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Consider the following linear program:minx1,x2,x3,x4c1x1+c2x2+c3x3+2x4subject to⎧⎩⎨x1+x2+x3+x4≥103x1+x2+4x3+2x4≥12x1≥0,x2≥0,x3≥0,x4≥0min𝑥1,𝑥2,𝑥3,𝑥4𝑐1𝑥1+𝑐2𝑥2+𝑐3𝑥3+2𝑥4subject to{𝑥1+𝑥2+𝑥3+𝑥4≥103𝑥1+𝑥2+4𝑥3+2𝑥4≥12𝑥1≥0,𝑥2≥0,𝑥3≥0,𝑥4≥0 The parameters c1,c2,c3𝑐1,𝑐2,𝑐3 are real numbers.(a) How many variables does the dual problem have? Answer 1 Question 2Suppose that the optimal solution to the primal is x1=0𝑥1=0, x2=0𝑥2=0, x3=0𝑥3=0, x4=10𝑥4=10.(b) What is the optimal value of the objective function of the dual linear program? Answer 2 Question 2.(c) How many entries of the optimal dual variable are equal to zero?

Question

Consider the following linear program:minx1,x2,x3,x4c1x1+c2x2+c3x3+2x4subject to⎧⎩⎨x1+x2+x3+x4≥103x1+x2+4x3+2x4≥12x1≥0,x2≥0,x3≥0,x4≥0min𝑥1,𝑥2,𝑥3,𝑥4𝑐1𝑥1+𝑐2𝑥2+𝑐3𝑥3+2𝑥4subject to{𝑥1+𝑥2+𝑥3+𝑥4≥103𝑥1+𝑥2+4𝑥3+2𝑥4≥12𝑥1≥0,𝑥2≥0,𝑥3≥0,𝑥4≥0 The parameters c1,c2,c3𝑐1,𝑐2,𝑐3 are real numbers.(a) How many variables does the dual problem have? Answer 1 Question 2Suppose that the optimal solution to the primal is x1=0𝑥1=0, x2=0𝑥2=0, x3=0𝑥3=0, x4=10𝑥4=10.(b) What is the optimal value of the objective function of the dual linear program? Answer 2 Question 2.(c) How many entries of the optimal dual variable are equal to zero?

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Solution

(a) The dual problem has as many variables as there are constraints in the primal problem. In this case, there are two constraints in the primal problem, so the dual problem has two variables.

(b) The optimal value of the objective function of the dual linear program can be found by substituting the optimal solution of the primal problem into the objective function of the dual problem. The dual problem's objective function is the right-hand side of the primal problem's constraints multiplied by the dual variables. In this case, the optimal solution to the primal problem is x1=0, x2=0, x3=0, x4=10. Substituting these values into the constraints gives 10λ1 + 12λ2 (where λ1 and λ2 are the dual variables). Without knowing the values of λ1 and λ2, we cannot compute the exact optimal value.

(c) The number of entries of the optimal dual variable that are equal to zero corresponds to the number of non-binding constraints in the primal problem. A constraint is non-binding if the inequality is not satisfied as an equality at the optimal solution. In this case, without knowing the values of the dual variables, we cannot determine how many entries of the optimal dual variable are equal to zero.

This problem has been solved

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