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 Consider a linear programming problem of the form minimize cjxcx coy X subject to D F Di F x x We will develop two different ways of decomposing this problem Chap. Large scale optimization a Form the dual problem and explain how DantzigWolfe 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 b and Dx F b together with a constraint relating y to y Discuss how to apply DantzigWolfe decomposition and describe the structure of the subproblems solved during a typical iteration
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