Question: Exercise 6 . 4 Consider a linear programming problem of the form minimize cjx 1 + c 2 x 2 coy X 1 subject to

Exercise 6.4 Consider a linear programming problem of the form minimize cjx1+c2x2 coy X1 subject to 0 D F2 Di 0F x, x220. We will develop two different ways of decomposing this problem 262 Chap. Large scale optimization (a) Form the dual problem and explain how Dantzig-Wolfe decomposition carn 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 Fiy 2 b and D2x2+ F2> b2, together with a constraint relating y, to y2. Discuss how to apply Dantzig-Wolfe decomposition and describe the structure of the subproblems solved during a typical iteration

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