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Unformatted text preview: } , and its corresponding big M LP, { min cx + 1 Mx a  Ax + Ix a = b, x , x a } , called P(M). (a). Prove that if M 1 M 2 then z ( M 1 ) z ( M 2 ). (b). Suppose that (P) has a nite optimal solution and denote it z . Prove that z ( M ) z . (c). Show that there is a value M such that for M M , z ( M ) = z , and so we can conclude that the bigM method will produce the right solution for large enough M . (For this part, suppose as in the previous part that (P) has a nite optimal solution z .)...
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This note was uploaded on 01/31/2011 for the course AMS 540 taught by Professor Arkin,e during the Fall '08 term at SUNY Stony Brook.
 Fall '08
 Arkin,E

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