System of Linear Inequalities
Linear Programming
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q
Questions:
Are there any other representations describing the same set?
How can we identify the different representation given a representation of a set?
Which are the most important elements in a rep

Lagrangean Relaxation
- Bounding through penalty adjustment
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Outline
Brief introduction
How to perform Lagrangean relaxation
Subgradient techniques
Example: Set covering
Decomposition techniques and Branch an
d Bound
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Introduction
Lagrangian Relaxation

Week 11 Non-linear
Programming (NLP)
Non-Linear Programming
Optimality - Definition
Local Optimality - Definition
Graphical Analysis
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Just as with LP, we can use two dimensional
geometry to gain insight into this problem
Max x1 x 2
s.t.
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Everything in t

Week 11 Non-linear
Programming (NLP)
LP vs NLP
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LP
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At least one corner
point solution
Simplex method
Polyhedron feasible
solution set
Convex solution set
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NLP
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No single preferred
optimization method
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10 - 15 methods
Three CLASSES
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Gene