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&nbsp;<font color="#ff0000"><span style="font-size: 19px;"><math>\color{blue}\text{3. } \left( \text{20 pts} \right) \text{ Solve the following linear program, }</math></span></font>  
 
&nbsp;<font color="#ff0000"><span style="font-size: 19px;"><math>\color{blue}\text{3. } \left( \text{20 pts} \right) \text{ Solve the following linear program, }</math></span></font>  
  
<span class="texhtml">maximize − ''x''<sub>1</sub> − 3''x''<sub>2</sub> + 4''x''<sub>3</sub></span><br>  
+
<span class="texhtml">maximize &nbsp; &nbsp;&nbsp;''x''<sub>1</sub> − 3''x''<sub>2</sub> + 4''x''<sub>3</sub></span><br>  
  
<span class="texhtml"><sub></sub></span>subject to &nbsp;<math>x_{1}+2x_{2}-x_{3}=5</math>
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<span class="texhtml"><sub></sub></span>subject to &nbsp;<span class="texhtml">''x''<sub>1</sub> + 2''x''<sub>2</sub> − ''x''<sub>3</sub> = 5</span>  
  
<math>2x_{1}+3x_{2}-x_{3}=6</math>
+
<span class="texhtml">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 2''x''<sub>1</sub> + 3''x''<sub>2</sub> − ''x''<sub>3</sub> = 6</span>  
  
<math>x_{1} \text{ free, } x_{2}\geq0, x_{3}\leq0.</math>
+
&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;<math>x_{1} \text{ free, } x_{2}\geq0, x_{3}\leq0.</math>  
  
 
===== <math>\color{blue}\text{Solution 1:}</math>  =====
 
===== <math>\color{blue}\text{Solution 1:}</math>  =====
  
<math>\Rightarrow  x_{1}=5-2x_{2}+x_{3}=3-\frac{3}{2}x_{2}+\frac{1}{2}x_{3}</math>
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<math>\Rightarrow  x_{1}=5-2x_{2}+x_{3}=3-\frac{3}{2}x_{2}+\frac{1}{2}x_{3}</math>  
  
<math>\Rightarrow x_{2}-x_{3}=4</math>
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<math>\Rightarrow x_{2}-x_{3}=4</math>  
 +
 
 +
It is equivalent to &nbsp;&nbsp;<math>min  x_{1}+3x_{2}-4x_{3}
 +
=5-2x_{2}+x_{3}+3x_{2}-4x_{3} = x_{2}-3x_{3}+5, x_{2}\geq0, x_{3}\leq0</math>
 +
 
 +
<math>x_{2}-3x_{3}+5 = x_{2}-x_{3}-2x_{3}+5=9-2x_{3}\geq9</math>
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 +
Equicalently,&nbsp;<math>-x_{1}-3x_{2}+4x_{3}\leq-9</math>
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 +
Equality is satisfied when&nbsp;<math>x_{3}=0, x_{2} =4, x_{1}=5-2\times4=-3</math>
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 +
<math>\Rightarrow \left\{\begin{matrix}
 +
x_{1}=-3\\
 +
x_{2}=4\\
 +
x_{3}=0
 +
\end{matrix}\right.</math>
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 +
 
 +
<br>
 +
 
 +
----
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 +
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 +
 
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[[Category:ECE]] [[Category:QE]] [[Category:Automatic_Control]] [[Category:Problem_solving]]

Revision as of 13:17, 27 June 2012


ECE Ph.D. Qualifying Exam: Automatic Control (AC)- Question 3, August 2011


 $ \color{blue}\text{3. } \left( \text{20 pts} \right) \text{ Solve the following linear program, } $

maximize    − x1 − 3x2 + 4x3

subject to  x1 + 2x2x3 = 5

                  2x1 + 3x2x3 = 6

                  $ x_{1} \text{ free, } x_{2}\geq0, x_{3}\leq0. $

$ \color{blue}\text{Solution 1:} $

$ \Rightarrow x_{1}=5-2x_{2}+x_{3}=3-\frac{3}{2}x_{2}+\frac{1}{2}x_{3} $

$ \Rightarrow x_{2}-x_{3}=4 $

It is equivalent to   $ min x_{1}+3x_{2}-4x_{3} =5-2x_{2}+x_{3}+3x_{2}-4x_{3} = x_{2}-3x_{3}+5, x_{2}\geq0, x_{3}\leq0 $

$ x_{2}-3x_{3}+5 = x_{2}-x_{3}-2x_{3}+5=9-2x_{3}\geq9 $

Equicalently, $ -x_{1}-3x_{2}+4x_{3}\leq-9 $

Equality is satisfied when $ x_{3}=0, x_{2} =4, x_{1}=5-2\times4=-3 $

$ \Rightarrow \left\{\begin{matrix} x_{1}=-3\\ x_{2}=4\\ x_{3}=0 \end{matrix}\right. $




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