Question: max 5 x 1 + 4 x 2 The purpose of this question is to illustrate how duality theory can be used in deriving solutions
max xxThe purpose of this question is to illustrate how duality theory can be used in deriving solutions
to practical problems. Consider the following problem
min,
dots,
dots,
The above formulation can be interpreted as a model for finding the optimal production quan
tities and inventory levels that will minimize the total production and
inventory holding costs to meet demand for each period dots,
a points
stxx x
x x x
x x
a Apply the primal affine scaling algorithm to solve the same problem starting
from x and taking alpha
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