Paper 1, Section I, H

Optimization | Part IB, 2011

Suppose that AxbA x \leqslant b and x0x \geqslant 0 and ATycA^{T} y \geqslant c and y0y \geqslant 0 where xx and cc are nn-dimensional column vectors, yy and bb are mm-dimensional column vectors, and AA is an m×nm \times n matrix. Here, the vector inequalities are interpreted component-wise.

(i) Show that cTxbTyc^{T} x \leqslant b^{T} y.

(ii) Find the maximum value of

6x1+8x2+3x3 subject to 2x1+4x2+x3103x1+4x2+3x36x1,x2,x30\begin{aligned} 6 x_{1}+8 x_{2}+3 x_{3} \quad \text { subject to } & 2 x_{1}+4 x_{2}+x_{3} \leqslant 10 \\ & 3 x_{1}+4 x_{2}+3 x_{3} \leqslant 6 \\ & x_{1}, x_{2}, x_{3} \geqslant 0 \end{aligned}

You should state any results from the course used in your solution.

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