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Consider the following linear program (primal problem):
Minimize f(x1; x2) = 10x1 + 14x2
x1 + 2x2 â?¥ 3
2x1 + x2 â?¥ 4
3x1 + x2 â?¥ 2
x1, x2 â?¥ 0.
a. Set up the dual of the above linear program.
b. Use the simplex method to solve the dual problem.
c. Use your work in (b) to give an optimal solution (x¯1, x2â?¾â?¾), as well as the optimal value of the objective function f, for the primal problem.
The solution uses the simplex method to solve the dual problem.