ma213 x 2 Flashcards
(9 cards)
how to know if y* is optimal?
check against the variables of the dual solution!!
ineffective and effective?
ineffective constraints (> or <)’s variables are = 0 in the dual (f)
Does the problem have multiple optimal solutions?
Since the objective function is parallel to one of the binding constraints, it can slide along that boundary and still maintain the same objective value.
If two corner (extreme) points of the feasible region lie on this line, then all points on the segment connecting them are optimal.
Hence, the feasible region has a face (edge) where the objective function is constant ⇒ multiple optimal solutions.
optimal solution criteria
- where the objective function passes through
- if it doesn’t pass through anything, then where its parallel constraint (the slope is the same) passes through
effective vs basic
basic focuses on x*. if x3 is 0 it is nonbasic and must be eliminated from primal(f)
effective is when substituting x* is equal to its answer, ineffective constraints must be eliminated from the dual(f)
complementary slackness
For each constraint and variable:
If a dual variable yj>0, then the corresponding primal constraint must be tight (holds as equality).
If a primal variable xj>0, then the corresponding dual constraint must be tight (equality).
Or flipped:
If a primal constraint is slack (not tight), then the dual variable must be 0.
If a dual constraint is slack, then the primal variable must be 0.
slack and tight
tight = 0
slack doesn’t = 0
where does minimum and maximum occur
minimum at f’(x) = 0
max at substituting the value of minimum in f(x)
convex and concave
concave at f’‘(x)<0
- sad face, less than zero
convex at f’‘(x)>0