Problems:
Consider the following LP problem
min cTx+dTz
s.t. Ax+Dz≤b
Fx≤f
z≥0
(a) Suppose we have a very fast routine to solve the problems of the form
min hTx
s.t. Fx≤f
for arbitrary vectors . How would you decompose the problem above the take advantage of such fast subroutine?
(b) Suppose we have a very fast routine to solve problems of the form
min dTz
s.t. Dz≤h
z≥0
for arbitrary vectors . How would you decompose the problem above the take advantage of such fast subroutine?