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Exercise 8 [U][G] Consider an optimization problem (P) with absolute values in the following form: min s.t. c'x + d'y Ax
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- Exercise 8 U G Consider An Optimization Problem P With Absolute Values In The Following Form Min S T C X D Y Ax 1 (91.43 KiB) Viewed 52 times
Exercise 8
[G] Consider an optimization problem (P) with absolute values in the following form: min s.t. c'x + d'y Ax+By ≤ b Yi = |xi| Vi 10 points and assume that all entries of B and d are nonnegative. (a) (3 points) Provide a linear programming reformulation of the above problem, using ideas similar to the ones discussed in class. Page 3 of 4 (b) (4 points) Show that the original problem and the reformulation are equivalent. (c) (3 points) Provide an example to show that if B has negative entries, the problem may have a local minimum that is not a global minimum.