Simple linear programming example from

Vanderbei, R.J. (2000).  
Linear programming, Foundations and extensions.
Kluwer Academic Publishers, Boston.

Example 2.11
solution: (1,0,0,1,0,1) optimised value: 6 (p405)

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## DECISION VARIABLES

x12
x13
x14
x23
x24
x34

## END DECISION VARIABLES

## EQUALITIES

-x12             + x23 + x24       = 0
     - x13       - x23       + x34 = 0

## END EQUALITIES

## INEQUALITIES

 x12 + x13 + x14                   > 1
             x14       + x24 + x34 < 1

## END INEQUALITIES

## MINIMISATION

x12 + 8*x13 + 9*x14 + 2*x23 + 7*x24 + 3*x34

## END MINIMISATION
