Question: State whether this is true or false. Justify your answer. (c) Consider the following optimization problem (P) max f(x) Suppose the optimal objective value of

State whether this is true or false. Justify your answer.

(c) Consider the following optimization problem (P) max f(x) Suppose the optimal objective value of (P) is up. Then, the La- grangian dual of (P) is given by (D) min{C(A) : 1 2 0}, (1) where C()) = maxxif(x) + Zier di(gi(x) - bi)}. Furthermore, sup- pose the optimal objective value of (D) is vp, then up _ UD

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