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Problem 6. Consider the following problem: (20pt) minimize f(x) : x1+x2 subject to h(x) = XIX2 I : 0 x; Z 0, x2 2 0
Problem 6. Consider the following problem: (20pt) minimize f(x) : x1+x2 subject to h(x) = XIX2 I : 0 x; Z 0, x2 2 0 Consider the following dual function which dualizes h(x) 9a) 2 infpdzo, x220} f(x) + Aha) 1.1) Sketch the dual function, i.e. plot q) with respect to A 1.2) Calculate the duality gap
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