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! Constraint
! A(x) 0 " -A(x) 0
Feasible
solutions
x1
3 8
ECEN 687 Lecture 1 13
Unbounded
x2
Max x1+x2
Feasible
solutions
x1
x1
25 5 40 275
(2)5/3 => x1 + x 2 + 5 x3 + x 4
3 3 3 3
25 5 40
4 x1 + x 2 + 5 x3 + 3x 4 x1 + x 2 + 5 x3 + x 4 z*275/3
3 3 3
(2)+(3) => 4 x1 + 3 x 2 + 6 x3 + 3 x 4 58
z*58
s.t. x1 x 2 x 3 + 3x 4 1 (1) y1 + 5 y 2 y 3 4
5 x1 + x 2 + 3 x 3 + 8 x 4 55 (2) y1 + y 2 + 2 y 3 1
x1 + 2 x 2 + 3 x 3 5 x 4 3 (3) y1 + 3 y 2 + 3 y 3 5
x1, x 2, x3, x 4 0 3 y1 + 8 y 2 5 y 3 3
Max 4 x1 + x 2 + 5 x 3 + 3 x 4 = z y1 + 5 y 2 y 3 4
s.t. x1 x 2 x 3 + 3x 4 1 (1) y1 + y 2 + 2 y 3 1
5 x1 + x 2 + 3 x 3 + 8 x 4 55 (2) y1 + 3 y 2 + 3 y 3 5
x1 + 2 x 2 + 3 x 3 5 x 4 3 (3) 3 y1 + 8 y 2 5 y 3 3
x1, x 2, x3, x 4 0
Min y1 + 55 y 2 + 3 y 3
Dual variables
m
xj 0 ( j = 1,2,..., n)
Min b y i i
i =1
m
s.t. a y c
ij i j ( j = 1,2,..., n)
i =1
yi 0 (i = 1,2,..., m)
ECEN 687 Lecture 1 27
Duality with Equality Constraints
! Figure out by yourself
! Hint: equality constraint " unconstrained dual
variable?
c x = b y
j =1
j j
i =1
i i
a y = c
i =1
ij i j or xj = 0 (or both) j = 1,2,..., n
and
n
a x = b
j =1
ij j i or y i = 0 (or both) i = 1,2,..., m
a y = c
i =1
ij i j whenever xj > 0
n
y i = 0 whenever a x < b
ij j i
j =1
a y c
i =1
ij i j j = 1,2,..., n
y i 0 i = 1,2,..., m
ECEN 687 Lecture 1 33
Application of Complementary
Slackness
Max 8 x1 9 x 2 + 12 x3 + 4 x 4 + 11x 5
s.t. 2 x1 3x 2 + 4 x3 + x 4 + 3 x5 1
x1 + 7 x 2 + 3x 3 2 x 4 + x 5 1
5 x1 + 4 x 2 6 x 3 + 2 x 4 + 3x 5 22
x1, x 2, x 3, x 4, x 5 0