dual - OR 320/520 Optimization I Prof Bland Motivating...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
10/18/07. Prof. Bland Motivating Linear Programming Duality Consider the following variation on the brewery problem. We wish to maximize proFt from the production of Ice Beer (product 1) and Malt Beer (product 2). Data on proFt per barrel, availability of scarce resources, and rates of consumption are given below. Scarce Resource Availability Hops 130 ounces Corn 320 pounds Malt 1120 pounds (1) Ice Beer (2) Malt Beer ProFt (dollars per barrel) 16 12 Ounces of hops per barrel of product 4 2 Pounds of corn per barrel of product 8 8 Pounds of malt per barrel of product 16 32 This give rise to the following linear programming problem (P): maximize 16 x 1 + 12 x 2 subject to: 4 x 1 + 2 x 2 130 8 x 1 + 8 x 2 320 16 x 1 + 32 x 2 1120 x 1 0 , x 2 0 . Suppose we want to get upper bounds on z * , the optimal objective function value. z = 16 x 1 + 12 x 2 1) 16 x 1 + 32 x 2 1120 (constraint on malt) z = 16 x 1 + 12 x 2 1120 since x 2 0 2) z
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Page1 / 2

dual - OR 320/520 Optimization I Prof Bland Motivating...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online