Question: 1 1 i ) Consider the problem: max, z = x 1 + 3 x 2 s . t . x 1 - 2 x
i Consider the problem:
max,
a Draw the feasible region, clearly indicating the constraints, slack variables associated with
each constraint, and normal to the objective function at the origin.
b Solve the problem graphically. Show the contours of the objective function at the optimum.
c Solve the problem using the tabular form of the simplex method and write down the basis
matrix and its inverse at each iteration.
ii For the linear program in part i associate dual variables to each constraint, and write the
corresponding dual formulation.
a Solve this dual problem using the twophase method.
b Verify that the optimal objective function value obtained in part i and iia are the
same and show that the optimal values of the dual variables can be obtained from the
simplex tableau of part i
c Write the KKT conditions for the linear program in part i and determine the optimal
values to the primal and dual problems by solving the KKT conditions.
d Verify that the optimal solutions to the primal and dual problems can be obtained directly
from the KKT conditions.
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