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Consider the following linear programming problem: min x1 x2 3x3 − x4 s.t. — 2x1 − x2 − x4 ≤ −6 x1 x2 x3 + 2x4 <4 x1, x2, x3, x4 ≥ 0. (i) Write an equivalent formulation of this problem, to which the primal-dual algorithm can be applied. (ii) Write out the dual problem to the problem, which you formulated in (i). (iii) Solve the problem, which you formulated in (i), by the primal-dual algorithm using the dual feasible solution π = (0, -3). Write a full record of each iteration.

Consider the following linear programming problem: min x1 x2 3x3 − x4 s.t. — 2x1 − x2 − x4 ≤ −6 x1 x2 x3 + 2x4 <4 x1, x2, x3, x4 ≥ 0. (i) Write an equivalent formulation of this problem, to which the primal-dual algorithm can be applied. (ii) Write out the dual problem to the problem, which you formulated in (i). (iii) Solve the problem, which you formulated in (i), by the primal-dual algorithm using the dual feasible solution π = (0, -3). Write a full record of each iteration.

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter9: Systems Of Equations And Inequalities
Section9.3: Systems Of Inequalities
Problem 13E
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Consider the following linear programming problem: min x1 x2 3x3 − x4 s.t. — 2x1 − x2 − x4 ≤ −6 x1 x2 x3 + 2x4 <4 x1, x2, x3, x4 ≥ 0. (i) Write an equivalent formulation of this problem, to which the primal-dual algorithm can be applied. (ii) Write out the dual problem to the problem, which you formulated in (i). (iii) Solve the problem, which you formulated in (i), by the primal-dual algorithm using the dual feasible solution π = (0, -3). Write a full record of each iteration.
Transcribed Image Text:Consider the following linear programming problem: min x1 x2 3x3 − x4 s.t. — 2x1 − x2 − x4 ≤ −6 x1 x2 x3 + 2x4 <4 x1, x2, x3, x4 ≥ 0. (i) Write an equivalent formulation of this problem, to which the primal-dual algorithm can be applied. (ii) Write out the dual problem to the problem, which you formulated in (i). (iii) Solve the problem, which you formulated in (i), by the primal-dual algorithm using the dual feasible solution π = (0, -3). Write a full record of each iteration.
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