Let us change the sense of the inequality in problem (2.48): Clearly, the problem is unbounded. Applying
Question:
Let us change the sense of the inequality in problem (2.48):
Clearly, the problem is unbounded. Applying the rules of Table 2.4, swapping the columns corresponding to primal and dual problems, we immediately find its dual:
which is clearly infeasible, since the first two conditions on the dual variable are not compatible with the third one.
As a further check, we may work with the equivalent standard form of problem (2.52),
whose dual is
with dual variable \(q\). The variable substitution \(=q\) yields the same infeasible dual as above.
Data From Problem 2.48
Data From Problem 2.52
Data From Table 2.4
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
An Introduction To Financial Markets A Quantitative Approach
ISBN: 9781118014776
1st Edition
Authors: Paolo Brandimarte
Question Posted: