Muhammad Tahir EE581 Optimization Techniques

Department of Electrical Engineering Spring 2011
University of Engineering and Technology Lahore Due date: May 21, 2011
Homework 1
Problem 1: Consider a wireless broadcast system with ? transmitters. Transmitter ? broadcasts at
a power of ?
?
> 0. There are ? locations where the broadcast is to be received. The path gain from
transmitter ? to location ? is ?
??
. In other words, the power of the signal transmitted from transmitter ?
received at location ? is ?
??
?
?
. The total received power at location ? is the sum of the received powers
from all the transmitters.
Formulate the problem of finding the minimum sum of the transmit powers subject to the requirement
that the received power at each location is at least ?.
Problem 2: Consider the following Linear Programming (LP) problem
minimize ?
1
+ 3?
2
subject to ??
1
+ ??
2
≥ 2
?
1
≥ 0, ?
2
is free
What are the conditions for coefficients ? and ? to make the following Linear Programming problem
(a) feasible
(b) infeasible
(c) have multiple optimal solution
(d) have a unique optimal solution
(e) unbounded
Problem 3: Consider the following LP problem in general form
maximize 3?
1
+ 5?
2
subject to ?
1
+ 5?
2
≤ 40
2?
1
+ ?
2
≥ 20
?
1
+ ?
2
≥ 12
?
1
, ?
2
≥ 0
(a) Convert the problem to standard form LP
(b) Draw the constraints and objective function graphically
(c) Find the optimal solution using part (b) plot
(d) Modify least number of constraints, so that the problem has multiple optimal solutions
Problem 4: (a) Does every linear programming problem in standard form have a nonempty feasible set?
If yes, prove. If no, give a specific example.
(b) Does every linear programming problem in standard form (assuming a nonempty feasible set) have
an optimal solution? If yes, prove. If no, give a specific example.
Problem 5: Let ? ∈ ℜ
?
be a bounded polyhedron and let a ∈ ℜ
?
be a vector and ? be some scalar.
Define ? = {? ∈ ?∣a
?
x = ?}. Show that every extreme point of ? is either an extreme point of ? or a
convex combination of two adjacent extreme points of ?.

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