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  2. Penalty method - Wikipedia

    en.wikipedia.org/wiki/Penalty_method

    For every penalty coefficient p, the set of global optimizers of the penalized problem, X p *, is non-empty. For every ε>0, there exists a penalty coefficient p such that the set X p * is contained in an ε-neighborhood of the set X*. This theorem is helpful mostly when f p is convex, since in this case, we can find the global optimizers of f p.

  3. Dual linear program - Wikipedia

    en.wikipedia.org/wiki/Dual_linear_program

    Here is a proof for the primal LP "Maximize c T x subject to Ax ≤ b, x ≥ 0": c T x = x T c [since this just a scalar product of the two vectors] ≤ x T (A T y) [since A T y ≥ c by the dual constraints, and x ≥ 0] = (x T A T)y [by associativity] = (Ax) T y [by properties of transpose] ≤ b T y [since Ax ≤ b by the primal constraints ...

  4. Linear programming - Wikipedia

    en.wikipedia.org/wiki/Linear_programming

    Maximize c T x subject to Ax ≤ b, x ≥ 0; with the corresponding symmetric dual problem, Minimize b T y subject to A T y ≥ c, y ≥ 0. An alternative primal formulation is: Maximize c T x subject to Ax ≤ b; with the corresponding asymmetric dual problem, Minimize b T y subject to A T y = c, y ≥ 0. There are two ideas fundamental to ...

  5. Basic feasible solution - Wikipedia

    en.wikipedia.org/wiki/Basic_feasible_solution

    For the definitions below, we first present the linear program in the so-called equational form: . maximize subject to = and . where: and are vectors of size n (the number of variables);

  6. List-labeling problem - Wikipedia

    en.wikipedia.org/wiki/List-labeling_problem

    X,Y S, X < Y implies label(X) < label(Y) The cost of a list labeling algorithm is the number of label (re-)assignments per insertion or deletion. List labeling algorithms have applications in many areas, including the order-maintenance problem , cache-oblivious data structures , [ 1 ] data structure persistence , [ 2 ] graph algorithms [ 3 ...

  7. Assignment problem - Wikipedia

    en.wikipedia.org/wiki/Assignment_problem

    One way to solve it is to invent a fourth dummy task, perhaps called "sitting still doing nothing", with a cost of 0 for the taxi assigned to it. This reduces the problem to a balanced assignment problem, which can then be solved in the usual way and still give the best solution to the problem.

  8. Linear programming relaxation - Wikipedia

    en.wikipedia.org/wiki/Linear_programming_relaxation

    Then, for each subproblem i, it performs the following steps. Compute the optimal solution to the linear programming relaxation of the current subproblem. That is, for each variable x j in V i , we replace the constraint that x j be 0 or 1 by the relaxed constraint that it be in the interval [0,1]; however, variables that have already been ...

  9. Big M method - Wikipedia

    en.wikipedia.org/wiki/Big_M_method

    Solve the problem using the usual simplex method. For example, x + y ≤ 100 becomes x + y + s 1 = 100, whilst x + y ≥ 100 becomes x + y − s 1 + a 1 = 100. The artificial variables must be shown to be 0. The function to be maximised is rewritten to include the sum of all the artificial variables.