In: Operations Management
Solve the LP relaxation of the following binary linear program and report the optimal solution as well as the optimal objective function value for the LP relaxation.
Maximize 10X1 + 18X2 + 17X3 + 5X4 + 3X5 + 11X6
Subject to: 7X1 + 8X2 + 11X3 + 6X4 + 4X5 + 6X6 <= 15
X1 , X2 , X3 ,X4 ,X5 ,X6 are all binary values
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Answer
I have used excel solver to solve the problem. I have attached the snapshot of Input data, formulas and constraints used along with the optimal solution.
While performing LP relaxation for Binary linear program, it is important to note that the variables X1,X2,X3,X4,X5,X6 can take any values between 0 to 1 including 0 and 1, unlike without LP relaxation, variables can take only binary values.
Maximize | 30.55 |
Variables | Values |
X1 | 0 |
X2 | 1 |
X3 | 0.09 |
X4 | 0 |
X5 | 0 |
X6 | 1 |
1. Snapshot of Input Data
2. Snapshot of Formulas Used
3. Snapshot of Constraints Used
4. Snapshot of Optimal Solution