asst9 - (c) Use AMPL to solve the dual problem. (d) Verify...

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ORIE 3300/5300 ASSIGNMENT 9 Fall 2010 Individual work. Due: 3 pm, Friday November 12. Consider the following linear programming problem. maximize 11 x 1 - 3 x 2 + 2 x 3 - 8 x 4 - 12 x 5 subject to - x 1 + 3 x 2 - 2 x 3 + 4 x 4 + 2 x 5 10 - 2 x 1 - x 2 + 3 x 3 + 2 x 4 + x 5 = 6 3 x 1 - x 2 + 2 x 3 - 2 x 4 - 3 x 5 = - 7 x 1 free , x 2 , x 3 , x 4 , x 5 0 . (a) Use AMPL to solve this problem. (b) Write down the dual problem.
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Unformatted text preview: (c) Use AMPL to solve the dual problem. (d) Verify by hand calculation (without using the simplex method) that AMPL has found a correct optimal solution of the original problem. Justify your verification. 1...
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This note was uploaded on 11/11/2010 for the course ORIE 3300 at Cornell University (Engineering School).

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