Question: DO PARTI OOOOO Geometry & Duality of the Linear Programming Consider the following primal LP problem: Maximize X1 + 2X2 -9X3 + 8X4 - 36X5

DO PARTI OOOOO Geometry & Duality of the Linear

DO PARTI OOOOO Geometry & Duality of the Linear Programming Consider the following primal LP problem: Maximize X1 + 2X2 -9X3 + 8X4 - 36X5 Subject to 2X2 X3 + X4 - 3X5 0, X2 0, X4>0, X5 > 0 (a) Write the dual of the LP above, using variables Y1, Y2, etc. (2 points) (b) Sketch the feasible region of the dual LP in 2 dimensions, and use the graphical method to find the dual optimal solution (Plot an isovalue line corresponding to the feasible solution, move the line in improving direction, find the last one touching the feasible region, and any point(s) on the intersection of the last isovalue line and feasible region are optimal solutions) (2 points) (c) Using complementary slackness conditions, write equations which must be satisfied by the optimal primal solution X* which primal variables must be zero? (4 points) . (d) Using the information in (c), determine the optimal primal solution X* (1 point). (e) Compare the optimal objective values of the primal and dual solutions (1 point)

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 General Management Questions!