Linear Programming

Consider the following optimization problem:

min x

s.t. x ≥ max{a1, a2, . . . , an}

Rewrite this problem as a Linear Programming Problem. What is the solution of this problem? Write the dual of this problem. From duality theory and complementary slackness give a simple formula for the optimal solution of the dual.

Posted Date: 3/25/2013 2:33:39 AM | Location : United States

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