Question: Problem 3 Consider the following linear program: Min 1 3 x 1 + 1 0 x 2 + 6 x 3 St . 5 x
Problem
Consider the following linear program:
Min xxx
Stx xx
x x
x
x
x
a Formulate the dual linear program
b The optimal solution of the primal is Using complementarity slackness,
find the solution to the dual linear program.
c Do the optimal objective function values of the primal and dual match?
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