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3 consider the following problem min cx x st c

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Unformatted text preview: concave, but the duality gap may not be zero when the primal is not convex. 3) Consider the following problem: min − cx x s.t . € (c > 0) −x ≤0 x ≤b (b > 0) Associate with the first constraint the Lagrange multiplier “f” and with the second constraint the Lagrange multiplier “g”. Which statement is true at the optimal feasible point (a.k.a. the solution): A) f=0; g=0 B) f>0; g=0 C) f=0; g>0 D) f>0; g>0 E) None of the above The objective is a slope. A ball on the slope would roll to the right and will be blocked by the constraint x<= b. So that constraint is active while the constraints x>=0 is inactive. Hence, f=0, g>0....
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