Suppose you want to solve the following LP: maxcTx: Ax≤b, but unfortunately it is infeasible (think e.g. about an inventory problem where the demand cannot be satisfied by the warehouse). Let A ∈ Rm×n. Now suppose you can “augment” your LP by buying some more slack in your problem (think e.g. of buying some of the product from other warehouses). In particular, for i = 1, . . . , m, if you want to increase the right-hand side of the i-th constraint by some value λi, you will pay diλi for some fixed number di. Suppose moreover that the right-hand side of the i-th constraint can be augmented by at most ki, for i = 1,...,m. How can you find the optimal augmentation, i.e. the one that maximizes the profit of the optimal solution of the augmented LP minus the cost for the augmentation?

Elements Of Electromagnetics
7th Edition
ISBN:9780190698614
Author:Sadiku, Matthew N. O.
Publisher:Sadiku, Matthew N. O.
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Suppose you want to solve the following LP: maxcTx: Ax≤b, but unfortunately it is infeasible (think e.g. about an inventory problem where the demand cannot be satisfied by the warehouse). Let A ∈ Rm×n. Now suppose you can “augment” your LP by buying some more slack in your problem (think e.g. of buying some of the product from other warehouses). In particular, for i = 1, . . . , m, if you want to increase the right-hand side of the i-th constraint by some value λi, you will pay diλi for some fixed number di. Suppose moreover that the right-hand side of the i-th constraint can be augmented by at most ki, for i = 1,...,m. How can you find the optimal augmentation, i.e. the one that maximizes the profit of the optimal solution of the augmented LP minus the cost for the augmentation?
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