
Fundamentals of Differential Equations (9th Edition)
9th Edition
ISBN: 9780321977069
Author: R. Kent Nagle, Edward B. Saff, Arthur David Snider
Publisher: PEARSON
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Consider the cones
K =
= {(x1, x2, x3) | € R³ :
X3
≥√√√2x² + 3x²
M =
= {(21,22,23)
(x1, x2, x3) Є R³: x3 >
+
2
3
Prove that M = K*.
Hint: Adapt the proof from the lecture notes for finding the dual of the Lorentz cone. Alternatively, prove the
formula (AL)* = (AT)-¹L*, for any cone LC R³ and any 3 × 3 nonsingular matrix A with real entries, where
AL = {Ax = R³ : x € L}, and apply it to the 3-dimensional Lorentz cone with an appropriately chosen matrix
A.
I am unable to solve part b.
Let
M = M₁U M₂ UM3 and K
M₁ = {(x1, x2) ER²: 2 ≤ x ≤ 8, 2≤ x ≤8},
M₂ = {(x1, x2)™ € R² : 4 ≤ x₁ ≤ 6, 0 ≤ x2 ≤ 10},
M3 = {(x1, x2) Є R²: 0 ≤ x₁ ≤ 10, 4≤ x ≤ 6},
¯ = cone {(1, 2), (1,3)†} ≤ R².
(a) Determine the set E(M,K) of efficient points of M with respect to K.
(b) Determine the set P(M, K) of properly efficient points of M with respect to K.
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