138 Optimization: Algorithms and Applications
11. Use the afne scaling method to solve the following LPP.
Maximize
z = x
1
+ x
2
Ax ≤ b
where
A =
0 1 1
0 2 1
0 4 1
0 6 1
0 8 1
1 0 1
1 2 1
1 4 1
1 6 1
1 8 1
2 0 1
.
.
.
.
.
.
.
.
.
.
.
=
; x
x
x
1
2
;;
.
.
.
.
.
.
.
.
.
.
.
b =
1 00
1 01
1 04
1 09
1 16
1 25
1 36
1 49
1 64
1 81
2 000
Take initial x as (0, 0) and γ = 0.9.