ECE 490, Week of Feb 18

\(\def\Real{\mathbb{R}}\)

Linear Programming: Guler, Chapter 6 and Matousek/Gaertner, Understanding and using linear programming.

Class notes (pretty incomplete, to be used just as a study guide), here and here.

Exercises

  • Dualize the linear program:
    \[
    \begin{array}{rl}
    x_1\to\max& \mathrm{subject\ to}\\
    x_1\leq &0\\
    x_2\leq &1\\
    x_2\geq &0\\
    \end{array}
    \]
    Solve both primal and dual programs.
  • Give an example of LP such that neither primal nor dual problems are feasible.
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