Consider the Z*( ) function shown in Fig. 7.1 for parametric linear programming with systematic changes in

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Consider the Z*(

) function shown in Fig. 7.1 for parametric linear programming with systematic changes in the cj parameters.

(a) Explain why this function is piecewise linear.

(b) Show that this function must be convex.

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Introduction To Operations Research

ISBN: 9780072321692

7th Edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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