Description
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Consider the problem
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1
2
2
min
(x
+ x ) subject to 1
x
0:
2
x1;x2
1
2
1
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Write down the solution of this problem and the optimal primal value p .
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Derive the Lagrangian dual function g( ) for 2 R.
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Find the solution of the Lagrangian dual problem max 0 g( ) and write down the optimal dual objective d .
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Is the Slater condition satis ed for this problem? Does strong duality hold, that is, p = d ?
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Consider the problem
min x1x2 subject to x21 + x22 1 0:
Repeat parts (a)-(d) of Question 1 for this problem.
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