Solve using Big M method subject to: Max z 2x₁ + 4x2 + 3x3 = x₁ + 4x₂ > 3 4x1 + x3 = 7 3x2x3 ≥ 2 X1, X2, X3 ≥ 0

Practical Management Science
6th Edition
ISBN:9781337406659
Author:WINSTON, Wayne L.
Publisher:WINSTON, Wayne L.
Chapter7: Nonlinear Optimization Models
Section7.7: Portfolio Optimization Models
Problem 35P
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Linear Programming
Solve using Big M method
subject to:
Max 2 =
= 2x₁ + 4x₂ + 3x3
x1 + 4x₂ > 3
4x₁ + x3 = 7
3x2x3 ≥ 2
X1, X2, X3 ≥ 0
Transcribed Image Text:Solve using Big M method subject to: Max 2 = = 2x₁ + 4x₂ + 3x3 x1 + 4x₂ > 3 4x₁ + x3 = 7 3x2x3 ≥ 2 X1, X2, X3 ≥ 0
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