Linear Algebra and Its Applications · Problem 8.3.13

Linear Programming and Game Theory — Gilbert Strang

Mathematics · linear-programming-duality-maximize

Problem

Write the dual of the following problem: Maximize

x_1 + x_2 + x_3

subject to

2x_1 + x_2 \leq 4

x_3 \leq 6

. What are the optimal

x^*

and

y^*

(if they exist!)?