Write the corresponding inference dual

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Reference no: EM131168761

Let the system g(x) ≥ 0 of inequalities imply f(x) ≥ v for x ∈ S when there is a u ≥ 0 such that ug(x) ≤ f(x) - v - α min{0, ug(x)} for all x ∈ S, where α ≥ 0.

Write the corresponding inference dual of (3.34).

Show that its solution provides a bound that is no better than that of the surrogate dual and no worse than that of the Lagrangean dual.

Reference no: EM131168761

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