- Consider An Optimization Problem P With Absolute Values In The Following Form Min D A D Y S T Ax By B V X Vi 1 (24.58 KiB) Viewed 73 times
Consider an optimization problem (P) with absolute values in the following form: min d'a+d'y. s.t. Ax+By <b V₁ = |x₁| Vi, 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. (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.