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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.
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We'll start this section off with the material which most text books that will cover in this section. We will take the matter from the Second Order chapter and expand this out to n
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