Question: Solve the Klee-Minty problem for n = 3.
Problem: Compare the performance of the largest-coefficient and the smallest-index pivoting rules on the following linear program:
maximize 4x1 + 5x2
subject to 2x1 + 2x2 ≤ 9
x1 ≤ 4
x2 ≤ 3
x1, x2 ≤ 0.