CO250 Lecture Notes - Slack Variable, By2, Shadow Price

• School: University of Waterloo
• Department: Combinatorics and Optimization
• Course: CO250
• Professor: Christine Dupont

Document Summary

Due: wednesday february 27 at the beginning of class. Consider the given lp of the form max{ct x| ax b, x 0}: maximize subject to. For the following questions, show all work and refer to part (a) as required. (hint: you can double check your work using ampl!) (a) find the optimal solution of the lp in standard equality form and the corresponding tableau. Converting the lp into sef, the tableau is. We have canonical form for basis b = {4, 5, 6}. 1 200 100 500 0 0 0 (cid:26)10000 (cid:27) Let 4 enter the basis. t = min. Since our lp was given in standard inequality form, we can read the value of the optimal dual variables using the tableau. By reading the values in row zero for the slack variables, the optimal dual solution is y1 = 5, y2 = 0, y3 = 3. (c) find the shadow prices for the constraints.