Magicwand wrote:no taker for previous question..
now i have simpler problem..(i think)
max v
st
v ≤ 1/2 x1 - x2 - x3
v ≤ -x1 + 1/2 x2 - x3
v ≤ -x1 -x2 + x3
x1 , x2 , x3 ≥ 0
how do i solve above LP?
It has been so long i forgot how to solve.
thank you in advance..
substitute x3 = 1 - x1 - x2 in the first two equations and you get v <= -1 + 3/2 xi ( i= 1 or 2 )
in the third equation it gives v <= 1 - 2x1 - 2x2
Because x1 and x2 play symmetrical rôles we expect x1 = x2 in the solution. Hence we have v <= -1 +3/2 x1 and v <= 1 - 4x1. Putting these equal we find x1 = 4/11. So the maximal v value is -5/11 for x1=x2=4/11 and x3=3/11. The details I leave to gladly you. I only have an outdated major in physics.
How would a mathematician solve it? He would put the three equations equal to 1 and solve for x1, x2 and x3. Finding a point x. He would draw a line through this point and the origin and intersect it with the plane x1+x2+x3 = 1 finding my (4/11, 4/11, 3/11 ) and my solution max(v) = -5/11. You don't need 7 hours if you try to visualize it. I wish I could apply the same wisdom to go.