In: Advanced Math
Show that the following two problems are equivalent: P1 : Minimize cx subject to b1 < Ax < b2 where x > =0. and P2 : Minimize cx subject to Ax + s = b2 where x >= 0, 0 <= s < = b2 - bj. Use the simplex method for bounded variables to solve the following problem after reformulating it as above: Minimize 3x1 - 4x2 subject to 3 < xj + x2 < 4 -15 < 3xj - 5x2 < 2 Xl, x2 > 0.