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Unformatted text preview: ε = 0 , by construct-ing a dual optimal point z * that has the same objective value as x * . Are there any other primal or dual optimal solutions? (b) Give and explicit expression for the optimal value p * ( ε ) as a function of ε on an interval that contains ε = 0 . Specify the interval on which your expression is valid. Also give explicit expressions for the primal solution x * ( ε ) and the dual solution z * ( ε ) as a function of ε, on the same interval. (Hint: First calculate x * ( ε ) and z * ( ε ) , assuming that the primal and dual constraints that are active at the optimum for ε = 0 , remain active at the optimum for values of ε around 0. Then verify that this assumption is correct.) 2...
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- Spring '11