6 This problem shows why a dual variable yi corresponding to a >= constraint in a max problem must satisfy yi 0.

a Using the rules given in the text, find the dual of

b Transform the LP of part

(a) into a normal max problem. Now use (16) and (17) to find the dual of the transformed LP. Let y2 be the dual variable corresponding to the second primal constraint.
c Show that, defining y₂ = -y₂, the dual in part

(a) is equivalent to the dual in part (b).

Transcribed Image Text:

max z=3x1 + x2 s.t. x1 + x2 1 -x+x=2 X1, X20