) Consider two vectors y and z with y z and consider two values 0 E [0, 1
and 0 e [0, 1] with 0 0. Show that Oy + (1 – 0)z 0'y + (1 – 0')z. In
other words, every distinct way of choosing the value A E [0, 1] gives a distinct
convex combination Ay + (1 – A)z.
Hint: let a = Oy + (1-0)z and b 0'y + (1- 0)z, then consider a -
3) Using the result from parts (a) and (b), show that every linear program has
either 0, 1, or infinitely many optimal solutions.
Transcribed Image Text:Consider an arbitrary program in standard equation form: maximise cTx subject to Ax = b, x 2 0 Show that if 1) and z are two different optimal solutions to this program, then every convex combination of y and z is also an optimal solution of the program. 2) Consider two vectors y and z with y z and consider two values 0 E [0, 1 and 0 e [0, 1] with 0 0. Show that Oy + (1 – 0)z 0'y + (1 – 0')z. In other words, every distinct way of choosing the value A E [0, 1] gives a distinct convex combination Ay + (1 – A)z. Hint: let a = Oy + (1-0)z and b 0'y + (1- 0)z, then consider a - 3) Using the result from parts (a) and (b), show that every linear program has either 0, 1, or infinitely many optimal solutions.
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