=—L9 Linear Programming Ione would take statistics about which mathematical problem is using up most of the computer time in the world, then (not counting database handling problems like sorting and searching) the ‘answer would probably be linear programming. =L. Lovdsz (1980) is the name used for problems in which the objective is to 2 linear function subject to linear inequality constraints. quotation from Lovasz indicates, linear programming is a practical importance. Since its origins in the and computational developments, and world. Scanned with CamScannerr | i Sec. 19.1 / Preliminaries 723 49.1 Preliminaries A general line a general linear programming problem with only two decision variables involves maximizing or minimizing a linear function ©1%1+¢2x2 (criterion function) subject to m constraints anx tax c is equivalent to the inequality —axy — bx» < —c. A Graphical Approach to Simple LP Problems LP problems with only two decision variables can be solved by a simple geometric method. Example 19.1 ‘A baker has 150 kilograms of flour, 22 kilos of sugar, and 27.5 kilos of butter with which to make two types of cake. Suppose that making one dozen A cakes requires 3 kilos of flour, 1 Kilo of sugar, and 1 Kilo of butter, whereas making one dozen B cakes requires 6 kilos of flour, 0.5 kilo of sugar. and 1 kilo of butter. Suppose that the profit from one dozen A cakes is 20 and from one dozen B cakes is 30. How many dozen A cakes (x1) and how many dozen B cakes (x2) will maximize the baker's profit? Solution An output of x; dozen A cakes and x2 dozen B cakes would need 3x; + 6x9 kilos of flour. Because there are only 150 kilos of flour. the inequality 3x, + 6x2 $150 (flour constraint) a must hold. Similarily. for sugar, xy) 40.512 £22 (Sugar constraint) et Scanned with CamScanner724 Chapter 19 / Linear Programming and for butter, xx. S275 (butter constraint) B) Of course, x; = 0 and x2 > 0. The profit obtained from producing x; dozen ‘A cakes and x2 dozen B cakes is = 20x + 3022 (4) In short, the problem is to | 3x + 6m < 150 maxz = 20x) +30x st. 4 x1 + 05x < 22 m 20,220 (5) s m+ m2 < 275 This problem will now be solved graphically. "The output pair (x1,x2) is called feasible (or admissible) for prob- Scanned with CamScanner504 Sec. 19.1 / Preliminaries 725 FIGURE 19.2 In principle. the baker can find the point in the feasible region that maximizes profit by calculating 20x; + 30xz at each point of S and picking the highest value. In practice, this is impossible because there are infinitely many feasible points. Let us argue this way instead. Can the baker obtain a profit of 600? If so, the straight line 20x, + 30x. = 600 must have points in common with S. This line is represented in Fig. 19.2 by dashed line L. It does have points in common with 5. (One of them is (x1.x2) = (0, 20), where no A cakes are produced, but 20 dozen B cakes are, and the profit is 20-0 +30- 20 = 600.) Can the baker do better? Yes. For instance, the straight line 20x; + 30x2 = 601 also has points in common with S and the profit is 601. In fact, the straight lines 20x; + 30x2 =c (c is a constant) {6} are all parallel to 20x; + 30x2 = 600. As c increases, the line given by [6] moves out farther and farther to the northeast. It is clear that the straight line [6] that has the highest value of c and still has a point in common with S is dashed line La in the figure. It touches set S at point B. Note that B is at the intersection of the flour border and the butter border. Its coordinates, therefore, satisfy the two equations: 3x; +6x2=150 and xy +2 = 27.5 Solving these nwo simultaneous equations yields x) = 5 and x. = 22.5. So the baker maximizes profit by baking 5 dozen A cakes and 22.5 dozen B cakes, This uses all the available flour and butter, but 22—5—0.5.22.5 = 5.75 kilos of sugar are left over. The profit earned is 20x; + 30x. = 775. Our next example is a minimization problem. Scanned with CamScanner726 Chapter 19 / Linear Programming Example 19.2 Pc fia is producing two goodsy:A and: Bevjhas wo factories Cat jolly produce the two goods in the following quantities (per hour): Factory 1 Factory 2 10 20 2 25 “The firm receives an order for 300 units of A and 500 units of B. ‘The costs of “operating the two factories are 10,000 and 8000 per hour. ‘Formulate the linear ‘programming problem of ‘minimizing the total cost of meeti Scanned with CamScannerSee. 19.1 / Preliminaries 727 the level curves 10,000u, + 8000u, three correspond to the values 100,000:1 level c. Asc increases, the level curve northeast. Moves farther and farther to the mee pects to the minimization problem is clearly the level curve that a EDS USA PORRE A’ With coordinates (0, 20), Heuce, the optimal solution is 0 operate factory 2 for 20 hours and not to use factory 1 at all. The minimum cost of Producing the order is 160,000. ‘The graphical method of f solving linear programming problems works well when there are only two decision vari ria v ion variables. It is possible in principle to extend the method to the case with three decision variables. Then the feasible set is a convex Polyhedron in 3-space, and the level surfaces of the criterion function are planes in 3-space, However, it is not easy to visualize the solution in such caste, For more than three decision variables, no geometric method is available. (By using duality theory, however, one can solve LP problems geometrically when either the number of unknowns or the number of constraints is less than or equal to 3: see Section 19.5.) Both the previous examples had optimal solutions. If the feasible region is unbounded, however, a (finite) optimal solution might not exist, as is the case in Problem 2. The General LP Problem ‘The general LP problem is that of maximizing or minimizing Z=c)x1 +---+Cq%_ (criterion, or objective, function) 19.1) with c},...,¢, as given constants, subject to m constraints + aint, 0,-.-.%, 20 — (nonnegativity constraints) 19.3) Thee sential difference between a minimization problem and a maxi- pore is noses because the optimal solution (x?,...,x3) that minimizes [19.1] ; 12) and [19.3] also maximizes —2, and minz = —max(—z). Aa eaeiees oD eters {19.2} and [19.3] is called feasible. Scanned with CamScanner728 Chapter 19 / Linear Programming FIGURE 19.4 snedron in the nonnegative orthant The set of feasible points is a convex poly! i of n-space. An example in 3-space is shown in Fig, 19.4 ‘The flat portions of the ouadary are called faces and the poinss O, P,Q. Ry S: 7, U. ana V ate clld extreme points. In n-space, a convex polyhedron also has faces and extreme points, fia and m are large, the number of exareme points can be astronomical! If an LP problem has a solution, then it must have a solution at an extreme point, The simplex method is a procedure that allows us to move from one ex: treme point to another in such a way that the value of the criterion function ne decreases, until we come to a point such that by moving to another extreme f js impossible to increase the valve of the criterion function. We have then sie "1. Use the graphical method to solve the following LP a mx3n+4n soa ceo Oe coe Scanned with CamScanner2 = ” . Set A consists of all (1, x2) satisfying See. 18.2 / introduction Duality Theory 729 a. Is there a solution to the following problem? maxx) +2 st ie eats ol “a + 3m < 3 pee rg b. Is there a solution if the criterion function is = Sx) = x2? tt <2 120,20 x142n <8 Solve the following problems with A as the feasible set: a. max x) b, max x; c. max 3x +229 @ min 2x1—2x max 2x+4r. fi. min — 3x, — 2x A firm produces two types of television sets, an inexpensive type (A) and an expensive type (B). The firm earns a profit of 700 from each TV of type A, and 1000 for each TV of type B. There are three stages of the production Process. Stage I requires 3 hours of labor on each set of type A and 5 hours of labor on each set of type B. The total available number of hours is 3900. Stage II requires 1 hour of labor on each set of type A and 3 hours on each set of type B. The total labor they have is 2100 hours. At stage II, 2 hours of labor are needed for both types, and 2200 hours of labor are available. How many TV sets of each type should the firm produce to maximize its profit? Replace the criterion function in Example 19.1 by 20x; + 1x9. For what values of r will the maximum profit still be at x; = 5 and x» 2.5? 19.2 Introduction to Duality Theory Confronted with an optimization problem involving scarce resources, an economist will often ask: What happens to the optimal solution if the availability of the resources changes? For linear programs, answers to questions of this type are intimately related to the so-called duality theory of LP. As a point of departure. let us again consider the baker's problem in Example 19.1. Example 19.3 Suppose the baker were to receive (free of charge) one extra kilo of flour. How much would this extra kilo add to his maximum profit? How much ‘would an extra kilo of sugar contribute to profit? Or an extra kilo of butter? Solution _ If the baker receives one extra kilo of flour. his flour border would become 3x; + 6x2 = ISI. It is clear from Fig. 19.2 that the feasible Scanned with CamScanner730 Chapter 19 / Linear Programming set S will expand slightly and point B will move up to the left a litle along the butter border, The new optimal point B’ will be at the intersection of the lines 3x + 6x2 = 151 and xy +2 = 27.5. Solving these equations gives x, = 14/3 and x; = 137/6. Then the criterion function becomes equal to 20(14/3) + 30(137/6) = 2335/3 = 775 + 10/3. So profit rises by 10/3 TFthe baker receives an extra kilo of sugar, the feasible set will expand, but the optimal point is still at B. Recall that at the opamum in the original problem, the baker had 5.75 kilos of unused sugar. There is no extra Profit. "An extra kilo of butter would give a new optimal point at the intersec- tion of the lines 3x) +6xy = 150 and x; +22 = 28.5. Solving these equations gives x, = 7 and x = 21.5 with 20x; +30x2 = 775+ 10. Profit rises by 10. These results can be summarized as follows: a. An extra kilo of flour would increase the optimal z by 10/3. b. An extra kilo of sugar would increase the optimal z by 0. . An extra kilo of butter would increase the optimal z by 10. The three numbers ut = 10/3, uj = 0 and us = 10 are related to the flour, sugar, and butter constraints, respectively. They are the marginal profits from an extra kilo of each ingredient. Actually, these numbers have many interesting properties. ‘Suppose (21, x2) is a feasible pair in the problem, so that constraints (1), (2), and (3] in Example 19.1 are satisfied. Multiply [1] by 10/3, [2] by 0, and {3} by 10. Because the multipliers are all > 0, the inequalities are preserved. That is, (20/3)(3x1 + 6x2) < (10/3) - 150 O(a + 0.5x2) < 0-22 10(x; +2) < 10-275 Now add all these inequalities, using the obvious fact that if A < B,C < D, and E < F, then A+C +E 20 Otherwise, it would be more profitable to use the ingredients himself to produce A cakes. If the baker also wants to eam at least as much as before for the ingredients needed to produce a dozen B cakes, the requirement is 6uy + 0.5uz +u3 > 30 Presumably, the entrant wants to buy the baker's resources as inexpensively 1s possible. The total cost of 150 kilos of flour, 22 kilos of sugar, and 27.5 kilos of butter is 150u; + 22u> +27.5us. In order to pay as litle as possible while having the baker accept the offer, the entrant should suggest prices u; > 0, u2 > 0, and u3 > 0, which solve 3uj+ uatus >20 min 150u; + 22u2 +27.5u3 subject to Nebo 330 (2) with u) > 0, u2 2 0, and us 2 0. Aarne question is this: If the baker lets the entrant take over the business and solve problem (2), wil the baker eam as much as before? It tums out that the answer is yes. The solution to [2] is uj = 10/3, and uj = 0, and u5 = 10, ‘and the amount the baker gets for selling the resources is 150uj +22u3 +27.5u3 = 775, which is precisely the maximum value of the criterion function in problem (1). Scanned with CamScanner| ii ee | 732 Chapter 19 / Linear Programming ‘The entrant pays for each ingredient exactly the marginal profit for that ingredien, which was calculated previously. In particular, the price of sugar is zero, because the baker has more than he can use optimally. Problem [2] is called the dual of problem {1}. The two problems turn out to be closely related. Let us explain in general how to construct the dual of an Lp problem, The General Case Consider the general LP problem max ¢)x) +--+ CyXq Subject to { 19.4) with nonnegativity constraints x1 > 0,....%, 2 0. The dual of [19.4] is the LP problem ayuy tos + Gmitm 2 Cr (19.5) min bjuy + +--+ bglm subject to 4 Qin) + <-> + Omntim = Cn with nonnegativity constraints 1, > 0, ..., um 2 0. Note that problem [19.5] is constructed using exactly the same coefficients c) and by,.--5 Bm as in [19.4]. In problem [19.4], which we now refer to as the primal problem, there are n variables x)....., x, and m constraints (disregarding the nonnegativity constrains). | In the dual [19.5], there are m variables u),....#m and m constraints. Whereas } the primal is a maximization problem, the dual is a minimization problem. In both i + problems, all variables are nonnegative. The m constraints in the primal problem } are of the “less than or equal to” type, whereas the n constraints in the dual are of the “greater than or equal to” type. The coefficients of the criterion function in either problem are the right-hand side elements of the constraints in the other problem. Finally, the two matrices formed by the coefficients of the variables in the constraints in the primal and dual problems are transposes of each other, because they take the form ayn a2 ain Qa) a2) Om) Re | ae ae Seete el nse sl ht lite eee ‘Check carefully that problem [2] is the dual of problem [1] in the sense we have just explained. Due to the symmetry between the two problems, we call either the ‘dual of the other. —_" Scanned with CamScannerSec. 19.3/ The Dually Theorem 733 Matrix Formulation Let us introduce the following column vectors (matrices): () =O) 0) -() » ‘Then the primal can be written as follows (with A and A’ given by [19.6)): max €X subject to Ax 0 (19.8) And the dual can be written as min b’u subject to A’u > ¢, u > 0. It is more convenient, however, to write the dual in a slightly different way. Transposing A’u > c using the rules in [12.44] of Section 12.9 yields u’A > ¢, and moreover u’b. So the dual can be written as min u’b subject to wWA>c, u>0 (19.91 Problems 1. Consider Problem 1(a) in Section 19.1. a, Replace the constraint 3x; + 2x2 < 6 by 3x; + 2x» <7. Find the new optimal solution and compute the increase u} in the criterion function. b. Replace the constraint x + 4x2 < 4 by x + 4x2 <5. Find the new optimal solution and compute the increase u3 in the criterion function c. By the same argument as in Example 19.3, prove that if (x), 3) is feasible in the original problem, then the criterion function can never be larger than 36/5. 2, Write down the dual to Problems 1(a) and (b) in Section 19.1. 3. Write down the dual to Problem 1(4) in Section 19.1. 19.3 The Duality Theorem This section presents the main results relating the two solutions to an LP problem and its dual, We begin by considering the baker's problem yet again Example 19.4 Consider problems [1] and [2] in Section 19.2. Suppose that (x), x1) is an arbitrary feasible pair in (1), which means that x > 0, x2 > 0, and the three ‘© inequalities in [1] are satisfied. Let (u,u2, u3) be an arbitrary feasible tiple in [2]. Multiply the < inequalities in (1) by the nonnegative numbers iin uz, and us, respectively, and then add the inequalities. The result is the Scanned with CamScanner734 Chapter 19 / Linear Programming new inequality (Gees) GHP O-San)ua F Cer vas 1ST F222 Shy Rearranging the terms on the left-hand side yields “4 (Gury £05up + 03)#2 $ 150u1 + 22u2 +27.5u3— [x] fe multiply the > inequalities in (2] by the non- ding way, a re .d add the results. This gives negative numbers x; and x2, respectively, an (Guy + uz + u3)x1 + (6; + 0.5u2 + u3)x2 > 20x) + 30x2 [xe] From [«] and [++] together, it follows that 150u; + 22u2 +27.5us > 20x) + 30%2 [xx] for all feasible (x),x2) in problem [1] and for all feasible (1). u2. us) in problem [2]. We conclude that in this example, the criterion function in the dual problem is always greater than or equal to the criterion func- tion of the primal problem, whatever feasible (x).x2) and (uy. ua, us) are chosen. The inequality [+++] is valid for the feasible pair (x).x2) = (5.22.5) in particular. For each feasible tiple (u). u2. us), we therefore obtain 150u + 22u> + 27.5u3 > 20-5 +30-22.5=775 solve problem (2), because no lower value of the criterion function is ob- tainable. In Section 19.2, we saw that for (u7. u3.u3) = (10/3, 0, 10), the criterion function in the dual did have the value 775. Hence, (10/3, 0. 10) solves the dual problem. The first general result we prove is the following: %n) is feasible in the primal problem [19.4] Bit +--+ + Bpalh C1X} + + Opty 19.10) So the dual criterion function has a value that is al pomp is always at least as large as Scanned with CamScannerSee. 19.3 / The Dualty Theorem 735 Proof — Multiply the m i in by the nonnegative iber Hay ems the negative numbers ates a Also, multiply the n inequalities in [19.5] by the non. anes verse%ny then add. These two operations yield the two lequalities in (19.4) m Guixi +> ++ ainxy uy + oF m1 +--+ danXn)m < by) +--+ bali eae eee Rare) HEae ee (aT 4S cass > eyo oon" carn By rearranging the terms on the I each is equal to the double sum immediately. lefchand side of each inequality, we see that Dik Lhe aijuix). Then [19.10] follows From Theorem 19.1 another interesting result is obtained: Theorem 19.2 Suppose that (xf....,.x%) and (u*,...,u,) are feasible in problems [19.4] and [19.5], respectively, and that crx tS Pept = Byuht -4 bau, 119.1) Then (xf,...,.X,) solves problem [19.4] and (uj,...,u%) solves problem (19.5). Proof Let (x), Using [19.10] with w in) be an arbitrary feasible n-vector for problem (19.4). i im 5 well as [19.11], we obtain Un = nae ea) boot cnn SDIuy +--+ Om Seat poet cat This proves that (x},....xq) solves [19.4] ‘Suppose that (u).....Um) is feasible for problem [19.5]. Then [19.10] and (19.11) together imply that byuy Ho + bmttm > 1x] +--+ onxy Sb te + baile uj.) solves (19.5). This proves that (uj. Theorem 19.2 shows that if we are able to find feasible solutions for prob- ems [19.4] and [19.5] that give the same value to the criterion function in each of the two problems, then these feasible solutions are, in fact, optimal solutions. Scanned with CamScanner36 Chapter 19 / Linear Programming ‘The most important result in duality theory is the following: oe 19.3 (The Duality Theorem) Saas the ‘prob- whe ‘has a (finite) optimal solution. Then the dual problem [19.5] : ‘4 (finite) optimal solution, and the corresponding values of the cri- on functions are equal. he primal has no bounded optimum, then the Scanned with CamScannerae Sec. 19.4) 4 General Economic interpretation 737 a.capacity of at most me oe at Eee 16 hours per day, and division 3 has eal sedis television see thavane i aud 2 denote the number of following meee © maximize profs per a = ust solve the max 400x, 4 2x + xy ae stra | ie SS 20,20 N+ 0,....%, > 0. What happens to the optimal value of the criterion function if the numbers b),....b, change? If the changes Aby....,Ab, are positive, then the feasible set increases and the new optimal value of the criterion function cannot be smaller. (Usually it increases.) The following analysis also applies when some or all the changes Abj,....Abm are negative. How big is the change in the optimal value? Suppose (xj, ...,;) and Gp + 4x ‘¢ + Axq) are optimal solutions to the primal when the right-hand side is respectively (b), ..., Dm) and (by + Abj,...,Bm + Abm). If Abj,..-+4Pm are all sufficiently small, the duals of the two problems often have the same optimal solution uj, ....4%- Then, according to Theorem 19.3, one has C1xy Host Oat = Duy tos + bgt, cy(xy + O21) +o + Caley + Ar) = (b; + AD) uy + +--+ (bp + Obm di Hence, by subtraction, 1x) toe pA = UTA) ++ UL Aby Scanned with CamScannerSec. 19.5 / Complementary Slackness 739 Here the left-hand side is the change we obtain in the criterion function in [+] when bp ate chan; we aia by 4bj,..., Abn, respectively, Denoting this change in A? = Ub) +--+ u" Ady (19.12) Note: The assumption underlying [19.12] is that the changes in the b’s do not cause the optimal dual variables to change, Problems 1. Consider Problem 1 in Section 19.3, 4x + Sy < 20 3x + Ty < 21 max 2x +7y subject 10 { ‘We found that the optimal solution of this problem was x = 0, and y* = 3. with 2* = 2x*+7y* = 21. The optimal solution of the dual was uj = 0 and ui = 1. Suppose we change 20 to 20.1 and 21 to 20.8. What is the corresponding change in the criterion function? 19.5 Complementary Slackness Consider again the baker's problem [1] in Section 19.2 and its dual (2). The solution to (1) was x = 5 and x} = 22.5, with the first and the third inequalities both satisfied with equality. The solution to the dual was uj = 10/3, uj = 0, and uj = 10, with both inequalities in the dual satisfied with equality. Thus, in this example, : hie the first and second inequalities #] 7 0, 43 >= ) in the dual are satisfied with equality : ‘ the first and third inequalities > 0,45 > Ome {al re sued wth equaiy ie a) We interpret (2) this way: Because the shadow prices of flour and butter are posi- tive, in the optimal solution, all the available flour and butter are used. We do not tse all the available sugar, so its shadow price is zero—it is not a scarce resource. ‘These results hold more generally. Indeed, first, consider the problem ayxitanx Sb) eaBeS 4 PO saver {en Sh 120,20 (3) ayixi+anx bs Scanned with CamScannerTAO Chapter 19 / Linear Programming and its dual ps ay uy Hares + 431M3 Bc min but) + bouts + Bsus subject to ean an) with uy, up, and us > 0. Suppose (x7. x3) solves (3] whereas (uj.u5.u3) solves (4). Then. t aux +anx} Faint —H)=0 U 6) Now [19.14] follows immediately. Property (19.13) is proved in the same way by noting how [5] implies that Ceo a Gel.) 0 x¢ and u® have all their components 14), Ik follows immediately that [6] ‘and i. respectively. we obtain (4] and Jot Lovet 77 HF Suppose on the other hand that nonnegative and satisfy [19.13] and (19. and [7] are satisfied. So summing over j and {respect [5]. From these equalities. it follows that Des iaj = ae ope cape) ajiufx7. But the wo double sums are equal. Hence. 07%, bjuj = Dini 27-8 according to Theorem 19.2, the vector (x7.+++.x4) solves problem [1] and (Hj uj.) solves the dual. Note: Using tions [19.13] and [19-14] can be interpreted as follows: If the optimal solution of the primal (et > 0), then the (shadow) profit from running that activity at unit level i 0. If the shadow price of resource j is positive of resource j must be used in any optimum. How Complementary Slackness Can Help Solve LP Problems the general economic interpretations we gave in Section 19.4, cond. 1 problem implies that activiry i is in operation (uj > 0), then all the available stock If the solution to either the primal or the dual problem is known, then the com- plementary slackness conditions can help find the solution to the other problem by determining which constraints are slack. Let us look at an example. Example 19.5 Consider the problem B+ m+ x3 <2 max 3x; + 4x3 + 6x5. subject to ; eee lect rentacre ea with x; 2 0, %2 2 0, and x; 2 0. Write down the dual problem and solve it by a geometric argument. Then use complementary slackness to solve [1]. Solution The dual problem is rs Burt us: > min 2u + ua asier{ esd wenoy 4) + 6u2 uy.u2 20 wive ab Scanned with CamScannerSec. 19.5 / Complementary Siackness 743 ae anes Solution technique shown in Example 19.2, we find the 4 Gul > 6 and w3 = 9/5. Then 3uy +u3 = 3. uj + 2u3 = 4. and © aoe ae pierre ure ciz2z.24) © (11? Accor og with equality. So and u3 > 0, both inequalities in [1] are satisfied 3xf +23 +23 1 BI and x} +.2x3 + 6x: Now x} cannot be> O, otherwise (19.13] would imply uj +6u3 = 6. Hence. xj = 0. Letting x} = 0 in (3) and solving for xf and x3 gives This is the solution to problem [1]. Note that the optimal values of the criterion functions in the two problems are indeed equal: 2uj + u3 = 13/5 and 3x + 4x3 + 6x} = 13/5, just as they should be according to the duality theorem. The Kuhn—Tucker Theorem Applied to Linear Programs Consider the general linear programming problem +ainte Si ayx +- max ¢)x) Foot Cn%e SL. {: Get + 20... 20 “Fanta £m a This problem is obviously a special case of the general nonlinear programming problem gi, ) Site { a Bm(X1> which was studied in Section 18.9, Note that the 1) all linear, so are concave as well as convex. Thus, the Kuhn—Tucker conditions {18.42} and [18.43] are sufficient for optimality of a vector © Gives, =H) satisfying the constraints specified in (1). Let us see what form these conditions take in the linear case. races oy ay for g= 1h =m comdicons (18.42) and [18.43] become =n) BI ¥n) Se max f(x - -1%a) Som functions f and g, in (1) are ej (air Fesvect Guth) SO, (0m > 0) 4 uj 20 (20 if qari to + aie 0 = Ha thet =! Hg teltr > 1 x= 0 ¥ G@=1....N) > Ome gels +f" = glah 4p tENEN < Vy = Gy=0 Hoo #=# gt ==> r=0 5. Consider the LP problem xe aay max 3x;+2x. subject to { 2x) + 2 — 1% x) + 2m — ey ‘a. Suppose 23 is a ‘b. Solve the problem for any fixed value ‘value of 3x; + 2x2 becomes a function of 3. Find this eo Scanned with CamScanner fi) (i) {ii fi) Mw i) <3 21 1 20.n20,520 <1 fixed number. Solve the problem if x3 = 0 and if x; = 3. ‘of x3 in [0,00). The maximal function