Linear Optimization (1:640:354:05)
Spring 1999, Professor Ben-Israel
Assignment 6: Simplex Algorithm & Duality
Date: Thursday, March 11
Due: Tuesday, March 30
This assignment has three problems, of equal weight. For each problem:
- write an algebraic LP formulation, with clear
definitions of decision variables and explanations of constraints
- solve numerically (using MAPLE, EXCEL, MATLAB or whatever)
- write the optimal solution and optimal value
- write the dual problem, and give an economic interpretation
- obtain an optimal solution of the dual problem.
1 Text, p. 61, Project 2.
2 Text, p. 62, Project 3.
3 Text, p. 235, Project 3.6.
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