Consider an optimization problem (P) with absolute values in the following form: min c′x + d′y s.t. Ax + By ≤b yi = |xi|
Posted: Sun Jul 10, 2022 11:13 am
Consider an optimization problem (P) with absolute values in thefollowing form: min c′x + d′y s.t. Ax + By ≤b yi = |xi|
Exercise 8 [G].. Consider an optimization problem (P) with absolute values in the following form: min d'a+d'y s.t. Az+By <b Yi = |x₁| and assume that all entries of B and d are nonnegative. (b) (4 points) Show that the original problem and the reformulation are equivalent. 10 points
Exercise 8 [G].. Consider an optimization problem (P) with absolute values in the following form: min d'a+d'y s.t. Az+By <b Yi = |x₁| and assume that all entries of B and d are nonnegative. (b) (4 points) Show that the original problem and the reformulation are equivalent. 10 points