Skip to Main Content
Introduction to Linear Optimization and Extensions with MATLAB®
book

Introduction to Linear Optimization and Extensions with MATLAB®

by Roy H. Kwon
September 2013
Intermediate to advanced content levelIntermediate to advanced
362 pages
8h 44m
English
CRC Press
Content preview from Introduction to Linear Optimization and Extensions with MATLAB®
138 Introduction to Linear Optimization and Extensions with MATLAB
R
maximize 5x
1
3x
2
+ 2x
3
subject to x
1
+ 4x
2
2x
3
1
2x
1
x
2
+ x
3
= 5
x
1
+ x
2
x
3
2
x
1
0, x
2
0, x
3
unrestricted.
Solution:
Now the primal data is such that
c =
5
3
2
, b =
1
5
2
, and
A =
1 4 2
2 1 1
1 1 1
.
Thus, the dual cost vector is b, the right-hand side vector is c, and the
constraint coefficient matrix is
A
T
=
1 2 1
4 1 1
2 1 1
.
There are three dual variables since there are three primal constraints
(excluding the restrictions, if any, on the primal variables). The first dual
variable π
1
corresponds to the first primal constraint, which is of the type,
so π
1
0, the second dual v ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

MATLAB Optimization Techniques

MATLAB Optimization Techniques

César Pérez López
Practical Financial Optimization: A Library of GAMS Models

Practical Financial Optimization: A Library of GAMS Models

Stavros Zenios, Andrea Consiglio, Soren S Nielson

Publisher Resources

ISBN: 9781439862636