Duality – A Lagrangian Approach
نویسنده
چکیده
The objective of this module is to understand key problems that arise when moving from finite dimensional linear programs to infinite dimensional linear programs. Students are introduced to the theory of linear programming in 36900. In 36900 the primary focus is on linear and integer programs with a finite number of constraints and variables. However, there are many applications where the number of variables, and or constraints, is infinite. Infinite dimensional optimization problems are the topic of 36904. Hopefully, this module will lead to unbounded and infinite enthusiasm for taking 36904.
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