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    Linear programming (primal problem)

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    Consider the following linear program (primal problem):
    Minimize f(x1; x2) = 10x1 + 14x2

    subject to

    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.

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    Solution Summary

    The solution uses the simplex method to solve the dual problem.