Duality
Duality
Estimate the Optima minimize 7x1+x2+ 5x3 VI subject to 1 T2 3x3 2 10 + + 5c1 十 2c2 一 T3 2 6 C1,x2,x3≥0 16 1B≤OPT≤ feasible solution c=(2,1,3)
Estimate the Optima minimize 7x1 + x2 + 5x3 subject to OPT ≤ any feasible solution ≤ x1 x2 + 3x3 ⇥ 10 5x1 + 2x2 x3 ⇥ 6 x1, x2, x3 0 x = (2, 1, 3) ? 30 + + ≤ = 16 16