MIE376 - Mathematical Programming 16 Return to Lagrange Multipliers ± ± Constraints at optimal solution ² Some are restricting (tight) ± Æ constraint at equality ± Æ λ j is shadow price Æ λ j > 0 ² Some are not restricting (loose) ± Æ constraint at inequality ± Æ set λ
This is the end of the preview. Sign up
access the rest of the document.
This note was uploaded on 07/10/2011 for the course MIE 376 taught by Professor Daniel during the Spring '11 term at University of Toronto.