6 This problem shows why a dual variable y, corresponding to a z constraint in a max problem must satisfy y, < 0. a Using the rules given in the text, find the dual of max z = 3x, + x, X, + x2 s 1 s.t. X1, X2 2 0 b Transform the LP of part (a) into a normal max problem. Now use (16) and (17) to find the dual of the transformed LP. Let y, be the dual variable correspond- ing to the second primal constraint. c Show that, defining ỹ, = -y2, the dual in part (a) is equivalent to the dual in part (b).

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6 This problem shows why a dual variable y, corresponding
to a z constraint in a max problem must satisfy y, < 0.
a Using the rules given in the text, find the dual of
max z = 3x, + x,
X, + x2 s 1
s.t.
X1, X2 2 0
b Transform the LP of part (a) into a normal max
problem. Now use (16) and (17) to find the dual of the
transformed LP. Let y, be the dual variable correspond-
ing to the second primal constraint.
c Show that, defining ỹ, = -y2, the dual in part (a) is
equivalent to the dual in part (b).
Transcribed Image Text:6 This problem shows why a dual variable y, corresponding to a z constraint in a max problem must satisfy y, < 0. a Using the rules given in the text, find the dual of max z = 3x, + x, X, + x2 s 1 s.t. X1, X2 2 0 b Transform the LP of part (a) into a normal max problem. Now use (16) and (17) to find the dual of the transformed LP. Let y, be the dual variable correspond- ing to the second primal constraint. c Show that, defining ỹ, = -y2, the dual in part (a) is equivalent to the dual in part (b).
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