Define the symmetric positive semidefinite matrix

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Question: Given the following primal problem:

                  min R = b'y + y' Ey/2

subject to      A'y ≥ c,    y ≥ 0

where E is a symmetric positive semidefinite matrix, derive the dual problem (using the vector variable x as a vector of dual variables).

Reference no: EM131483663

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