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Unformatted text preview: . 000001 .) (c) (10 points) or what values of is the solution you found in ( b ) feasible? (d) (10 points) or what values of is the solution you found in ( b ) optimal? 2. (40 points) In the previous question you solved the following LP: maximize 3 x 1 + 2 x 2 + 4 x 3 subject to x 1 + x 2 + 2 x 3 4 2 x 1 + 3 x 3 5 2 x 1 + x 2 + 3 x 3 7 x 1 , x 2 , x 3 . The dual of this poblem is: minimize 4 y 1 + 5 y 2 + 7 y 3 subject to y 1 + 2 y 2 + 2 y 3 3 y 1 + y 3 2 2 y 1 + 3 y 2 + 3 y 3 4 y 1 , y 2 , y 3 . 1 (a) (25 points) Now take the dual of the dual problem (Frst transform it into canonical form, then take the dual). Transform your answer, if necessary, into canonical form. (b) (15 points) Recall how we derived the dual, by considering how to construct upper bounds on the objective value of the primal. Can you explain your result of ( a ) in this light? 2...
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This note was uploaded on 12/25/2009 for the course ENGRI 1101 at Cornell University (Engineering School).
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