4.4 Linear programming dual - Intranet DEIB

4.4 Linear programming dual Write the dual of the following linear program min 2x 2 + x 3 − 3x 4 x 1 − x 2 + 2x 4 ≥ 2 2x 2 + x 3 = 4 2x 1 − x 3 + x 4 ...

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(a) Suppose you are given a desired level of α, so the right-hand side αvin (5) is a known positive vector. Show that (5) is feasible if and only if Bis invertible and z= B−11≥ 0. Show how to construct a feasible power allocation xfrom z.

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