请教一个简单的不等式问题
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作者:香陵居士 (等级:16 - 好恐怖呀,发帖:22662) 发表:2007-08-31 16:06:33  楼主  关注此帖评分:
请教一个简单的不等式问题
由对赌博的思考引起的关于线性不等式组的问题。

对于一个线性不等式组
AX > B                      (1)
其中X = [x1 x2 ... xn]T, A(n*n),B(1*n)为确定的实矩阵。

1。任意给定向量 K = [k1 k2 ... kn],如何确定MX的符号
2。对于向量 L = [l1(t) l2(t) ... ln(t)]T,其中ln(t)=ln1 x + ln2 (ln1, ln2是确定的实数),如何确定满足(1)的t的范围。
3。一般情况,对于 M = [M1(t) M2(t) ... Mn(t)],其中 Mn(t)是关于的确定代数函数,如何确定满足(1)的t的范围。

哪位知道要解决这三个问题应该阅读哪些方面的书籍?谢谢!
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Yeah!
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作者:香陵居士 (等级:16 - 好恐怖呀,发帖:22662) 发表:2007-08-31 18:18:46  2楼
please explain your notation1。任意给定向量 K = [k1 k2 ... kn],如何确定MX的符号 how is K related to MX 2。对于向量 L = [l1(t) l2(t) ... ln(t)]T,其中ln(t)=ln1 x + ln2 (ln1, ln2是确定的实数),如何确定满足(1)的t的范围。 how is L related to equation (1), and what is T here? 3。一般情况,对于 M = [M1(t) M2(t) ... Mn(t)],其中 Mn(t)是关于的确定代数函数,如何确定满足(1)的t的范围。 please explain "Mn(t)是关于的确定代数函数"
Sorry... so many typos...
1. MX Should be KX

2. Substitute X with L, we get a group of linear inequations for t only. (Should be ln(t) = ln1 t + ln2). t is an real variable.

3. Mn(t) will be some function regarding to t but no longer polynomial or linear, like exp(t) + 2sin(t), or t^5 + ln(t)....
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作者:香陵居士 (等级:16 - 好恐怖呀,发帖:22662) 发表:2007-09-06 15:05:59  3楼
i'm still confusedyour number 3 has this function M, but your equation does not contain M, what are you talking about?
It simply says if each element of X is a function of variable t
What will be the range of t which makes AX > B
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作者:香陵居士 (等级:16 - 好恐怖呀,发帖:22662) 发表:2007-09-06 22:34:44  4楼
i meandoes A has that kind of property? if it does, it is still sovable...
I do understand what you mean but what's tricky here is that
AX > B
is not equivalent to
X > A^-1 * B
even if A is PD.

Since a > b , c > d => a + c > b + d but not vice versa.
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作者:香陵居士 (等级:16 - 好恐怖呀,发帖:22662) 发表:2007-09-07 02:00:47  5楼
if A is positive definite, then Ax > B eq to x > A^-1 B
... Can you prove that?
Note what I said, for equation: if a = b then c = d <=> a+b=c+d
but for inequation, if a > b then c > d => a+b > c+d but a+b > c+d (not =>) c > d

A simple counterexample:
A = [ 1 1 ; 1 2] is PD B = [2;3] and
AX > B (1)
But we can't say
X > A^-1 * b = [1;1] (2)

Since obviously x1 = 0, x2 = 3 fits (1) but not (2)

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作者:香陵居士 (等级:16 - 好恐怖呀,发帖:22662) 发表:2007-09-08 00:19:07  6楼
... Can you prove that?Note what I said, for equation: if a = b then c = d a+b=c+d but for inequation, if a > b then c > d => a+b > c+d but a+b > c+d (not =>) c > d A simple counterexample: A = [ 1 1 ; 1 2] is PD B = [2;3] and AX > B (1) But we can't say X > A^-1 * b = [1;1] (2) Since obviously x1 = 0, x2 = 3 fits (1) but not (2)
As I described
x1 + x2 > 2
x1 + 2x2 > 3

is expressed as AX > B, where A = [ 1 1 ; 1 2 ]; B = [2 3]T

Maybe it is a formal notation but I just would like to solve the problem.
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作者:香陵居士 (等级:16 - 好恐怖呀,发帖:22662) 发表:2007-09-08 09:29:24  7楼
... Can you prove that?Note what I said, for equation: if a = b then c = d a+b=c+d but for inequation, if a > b then c > d => a+b > c+d but a+b > c+d (not =>) c > d A simple counterexample: A = [ 1 1 ; 1 2] is PD B = [2;3] and AX > B (1) But we can't say X > A^-1 * b = [1;1] (2) Since obviously x1 = 0, x2 = 3 fits (1) but not (2)
Thanks, but the most important thing is
Geometrical method is useful but limited to 3 variables (and for 3 variables it is not so obvious to see it). Thus some analytical or at least numerical solution is needed.
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