# How to dualize

 0 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 asked 10 Nov '15, 06:23 spyimp 41●1●8 accept rate: 0% Paul Rubin ♦♦ 14.6k●4●12

 1 You can think of the dual variable as a penalty for the amount you violate the constraint and a prize for satisfying it. In the minimization case a penalty is positive and a prize is negative. Then, you do the math :-) answered 10 Nov '15, 11:58 Sune 958●4●13 accept rate: 20%
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