Consider the following constrained optimization problem minimize subject to d¹ x Ax ≤ 0 where A E Rmxn is of rank m (m

Algebra: Structure And Method, Book 1
(REV)00th Edition
ISBN:9780395977224
Author:Richard G. Brown, Mary P. Dolciani, Robert H. Sorgenfrey, William L. Cole
Publisher:Richard G. Brown, Mary P. Dolciani, Robert H. Sorgenfrey, William L. Cole
Chapter10: Inequalities
Section10.8: Systems Of Linear Inequalities
Problem 2E
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Consider the following constrained optimization problem
minimize
d"x
subject to
Ax < 0
where A E RMXn is of rank m (m<n). Suppose that an optimal solution x* exists. By applying the
Karush-Kuhn-Tucker Theorem, show that d"x = 0.
Transcribed Image Text:Consider the following constrained optimization problem minimize d"x subject to Ax < 0 where A E RMXn is of rank m (m<n). Suppose that an optimal solution x* exists. By applying the Karush-Kuhn-Tucker Theorem, show that d"x = 0.
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