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Linear Programming
Consider the following optimization problem:
min x
s.t. x ≥ max{a1, a2, . . . , an}
Rewrite this problem as a Linear Programming Problem. What is the solution of this problem? Write the dual of this problem. From duality theory and complementary slackness give a simple formula for the optimal solution of the dual.
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Consider the following LP problem: min x 1 +3 x2 +x 3 -x 4 s.t. x 1 +x 2 +x 3 +x 4 ≥ 0 x 1 +x 2 -x 3 -x 4 ≥ 1 x 2 , x 3 ≥ 0 x 1 , x 4 ≤ 0. 1. Unique pr
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