Transcript IENG511 Optimization Theory

IENG511 Optimization Theory
PRIMAL-DUAL RELATIONSHIPS
Assist. Prof. Dr. Sahand Daneshvar
Presenter: Samaneh Azari
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Weak duality property
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Lemma 1
The objective function value
feasible solution
>=
minimization
The objective function value
feasible solution
maximization
upper bound
lower bound
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Corollary 1
Corollary 2
Corollary 2 indicates that unboundedness in one problem implies
infeasibility in the other problem.
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Example of Corollary 2
Since the problem has an unbounded objective value
Therefore, the other problem possesses no feasible solution.
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