Write the general dual problem associated with the given LP. (Do not transform or rewrite the primal problem before writing the general dual) Maximize –4x1 + 2x2 Subject To 4x1 + x2 + x3 = 20 2x1 – x2 ≥ 6 x1 – x2 + 5x3 ≥ –5 –3x1 + 2x2 + x3 ≤ 4 x1 ≤ 0, x2 ≥ 0, x3 unrestricted
Question 1:
1A. Write the general dual problem associated with the given LP.
(Do not transform or rewrite the primal problem before writing the general dual)
Maximize –4x1 + 2x2
Subject To
4x1 + x2 + x3 = 20
2x1 – x2 ≥ 6
x1 – x2 + 5x3 ≥ –5
–3x1 + 2x2 + x3 ≤ 4
x1 ≤ 0, x2 ≥ 0, x3 unrestricted
1B. Given the following information for a product-mix problem with three products and three resources.
Primal Decision Variables: x1 = number of unit 1 produced; x2 = # of unit 2 produced; x3 = # of unit 3 produced
Primal Formulation: Dual Formulation:
Max Z (Rev.) = 25x1 + 30x2 + 20x3 Min W = 50π1 + 20π2 +25π3
Subject To 8x1 + 6x2 + x3 ≤ 50 (Res. 1 constraint) Subject To 8π1 + 4π2 +2π3≥ 25
4x1 + 2x2 + 3x3 ≤ 20 (Res. 2 constraint) 6π1 + 2π2 +π3 ≥ 30
2x1 + x2 + 2x3 ≤ 25 (Res. 3 constraint) π1 + 3π2 +2π3≥ 20
x1, x2, x3 ≥ 0 (Nonnegativity) π1, π2, π3 ≥ 0
Optimal Solution:
Optimal Z = Revenue = $268.75
x1 = 0 (Number of unit 1) Dual Var. Optimal Value = 22.5 (Surplus variable in 1st dual constraint)
x2 = 8.125 (Number of unit 2) Dual Var. Optimal Value = 0 (Surplus variable in 2nd dual constraint)
x3 = 1.25 (Number of unit 3) Dual Var. Optimal Value = 0 (Surplus variable in 3rd dual constraint)
Resource Constraints:
Resource 1 = 0 leftover units Dual Var. Optimal Value = 3.125 = π1
Resource 2 = 0 leftover units Dual Var. Optimal Value = 5.625 = π2
Resource 3 = 14.375 leftover units Dual Var. Optimal Value = 0 = π3
1Bi. What is the fair-market price for one unit of Resource 3?
1Bii. What is the meaning of the surplus variable value of 22.5 in the 1st dual constraint with respect to the primal problem?
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