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®
212 Introduction to Linear Optimization and Extensions with MATLAB
R
minimize 2x
1
3x
2
5x
3
4x
4
subject to x
1
+ 2x
2
+ 3x
3
8
x
2
+ x
3
+ x
4
7
3x
1
+ 2x
2
6
x
1
+ x
2
3
x
3
+ x
4
3
4x
3
+ 3x
4
6
x
1
0 x
2
0 x
3
0 x
4
0.
Exploit the structure of the linear program to solve for the optimal solution
without using Dantzig-Wolfe decomposition.
Exercise 5.2
Consider the following linear programming problem:
minimize 5x
1
3x
2
x
3
subject to x
1
+ 2x
2
+ x
3
10
x
1
3
2x
2
+ x
3
8
x
2
+ x
3
5
x
1
0, x
2
0, x
3
0.
Solve by using the Dantzig-Wolfe decomposition.
Exercise 5.3
Consider the following linear programming problem:
minimize 8x
1
7x
2
6x
3
5x
4
subject to 8x
1
+ 6x
2
+ 7x
3
+ 5x
4
80
4x
1
+ x
2
12
5x
1
+ x
2
15
7x
3
+ 2x
4
10
x
3
+ x
4
4
x
1
0, x
2
0, x
3
0, x
4
0.
(a) Solve by Dantzig-Wolfe decomposition. ...
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