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Unformatted text preview: * Hard copy to be submitted in class on the due date. No late homework accepted. (c) Show that (2) is bounded below if A T u ≤ p . (d) EXTRA CREDIT: Derive a necessary condition on u such that (2) is bounded below. (e) EXTRA CREDIT: When the LP is bounded, derive an expres-sion for the optimal value of (2). Your expression will depend on the vector u . (f) EXTRA CREDIT: Formulate the problem of ﬁnding the best such bound, by maximizing the lower bound over u ≥ 0 subject to the conditions when the LP (2) is bounded. (g) EXTRA CREDIT: How does the optimal value of the resulting optimization in part (f) problem compare to the optimal value of LP (1)? 2...
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- Fall '11
- Optimization, Equals sign, The LP, LP album, optimal value