2018-340-lec16.pdf - Lecture 16 • complementary slackness...

This preview shows page 1 - 3 out of 8 pages.

Lecture 16 complementary slackness. Chvatal 62-65. Vanderbei sec 5.5 - statement/proof - Application . checking optimality. next week Lecture 17. Economic significance of dual variables . Chvatal throrem 5.5. pp65-68 Lecture 18. more on duality. Friday, Oct 19. midterm exam. Weak duality Min g dual maxx primal a Strong duality H optimal sol for primal exists then o min of dual may of primal optimal dual solution can be found using the final dictionary of the primal Strongduality The H an LP problem has an optimal solution so does its dual and the respective optimal costs are equal maximize E I That is if the primal problem subetto AT EE I 8 has an optimal solution Nikki Xn then the dual has an optimal solution ly o iYm and n me gx.sk Eb Yi dictionary 1 1 Moreover from the last row of the op timdditionaynis the optimdnialume coefficient as the primal problem 2 z t 2 CE Xk note 1 1 ck o if Xk basic we can find y cut in optime dictionary of the primal canalsodetermin optimal solution for dual
Image of page 1

Subscribe to view the full document.

One more
Image of page 2
Image of page 3
  • Spring '09
  • ZACHARYTREISMAN
  • Trigraph, kt Yz

{[ snackBarMessage ]}

Get FREE access by uploading your study materials

Upload your study materials now and get free access to over 25 million documents.

Upload now for FREE access Or pay now for instant access
Christopher Reinemann
"Before using Course Hero my grade was at 78%. By the end of the semester my grade was at 90%. I could not have done it without all the class material I found."
— Christopher R., University of Rhode Island '15, Course Hero Intern

Ask a question for free

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern