Question: Exercise 46. (Tutorial session) Consider a linear programming problem of the form minimize C X1 + C2 X2 + Coy subject to D1 0 F1

Exercise 46. (Tutorial session) Consider a linear
Exercise 46. (Tutorial session) Consider a linear programming problem of the form minimize C X1 + C2 X2 + Coy subject to D1 0 F1 X (0 D2 F2 X2 2 b1 b2 X1, X2 2 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 Dix, + Fly, 2 b, and D2x2 + F2y2 2 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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