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PROBLEMS AND SOLUTIONS 295 and with the added condition that each of the variables xu and xi takes on only the values of 0 or 1. If one ignores this last 0-1 condition and solves the problem as though it were a linear programming problem, then one will find that very often (but not always) an optimal extreme point solution to this linear programming problem will in fact be a 0-1 extreme point [2]. suspect that this is due to the fact that most of the extreme points of the polyhedron determined by constraints (1) are in fact 0-1 extreme points, but I cannot prove this. This in turn suggests the following prob- lems" 1. What are the smallest n and k for which there exists a linear programming problem of the above form which will have only non-0-1 optimal extreme point solutions? 2. Can the non-0-1 extreme points of polyhedrons determined by the con- straints in (1) be characterized in any set theoretic way that would be useful in developing more efficient algorithms for solving this facility location problem? REFERENCES [1] C. REVELLE AND R. SWAIN, Central facilities location, Geographical Analysis, 2(1970), Jan. [2] C. REVELLE, D. MARKS AND J. C. LIEBMAN, An analysis ofprivate andpublic sector location models, Management Sci., 16 (1970), pp. 6292-6307. Problem 76-8, A Matrix Inequality, by W. ANDERSON, JR. and G. TRAPP (West Virginia University). Let A and B be Hermitian positive definite (HD) matrices. Write A _>_ B if A B is HD. Show that A -1 + B -1 _>_ 4(A + B) -1. Problem 76-9*, A Matrix Stability Problem, by S. VENIT (California State Univer- sity at Los Angeles). Let be a real, square matrix of order 2n, partitioned into four n x n blocks. Assume that I and 0 are the identity and null matrices (of order n), respectively, and that the only nonzero elements of B and C are given by bi 2rj/(1 + 2r) when li -Jl 1, and cij (1 2r)/(1 + 2rj) when j (i,j 1, 2,..., n), where the rj are arbitrary positive numbers. Show either that the spectral radius of P is less than 1 for all positive integers n, or find a counterexample. This problem arose in considering the matrix stability of a DuFort-Frankel- type difference scheme. See Numerical Methods for Partial Differerential Equations, by W. F. Ames, Barnes and Noble, New York, 1969. In this reference, the author shows that the spectral radius is less than 1 in the special case when all rj are equal. Downloaded 11/30/14 to 129.120.242.61. Redistribution subject to SIAM license or copyright; see http://www.siam.org/journals/ojsa.php

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Page 1: A Matrix Stability Problem

PROBLEMS AND SOLUTIONS 295

and with the added condition that each of the variables xu and xi takes on onlythe values of 0 or 1.

If one ignores this last 0-1 condition and solves the problem as though it werea linear programming problem, then one will find that very often (but not always)an optimal extreme point solution to this linear programming problem will infact be a 0-1 extreme point [2]. suspect that this is due to the fact that most of theextreme points of the polyhedron determined by constraints (1) are in fact 0-1extreme points, but I cannot prove this. This in turn suggests the following prob-lems"

1. What are the smallest n and k for which there exists a linear programmingproblem of the above form which will have only non-0-1 optimal extremepoint solutions?

2. Can the non-0-1 extreme points of polyhedrons determined by the con-straints in (1) be characterized in any set theoretic way that would be usefulin developing more efficient algorithms for solving this facility locationproblem?

REFERENCES

[1] C. REVELLE AND R. SWAIN, Centralfacilities location, Geographical Analysis, 2(1970), Jan.[2] C. REVELLE, D. MARKS AND J. C. LIEBMAN, An analysis ofprivate andpublic sector location models,

Management Sci., 16 (1970), pp. 6292-6307.

Problem 76-8, A Matrix Inequality, by W. ANDERSON, JR. and G. TRAPP (WestVirginia University).

Let A and B be Hermitian positive definite (HD) matrices. Write A _>_ B ifA B is HD. Show that

A -1 + B -1 _>_ 4(A + B)-1.

Problem 76-9*, A Matrix Stability Problem, by S. VENIT (California State Univer-

sity at Los Angeles).

Let

be a real, square matrix of order 2n, partitioned into four n x n blocks. Assumethat I and 0 are the identity and null matrices (of order n), respectively, and thatthe only nonzero elements of B and C are given by bi 2rj/(1 + 2r) whenli -Jl 1, and cij (1 2r)/(1 + 2rj) when j (i,j 1, 2,..., n), where therj are arbitrary positive numbers.

Show either that the spectral radius of P is less than 1 for all positive integersn, or find a counterexample.

This problem arose in considering the matrix stability of a DuFort-Frankel-type difference scheme. See Numerical Methodsfor Partial Differerential Equations,by W. F. Ames, Barnes and Noble, New York, 1969. In this reference, the authorshows that the spectral radius is less than 1 in the special case when all rj areequal.

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