Question
Mathematics for Economy Question on Optimization
Consider a linear programming problem (๐) min ๐ง = 4๐ฅ1 + 6๐ฅ2 + 6๐ฅ3 subject to
๐ฅ1+3๐ฅ2โฅ3
๐ฅ1+2๐ฅ3 โฅ5
๐ฅ1, ๐ฅ2, ๐ฅ3 โฅ 0
If xโ=(x1โโ,x2โโ,x3โโ) is an optimal solution and ๐งโ is an optimal value of (๐) and ๐คโ =(w1โโ,w2โโ) is an optimal solution of the dual of (๐) then
A
x2โโ+x3โโ=w1โโ+w2โโ
B
zโ=4(x1โโ+w2โโ)
C
zโ=6(w1โโ+x3โโ)
D
x1โโ+x3โโ=w1โโ+w2โโ
Answer
x1โโ+x3โโ=w1โโ+w2โโ
Explanation
Solution
The correct option is (D): x1โโ+x3โโ=w1โโ+w2โโ