IEOR 4004: Optimization Models and Methods

Homework 0
Instructor: Shipra Agrawal

• The completed homework must be submitted online on gradescope (latexed, or scan/photo of hand-written
solutions).
• Please be mindful of the submission deadline. The submission link will be open for 24 hours after the deadline.
However, one percentage point (i.e., one percent of total points of this homework) will be deducted for every
2 hours of delay after the deadline.

• You are allowed to discuss the assignment with others but the write-up must be individual work. Please
clearly mention in your write-up if you have discussed the solution with someone.

Instructions specific to HW0

• HW0 is only 20 points, therefore contributes little to the final grade compared to 100 points per homework
for rest of the homeworks. Also, completing 50% of the homework correctly will grant you full credit for this
homework. However, I strongly recommend completing this homework as a preparation for the course.
• If you struggle with any of the questions, it will be a good idea to understand Chapter 2 of the textbook
Introduction to Mathematical Programming: Operations Research, Volume 1 thoroughly, or study an equiv-
alent text. Linear algebra is a pre-requisite for this course and any lack of knowledge would make it harder
for you to understand the course.
• There are 20 questions in this homework but most of them can be done in less than 5 minutes. Accordingly,
do not feel overwhelmed. If you are familiar with the basics of linear algebra, this homework should not take
much time. (I would say 4 hours is more than enough.)

• All questions in this homework are from the Introduction to Mathematical Programming: Operations Research,
Volume 1 textbook by Wayne L. Winston. (Or the fourth edition by Winson and Venkataramanan). I have
provided the corresponding Chapter and Problem number from the book for your reference.

1
Question 1 (Section2.1, problem
 1) 
1 2 3 1 2
For A = 4 5 6 and B = 0 −1, find:
7 8 9 1 2
a. −A
b. 3A
c. A + 2B
d. AT
e. B T
f. AB
g. BA

Question 2 (Section 2.1, problem 2) Only three brands of beer (beer 1, beer 2, and beer 3) are available for sale
in Metropolis. From time to time, people try one or another of these brands. suppose that at the beginning of each
month, people change the beer they are drinking according to the following rules:
30% of the people who prefer beer 1 switch to beer 2.
20% of the people who prefer beer 1 switch to beer 3.
30% of the people who prefer beer 2 switch to beer 3.
30% of the people who prefer beer 3 switch to beer 2.
10% of the people who prefer beer 3 switch to beer 1.
For i = 1, 2, 3, let xi be the number of people of prefer beer i at the beginning of this month and yi be the number
of people who prefer beer i the beginning of next month. Use matrix multiplication to relate the following
   
y1 x1
y2  , x2 
y3 x3

Question 3 (Section 2.1, problem 7) The trace of a matrix is the sumof its diagonal elements.
a. For any two matrices A and B, show that trace(A + B) = trace(A) + trace(B).
b. For any two matrices A and B for which the products AB and BA are defined show that trace(AB) =
trace(BA)

Question 4 (Section 2.2, problem 1) Use matrices to represent the following system of equations in two different
ways

x1 − x2 = 4
2x1 + x2 = 6
x1 + 3x2 = 8

Question 5 Section 2.3, problem 4 Use Gauss-Jordan method to determine whether the following linear system
of equation has no solution, a unique solution or an infinite number of solutions. Indicate the solution (if any exist).

2x1 −x2 +x3 +x4 = 6

x1 +x2 +x3 = 4

2
Question 6 (Section 2.4, problem 3) Determine if the following set of vectors is linearly independent or linearly
dependent.    
2 1
,
1 2

Question 7 (Section 2.4, problem 5) Determine if the following set of vectors is linearly independent or linearly
dependent.     
1 4 5
2 , 5 7
3 6 9

Question 8 (Section 2.5, problem 2) Use Gauss-Jordan method (aka Gaussian elimination) to find A−1 , if it
exists:  
1 0 1
A = 4 1 −2
3 1 −1

Question 9 (Section 2.5, problem 6) Use the solution of the previous problem to solve the following linear system:

x1 +x3 = 4
4x1 +x2 −2x3 = 0
3x1 +x2 −x3 = 2

Question 10 (Section 2.6, problem 1) Verify that

 
1 2 3
det 4 5 6 = 0
7 8 9
by using row 2 and row 3 cofactors.

Question 11 (Section 2.6, problem 3) A matrix is said to be upper triangular if for i > j, aij = 0. Show that
the determinant of any upper triangular 3 × 3 matrix is equal to the product of the matrix’s diagonal elements.
(This result is true for any upper triangular matrix).

Question 12 (Section 2.6 problem 2) Find

 
1 0 0 0 0
0 2 0 0 0
 
0
det  0 3 0 0
0 0 0 4 0
0 0 0 0 5

Question 13 (Review problem 1) Find all the solutions to the following linear system:

x1 +x2 = 2
x2 +x3 = 3
x1 +2x2 +x3 = 5

Question 14 (Review problem 3) Each year, 20% of all untenured State University faculty becomes tenured, 5%
quit, and 75% remain untenured. Each year, 90% of all tenured faculty remain tenured and 10% quit. let Ut be
the number of untenured
 faculty
 at the beginning
  of year t, and Tt the tenured number. Use matrix multplication
Ut+1 Ut
to relate the vector to the vector .
Tt+1 Tt

3
Question 15 (Review problem 6) The grades of two students during their last semester are shown in the following
table:
Course 1 Course 2 Course 3 Course 4
Student 1 3.6 3.8 2.6 3.4
Student 2 2.7 3.1 2.9 3.6
Courses 1 and 2 are four-credit courses and courses 3 and 4 are three-credit courses. Let GP Ai be the semester
grade point average for student i. Use matrix multiplication to express the vector
 
GP A1
GP A2

in terms of the information given in the problem.

Question 16 (Review problem 11) Use the Gauss-Jordan method (aka Gaussian elimination) to find the inverse
of the matrix:  
1 0 2
0 1 0
0 1 1

Question 17 (Review problem 13) Determine whether the set

   
 1 2 
V = 2 0
1 0
 

is a linearly independent set of vectors.

Question 18 (Review problem 15) Let  

a 0 0 0
0 b 0 0
A=
0 0 c

0
0 0 0 d

a. For what values of a, b, c, and d will A−1 exist?

b. If A−1 exists, then find it.

Question 19 (Review problem 16) Show that the following linear system has an infinite number of solutions:
    
1 1 0 0 x1 2
0 0 1 1 x2  3
   =  
1 0 1 0 x3  4
0 1 0 1 x4 1

Question 20 (Review problem 17) Before paying employee bonuses and federal taxes, a company earns profits
of $60, 000 The company pays employees a bonus equal to 5% of after-tax profits. State tax is 5% is profits (after
bonuses are paid). Finally federal tax is 40% of profits (after bonuses and state tax are paid). Determine a linear
equation system to find the amounts paid in bonuses, state tax and federal tax.