Paper 2, Section I, H

Optimization | Part IB, 2017

Consider the following optimization problem

P:minf(x) subject to g(x)=b,xX.\mathrm{P}: \quad \min f(x) \quad \text { subject to } \quad g(x)=b, x \in X .

(a) Write down the Lagrangian for this problem. State the Lagrange sufficiency theorem.

(b) Formulate the dual problem. State and prove the weak duality property.

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