Question: Consider a linear programming problem of the form minimize cTx1 + c, x2 + chy X1 D1 subject to 0 F1 DF ) ( X2

Consider a linear programming problem of the form

Consider a linear programming problem of the form minimize cTx1 + c, x2 + chy X1 D1 subject to 0 F1 DF ) ( X2 > bi b2 0 y X1, X2 > 0 There are two different ways of decomposing this problem. a) Form the dual problem and explain how Dantzig-Wolfe decomposition can be applied to it. What is the structure of the subproblems solved during a typical iteration? b) Rewrite the first set of constraints in the form D1X1 + F1y > b and D2X2 + F2y2 > b2, together with a constraint relating y to y2. Discuss how to ap- ply Dantzig-Wolfe decomposition and describe the structure of the subproblems solved during a typical iteration. Consider a linear programming problem of the form minimize cTx1 + c, x2 + chy X1 D1 subject to 0 F1 DF ) ( X2 > bi b2 0 y X1, X2 > 0 There are two different ways of decomposing this problem. a) Form the dual problem and explain how Dantzig-Wolfe decomposition can be applied to it. What is the structure of the subproblems solved during a typical iteration? b) Rewrite the first set of constraints in the form D1X1 + F1y > b and D2X2 + F2y2 > b2, together with a constraint relating y to y2. Discuss how to ap- ply Dantzig-Wolfe decomposition and describe the structure of the subproblems solved during a typical iteration

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