Duality - EMSE 154-254 Linear programming Sensitivity...

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EMSE 154-254 . Instructor: Hernan Abeledo 1 Linear programming – Sensitivity Analysis and Duality Theory See XPRESS model ABCD and output. model "ABCD" uses "mmxprs" declarations x1, x2, x3: mpvar end-declarations A:= 8*x1 + 6*x2 + x3 <= 48 B:= 4*x1 + 2*x2 + 1.5*x3 <= 20 C:= 2*x1 + 1.5*x2 + 0.5*x3 <= 8 D:= x2 <= 5 Z:= 60*x1 + 30*x2 + 20*x3 maximize(Z) writeln("Total return: " , getobjval) writeln("x1= " , getsol(x1), ", reduced cost= ", getrcost(x1)) writeln("x2= " , getsol(x2), ", reduced cost= ", getrcost(x2)) writeln("x3= " , getsol(x3), ", reduced cost= ", getrcost(x3)) end-model
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