Given a closed and bounded set X , minimizing a linear objective over set X is...
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Given a closed and bounded set X , minimizing a linear objective over set X is equivalent to minimizing the same objective over the convex hull of set X That is the following two optimization problems are equivalent: That is the following two optimization problems are equivalent: min c¹ x s.t. x € conv(X) and min ca s.t. x X Prove this. Given a closed and bounded set X , minimizing a linear objective over set X is equivalent to minimizing the same objective over the convex hull of set X That is the following two optimization problems are equivalent: That is the following two optimization problems are equivalent: min c¹ x s.t. x € conv(X) and min ca s.t. x X Prove this.
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Microeconomics An Intuitive Approach with Calculus
ISBN: 978-0538453257
1st edition
Authors: Thomas Nechyba
Posted Date:
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