Sai Sameer Tammana (tssameer@umich.edu), Rohan Viswanath (rohanv@umich.

edu)
HOMEWORK 6
SAI SAMEER TAMMANA, ROHAN VISWANATH
6.4) Prove that the Domain of g is a Convex Set
We Dene a Function
g : R
n
R
via
(g)
max y

b
y

A c

.
Suppose that c
j
is in the domain of g, For j = 1, 2.
Therefore there exists y
j
that are feasible for g
c
j
For any
0 < < 1, let c = c
1
+ (1 )c
2
and consider
y := y
1
+ (1 )y
2
Therefore
A(y
1
+ (1 )y
2
) c
1
+ (1 )c
2
So we can conclude that c is in the domain of g. And domain of g is a convex set .
6.5) Prove that g is a concave piecewise - linear function on its domain.
We Dene a Function
g : R
n
R
via
(g)
min c

x
Ax = b ;
x 0 .
A basis is feasible or not for g(c). Thinking about it this way , we can see that
g(c) = min {c

(A
1

b) : is a dual feasible basis }

and so g is concave piecewise-linear function , because it is the pointwise minimum of a nite number of
linear functions.
E-mail address: tssameer@umich.edu, rohanv@umich.edu
Date: November 14, 2013.
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