We have a minimization problem, which includes the following two constraints, where M constant, and and x,y,z variables: M(1- z) >= x-y -M(1-z) <= x-y I want to dualize these two constraints using lagrangean multipliers u >=0 and v>=0. So I add in the objective function the following: u * [x-y-M(1-z)] + v [ y-x-M(1-z)]. Or should I do u * [ M(1-z) -(x-y) ] + v [M(1-z) -(y-x)] ? Thank you
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spyimp Paul Rubin ♦♦ |