DS2010 Tutorial3
DS2010 Tutorial3
and x = [x1 x2 x3 ]T ≥ 0.
minimize x1 + x2
subject to
x1 + 2x2 ≥ 3
2x1 + x2 ≥ 3; x1 , x2 ≥ 0.
The solution to the problem is [1 1]T . Write down the dual to the problem, solve the dual using
simplex method, and verify that the duality theorem holds.
where xi ≥ 0 for i = 1, 2, 3, 4.