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Consider the following optimization problem: (O)mins.t.2x1x2x1+3x2=2x11+x211x1,x20 Let P:={(x1,x2)R2 s.t. x11+x211,(x1,x2)0} be the set of easy constraints. a) (8 points) Draw the polyhedron P. What are
Consider the following optimization problem: (O)mins.t.2x1x2x1+3x2=2x11+x211x1,x20 Let P:={(x1,x2)R2 s.t. x11+x211,(x1,x2)0} be the set of "easy" constraints. a) (8 points) Draw the polyhedron P. What are the extreme points of P ? b) (22 points) Solve ( O) using the Dantzig-Wolfe decomposition. You will initiate the column generation algorithm with x1 being the left extreme point of P, and x2 being the right extreme point of P. You may not use any software to solve any optimization problem you formulate. Show your work. What is the optimal solution of (O) ? You can solve the pricing subproblem using your drawing of P
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