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Unformatted text preview: Saigal (U of M) IOE 310 2 / 1 AN EXAMPLE OF LP RELAXATION I The Problem: max z = 16 x 1 +22 x 2 +12 x 3 +8 x 4 5 x 1 +7 x 2 +4 x 3 +3 x 4 14 and in addition x j = 0 or 1 , for each j = 1 , , 4 . j c j a j Rank 1 16 5 1 2 22 7 2 3 12 4 3 4 8 3 4 The LP solution is: x 1 = 1, x 2 = 1, x 3 = 0 . 50, x 4 = 0. Saigal (U of M) IOE 310 3 / 1...
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This note was uploaded on 04/02/2008 for the course IOE 310 taught by Professor Saigal during the Spring '08 term at University of Michigan.
 Spring '08
 Saigal

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