Consider the optimization problem cTx + d"w minz,w subject to Ax + Hw < b (1) Wi ?A where x, w E R", b E Rm, and all other vectors and matrices are dimensioned appropriately. Note that the components of x are not restricted in sign. (b) Provide a counterexample with n = 1 where your LP and (1) are not equivalent when H contains negative entries.
Consider the optimization problem cTx + d"w minz,w subject to Ax + Hw < b (1) Wi ?A where x, w E R", b E Rm, and all other vectors and matrices are dimensioned appropriately. Note that the components of x are not restricted in sign. (b) Provide a counterexample with n = 1 where your LP and (1) are not equivalent when H contains negative entries.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter6: Vector Spaces
Section6.2: Linear Independence, Basis, And Dimension
Problem 3AEXP
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