Complementary slackness and duality, Programming Languages

Consider the following LP problem:

min x1 +3x2 +x3 -x4

s.t. x1 +x2 +x3 +x4 ≥ 0

x1 +x2 -x3 -x4 ≥ 1

x2, x3 ≥ 0 x1, x4 ≤ 0.

1. Unique primal-dual solutions.

  • Find a feasible solution (by trying a few guesses) and compute its associated value of the objective function, zprimal.
  • Write the dual.
  • Find a feasible solution to the dual (just pick one) and compute its associated value of the objective function, zdual, and check, according to weak duality, that it is not less than zprimal.
  • Solve the dual through the graphical method.
  • After finding the optimal value of the dual variables, use complementary slackness to find the optimal value of the primal variables.
  • Solve both primal and dual problems in AMPL. Print out the solutions.
Posted Date: 3/25/2013 2:32:18 AM | Location : United States







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