Feasibility Region Ba8995
1. **Problem statement:**
We have the feasible region $S = \{(x_1,x_2) \in \mathbb{R}^2 : -x_1 - x_2 \leq 1, -x_1 + 2x_2 \geq 2, x_1 - x_2 \leq -1, x_1 \leq 0, x_2 \geq 0\}$ and want to analyze it graphically and solve the optimization problem $\min Z = c_1 x_1 + c_2 x_2$.
2. **Representing $S$ graphically:**
Rewrite inequalities:
- $-x_1 - x_2 \leq 1 \implies x_2 \geq -x_1 -1$
- $-x_1 + 2x_2 \geq 2 \implies 2x_2 \geq x_1 + 2 \implies x_2 \geq \frac{x_1 + 2}{2}$
- $x_1 - x_2 \leq -1 \implies x_2 \geq x_1 + 1$
- $x_1 \leq 0$
- $x_2 \geq 0$
The feasible region is the intersection of these half-planes.
3. **Find vertices (basic feasible solutions):**
Solve intersections of pairs of boundary lines that satisfy all constraints.
- Intersection of $x_1 = 0$ and $x_2 = 0$ is $(0,0)$ but check constraints:
- $-0 - 0 = 0 \leq 1$ OK
- $-0 + 2\cdot0 = 0 \geq 2$ NO (fails)
- Intersection of $x_1 = 0$ and $-x_1 + 2x_2 = 2$:
- $-0 + 2x_2 = 2 \implies x_2 = 1$
- Check other constraints:
- $-0 - 1 = -1 \leq 1$ OK
- $x_1 - x_2 = 0 - 1 = -1 \leq -1$ OK
- $x_2 \geq 0$ OK
So $(0,1)$ is feasible.
- Intersection of $-x_1 - x_2 = 1$ and $x_1 - x_2 = -1$:
From $x_1 - x_2 = -1 \implies x_1 = x_2 -1$
Substitute into $-x_1 - x_2 = 1$:
$$- (x_2 -1) - x_2 = 1 \implies -x_2 +1 - x_2 = 1 \implies -2x_2 +1 = 1 \implies -2x_2 = 0 \implies x_2 = 0$$
Then $x_1 = 0 -1 = -1$
Check other constraints:
- $-x_1 + 2x_2 = -(-1) + 0 = 1 \geq 2$ NO (fails)
- Intersection of $-x_1 - x_2 = 1$ and $-x_1 + 2x_2 = 2$:
From $-x_1 - x_2 = 1 \implies x_1 = -x_2 -1$
Substitute into $-x_1 + 2x_2 = 2$:
$$-(-x_2 -1) + 2x_2 = 2 \implies x_2 +1 + 2x_2 = 2 \implies 3x_2 +1 = 2 \implies 3x_2 = 1 \implies x_2 = \frac{1}{3}$$
Then $x_1 = -\frac{1}{3} -1 = -\frac{4}{3}$
Check $x_1 \leq 0$ OK, $x_2 \geq 0$ OK, $x_1 - x_2 = -\frac{4}{3} - \frac{1}{3} = -\frac{5}{3} \leq -1$ OK
So $\left(-\frac{4}{3}, \frac{1}{3}\right)$ is feasible.
- Intersection of $-x_1 + 2x_2 = 2$ and $x_1 - x_2 = -1$:
From $x_1 - x_2 = -1 \implies x_1 = x_2 -1$
Substitute into $-x_1 + 2x_2 = 2$:
$$-(x_2 -1) + 2x_2 = 2 \implies -x_2 +1 + 2x_2 = 2 \implies x_2 +1 = 2 \implies x_2 = 1$$
Then $x_1 = 1 -1 = 0$
Check $x_1 \leq 0$ OK, $x_2 \geq 0$ OK, $-x_1 - x_2 = -0 -1 = -1 \leq 1$ OK
So $(0,1)$ again (already found).
- Intersection of $x_1 = 0$ and $x_1 - x_2 = -1$:
$0 - x_2 = -1 \implies x_2 = 1$
Same point $(0,1)$.
- Intersection of $x_1 = 0$ and $-x_1 - x_2 = 1$:
$-0 - x_2 = 1 \implies x_2 = -1$ (not feasible since $x_2 \geq 0$)
- Intersection of $x_2 = 0$ and $-x_1 + 2x_2 = 2$:
$-x_1 + 0 = 2 \implies x_1 = -2$ (feasible since $x_1 \leq 0$)
Check other constraints:
- $-x_1 - x_2 = -(-2) - 0 = 2 \leq 1$ NO (fails)
- Intersection of $x_2 = 0$ and $x_1 - x_2 = -1$:
$x_1 - 0 = -1 \implies x_1 = -1$
Check $-x_1 - x_2 = -(-1) - 0 = 1 \leq 1$ OK
Check $-x_1 + 2x_2 = -(-1) + 0 = 1 \geq 2$ NO (fails)
**Feasible vertices found:** $(0,1)$ and $\left(-\frac{4}{3}, \frac{1}{3}\right)$.
4. **Feasible non-degenerate basic solution:**
Choose $(0,1)$ because it is a vertex where exactly two constraints are active and linearly independent.
5. **Extreme directions:**
Since $S$ is unbounded, find directions $d$ such that for any $x \in S$, $x + \lambda d \in S$ for $\lambda \geq 0$.
Check constraints for $d = (d_1, d_2)$:
- $-d_1 - d_2 \leq 0$
- $-d_1 + 2 d_2 \geq 0$
- $d_1 - d_2 \leq 0$
- $d_1 \leq 0$
- $d_2 \geq 0$
Try $d^1 = (0,1)$:
- $-0 -1 = -1 \leq 0$ OK
- $-0 + 2\cdot1 = 2 \geq 0$ OK
- $0 -1 = -1 \leq 0$ OK
- $0 \leq 0$ OK
- $1 \geq 0$ OK
So $d^1 = (0,1)$ is an extreme direction.
Try $d^2 = (-1,0)$:
- $-(-1) - 0 = 1 \leq 0$ NO (fails)
Try $d^2 = (-1, -1)$:
- $-(-1) - (-1) = 1 + 1 = 2 \leq 0$ NO
Try $d^2 = (-1, 1)$:
- $-(-1) - 1 = 1 - 1 = 0 \leq 0$ OK
- $-(-1) + 2\cdot1 = 1 + 2 = 3 \geq 0$ OK
- $-1 - 1 = -2 \leq 0$ OK
- $-1 \leq 0$ OK
- $1 \geq 0$ OK
So $d^2 = (-1,1)$ is an extreme direction.
6. **Non-extreme directions:**
Any positive linear combination of $d^1$ and $d^2$ that is not a scalar multiple of either is a non-extreme direction.
7. **Solve problem (P) with $c_1 = -2$, $c_2 = -4$:**
Minimize $Z = -2 x_1 -4 x_2$ over $S$.
Evaluate $Z$ at vertices:
- At $(0,1)$: $Z = -2\cdot0 -4\cdot1 = -4$
- At $\left(-\frac{4}{3}, \frac{1}{3}\right)$: $Z = -2 \cdot \left(-\frac{4}{3}\right) -4 \cdot \frac{1}{3} = \frac{8}{3} - \frac{4}{3} = \frac{4}{3} \approx 1.333$
Since $Z$ is smaller at $(0,1)$, the minimum is at $(0,1)$ with $Z = -4$.
Check if moving along extreme directions decreases $Z$:
- Direction $d^1 = (0,1)$: $c \cdot d^1 = -2\cdot0 -4\cdot1 = -4 < 0$ so $Z$ decreases moving along $d^1$.
- Direction $d^2 = (-1,1)$: $c \cdot d^2 = -2\cdot(-1) -4\cdot1 = 2 -4 = -2 < 0$ also decreases.
Since $Z$ decreases along extreme directions, problem is unbounded below. But $S$ restricts $x_2 \geq 0$, so check if feasible.
8. **Values for $c_1, c_2$ for (a) optimal at $x^* = (-3,2)$:**
Check if $x^* \in S$:
- $-(-3) - 2 = 3 - 2 = 1 \leq 1$ OK
- $-(-3) + 2\cdot2 = 3 + 4 = 7 \geq 2$ OK
- $-3 - 2 = -5 \leq -1$ OK
- $-3 \leq 0$ OK
- $2 \geq 0$ OK
For $x^*$ to be optimal, $c$ must satisfy:
$$c \cdot (x - x^*) \geq 0 \quad \forall x \in S$$
This means $c$ is a normal vector to supporting hyperplane at $x^*$.
Use active constraints at $x^*$ to find $c$:
Active constraints at $x^*$ are those satisfied with equality:
- $-x_1 - x_2 = 1$ at $(-3,2)$: $3 - 2 = 1$ active
- $x_1 - x_2 \leq -1$: $-3 - 2 = -5 \leq -1$ not active
- $-x_1 + 2x_2 \geq 2$: $3 + 4 = 7 \geq 2$ not active
- $x_1 \leq 0$: $-3 \leq 0$ active
- $x_2 \geq 0$: $2 \geq 0$ not active
Gradients of active constraints:
- For $-x_1 - x_2 = 1$: gradient $g_1 = (-1, -1)$
- For $x_1 \leq 0$: gradient $g_2 = (1, 0)$
$c$ must be a nonnegative combination: $c = \lambda_1 g_1 + \lambda_2 g_2$ with $\lambda_i \geq 0$.
Set $c = (c_1, c_2) = \lambda_1 (-1, -1) + \lambda_2 (1, 0) = (-\lambda_1 + \lambda_2, -\lambda_1)$.
Choose $\lambda_1 > 0$ to have $c_2 = -\lambda_1 < 0$.
Example: $\lambda_1 = 1$, $\lambda_2 = 2$ gives $c = (-1 + 2, -1) = (1, -1)$.
So $c_1 = 1$, $c_2 = -1$ is one such vector.
9. **(b) Problem impossible:**
If $S$ is empty or $c$ points away from $S$ so no minimum exists.
Since $S$ is nonempty, problem impossible if $c$ points strictly inside the recession cone with $c \cdot d < 0$ for all extreme directions $d$.
For example, if $c = (1,1)$, then $c \cdot d^1 = 1\cdot0 + 1\cdot1 = 1 > 0$, so no unbounded decrease.
If $c$ is such that no feasible $x$ minimizes $Z$, problem is impossible.
10. **(c) Bounded edge of optimal solutions with $c_1 = -2$:**
Set $c_1 = -2$ and find $c_2$ such that the objective is constant along an edge.
Check edge between $(0,1)$ and $\left(-\frac{4}{3}, \frac{1}{3}\right)$:
Vector along edge:
$$v = \left(-\frac{4}{3} - 0, \frac{1}{3} - 1\right) = \left(-\frac{4}{3}, -\frac{2}{3}\right)$$
For $Z$ constant along edge:
$$c \cdot v = 0 \implies -2 \cdot \left(-\frac{4}{3}\right) + c_2 \cdot \left(-\frac{2}{3}\right) = 0$$
$$\frac{8}{3} - \frac{2}{3} c_2 = 0 \implies \frac{2}{3} c_2 = \frac{8}{3} \implies c_2 = 4$$
So $c = (-2,4)$ gives a bounded edge of optimal solutions along that segment.
Optimal value at $(0,1)$:
$$Z = -2 \cdot 0 + 4 \cdot 1 = 4$$
At $\left(-\frac{4}{3}, \frac{1}{3}\right)$:
$$Z = -2 \cdot \left(-\frac{4}{3}\right) + 4 \cdot \frac{1}{3} = \frac{8}{3} + \frac{4}{3} = 4$$
**Final answers:**
- Feasible non-degenerate basic solution: $(0,1)$
- Extreme directions: $d^1 = (0,1)$, $d^2 = (-1,1)$
- Non-extreme directions: positive combinations of $d^1$ and $d^2$ not scalar multiples
- For $c_1 = -2$, $c_2 = -4$, minimum at $(0,1)$ with $Z = -4$
- For $x^* = (-3,2)$ optimal, $c$ must be a positive combination of gradients of active constraints, e.g. $c = (1,-1)$
- Problem impossible if $c$ points away from $S$
- For bounded edge of optimal solutions with $c_1 = -2$, set $c_2 = 4$, optimal value $Z=4$ along edge between $(0,1)$ and $\left(-\frac{4}{3}, \frac{1}{3}\right)$