Question: it is about stochastic programming case, It is possible that the corre- sponding dual problem does not have the same optimal value and the two

it is about stochastic programming

case, It is possible that the corre- sponding dual problem does not have the same optimal value and the two problems exhibit a duality gap. The exercises explore this possibility further. Exercises 1. Consider Example I with a second-stage program defined as min 2y1 + yz s. t. y1 + 2y2 2 51 -X1 , P1 + 12 2 52 -X1 -X2 , 02 0. What properties do you expect for K2

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