Consider a feasible solution x to a standard form problem, and let Z = {i |...
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Consider a feasible solution x to a standard form problem, and let Z = {i | x¿ = 0}. Show that x is an optimal solution if and only if the linear programming problem minimize c'd subject to Ad = 0 d; 2 0, i e Z, has an optimal cost of zero. (In this sense, deciding optimality is equivalent to solving a new linear programming problem.) Consider a feasible solution x to a standard form problem, and let Z = {i | x¿ = 0}. Show that x is an optimal solution if and only if the linear programming problem minimize c'd subject to Ad = 0 d; 2 0, i e Z, has an optimal cost of zero. (In this sense, deciding optimality is equivalent to solving a new linear programming problem.)
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Related Book For
Introduction to Econometrics
ISBN: 978-0133595420
3rd edition
Authors: James H. Stock, Mark W. Watson
Posted Date:
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