Unformatted text preview: – Is it an upper bound or a lower bound on the optimal value of the original problem? – The optimal solution of this problem is ( x, y ) = (2 , 1). Are the lower and upper bound you got really a lower and an upper bound? If so, you did this exercise correctly. 3 Minmax problems Consider the following nonlinear optimization problem: P : max { f ( x, y ) : ( x, y ) ∈ F } where f ( x, y ) = min { x + 4 y2 , 5 x + 2 y1 } and F = { ( x, y ) ∈ R 2 :3 ≤ x ≤ 1 , 1 ≤ y ≤ 7 } . Formulate a linear programming problem equivalent to P ....
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 Fall '08
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 Math, Optimization, upper bound, min s.t.

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