Problems from Integer Programming, Wolsey
P. 20 Ex. 7 . Solve using CPLEX
P.20 Ex. 8
P.21 Ex 11. Solve with CPLEX
P.21 Write down the LP dual for the Set Covering problem (p.
6-7), using x_i>=0
instead of x_i binary in the primal problem. Give an interpretation of both
primal and dual LPs. Give an example of where there is a gap between the
optimal primal integer solution and the dual LP solution. Give any examples
you know of where there is no gap, ie. the dual LP equals the integer optimum
for the primal.