Linear Algebra and Its Applications · Problem 8.3.1

Linear Programming and Game Theory — Gilbert Strang

Mathematics · linear-programming-duality

Problem

What is the dual of the following problem: Minimize x1+x2x_1 + x_2, subject to x1≥0x_1 \geq 0, x2≥0x_2 \geq 0, 2x1≥42x_1 \geq 4, x1+3x2≥11x_1 + 3x_2 \geq 11? Find the solution to both this problem and its dual, and verify that minimum equals maximum.

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