Question: Consider the following ( primal ) LP model:max 3 x 1 7 x 2 + 5 x 3 ( 1 a ) s . t
Consider the following primal LP model:max xxxastxxbxxcx x xd pt Let w and w be the dual variables associated with constraints b and crespectively. Write down the dual LP model associated with the primal LP model pt Write down the optimality condition explicitly for checking whether x x x xand w w w are optimal solutions to primal LP model and the dual LP model, respectively, ie write down primal feasibility pt dual feasibility pt and complementaryslackness pt pt Let x x x x be an optimal solution to the primal LP model Supposethat we only know that x x and constraint c is binding at optimality. Given thisinformation, derive the value of w and w pt If the righthand side in constraint c changes to then now the constraintb is binding at optimality and x x Find the optimal value of this new LP
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