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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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Normal 0 false false false EN-US X-NONE X-NONE MicrosoftInternetExplorer4
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