Consider the optimization problems (no assumption of convexity here) 1. Prove that p* 1 p* 2
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Consider the optimization problems (no assumption of convexity here)
1. Prove that p*1 ≥ p*2 (i.e., enlarging the feasible set cannot worsen the optimal objective).
2. Prove that, if p*1 = p*2, then it holds that
3. Assume that all problems above attain unique optimal solutions. Prove that, under such hypothesis, if p*1 = p*2, then it holds that
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1 The first point is obvious since any optimal point of the first pro...View the full answer
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Related Book For 
Optimization Models
ISBN: 9781107050877
1st Edition
Authors: Giuseppe C. Calafiore, Laurent El Ghaoui
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