Question

Consider the model with equality constraints given in Prob. 4.6-2.
(a) Construct its dual problem.
(b) Demonstrate that the answer in part (a) is correct (i.e., equality constraints yield dual variables without nonnegativity constraints) by first converting the primal problem to our standard form (see Table 6.12), then constructing its dual problem, and next converting this dual problem to the form obtained in part (a).


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  • CreatedSeptember 22, 2015
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