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Exercise 4.25 This exercise shows that if we bring the dual problem into stan- dard form and then apply the primal simplex method, the
Exercise 4.25 This exercise shows that if we bring the dual problem into stan- dard form and then apply the primal simplex method, the resulting algorithm is not identical to the dual simplex method. Consider the following standard form problem and its dual. minimize subject to x1 + x2 X1 X2 1 X1, X20 maximize subject to P1 + P2 P1 1 P2 1. Here, there is only one possible basis and the dual simplex method must terminate immediately. Show that if the dual problem is converted into standard form and the primal simplex method is applied to it, one or more changes of basis may be required.
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