Consider the following linear program: max x1 + 2x2 s.t. x1 +x2 ≤6 x1 −x2 ≤0 −x1 + x2 ≤3 x1, x2, ≥0 (a) What is the primal optimal solution and objective value? Use Simplex to calculate this (feel free to use AMPL or other methods to verify).
Consider the following linear program: max x1 + 2x2 s.t. x1 +x2 ≤6 x1 −x2 ≤0 −x1 + x2 ≤3 x1, x2, ≥0 (a) What is the primal optimal solution and objective value? Use Simplex to calculate this (feel free to use AMPL or other methods to verify).
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Need help with this question in Linear Programming and Network Flows:
Consider the following linear program:
max x1 + 2x2
s.t. x1 +x2 ≤6
x1 −x2 ≤0
−x1 + x2 ≤3
x1, x2, ≥0
(a) What is the primal optimal solution and objective value? Use Simplex to calculate this
(feel free to use AMPL or other methods to verify).
(b) Write the dual problem.
(c) Show that shadow prices of the three constraints (in the primal problem) are a feasible
solution to dual problem (use Simplex method to conduct sensitivity analysis).
(d) What is the dual optimal objective value of this feasible solution? Verify that the dual
optimal objective value is equal to the primal objective value (show your work).
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