Question: Consider the following linear program: max. Xn j=1 cjxj (1) subject to Xn j=1 aijxj bi , i = 1, . . . , m

Consider the following linear program:

max. Xn j=1 cjxj (1)

subject to Xn j=1 aijxj bi , i = 1, . . . , m xj 0, j = 1, . . . , n (2)

Formulate the dual of this program.

Change some of the constraints of the LP 1 into equalities. Show that the dual of this new program results in the corresponding dual variables being unconstrained.

Additionally, show that if some of the variables in LP 1 are unconstrained, then the corresponding constraints in the dual become equalities.

please give me detailed solutionthanks

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Databases Questions!