(a) maximize subject to - 2x₁ + x₂ F₁-x₂ ≤ 1, 2x1 - x₂ ≥ 1, 2x1 + 2x₂ ≥ 4, I1, I2 20

Practical Management Science
6th Edition
ISBN:9781337406659
Author:WINSTON, Wayne L.
Publisher:WINSTON, Wayne L.
Chapter7: Nonlinear Optimization Models
Section7.7: Portfolio Optimization Models
Problem 41P
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1. For each of the following programs:
(a)
Transform the program into standard equation form.
List all basic feasible solutions of your standard equation form program. You
should give the values for both the original decision variables and the slack
variables in each of these basic feasible solutions.
maximize
subject to
- 2x1 + x₂
x₁ - x₂ ≤ 1,
2x1 - x₂ ≥ 1,
2x1 + 2x2 ≥ 4,
I1, I2 ≥ 0
Transcribed Image Text:1. For each of the following programs: (a) Transform the program into standard equation form. List all basic feasible solutions of your standard equation form program. You should give the values for both the original decision variables and the slack variables in each of these basic feasible solutions. maximize subject to - 2x1 + x₂ x₁ - x₂ ≤ 1, 2x1 - x₂ ≥ 1, 2x1 + 2x2 ≥ 4, I1, I2 ≥ 0
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