MIE376 Lec 5 - NLPQPv2.page17

MIE376 Lec 5 - NLPQPv2.page17 - Because λj are shadow...

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Unformatted text preview: Because λj are shadow prices… λ j [b j − g j ( x ) ] = 0 ∀j∈m C Complimentarity λj ≥ 0 ∀j∈m P Positive MIE376 - Mathematical Programming 17 ...
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