Solve using SIMPLEX METHOD.

Solution using CPLEX:

// solution (unbounded) with objective 17 // Quality Incumbent solution: // MILP objective 1.7000000000e+01 // MILP solution norm |x| (Total, Max) 1.50000e+01 - 7.00000e+00 // MILP solution error (Ax=b) (Total, Max) 0.00000e+00 - 0.00000e+00 // MILP x bound error (Total, Max) 0.00000e+00 - 0.00000e+00 // MILP x integrality error (Total, Max) 0.00000e+00 - 0.00000e+00 // MILP slack bound error (Total, Max) 0.00000e+00 - 0.00000e+00 //

x1 = 2; x2 = -7; x3 = 3; x4 = 3;

maximize subject to 3x + x + 4x3 + 2x4 x + 4x + 3x3 + 3x4 X + 3x x3 + x2 2 -2 3 3 0