Linear Optimization KKT Optimal Criterion
I know the optimality conditions for the problem in the form of *max c(transpose)x *s.t. Ax<=b *x>=0 But I cannot figure out what to in the case that Ax=b. The farthest I got was changing Ax=b into A<=b and -A<=-b. To be more specific, I am talking about primal, dual, and complementary slackness.
Posted Apr 13, 2013, 9:23 PM UTC
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