New answers tagged duality
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Is there a way to find out which original constraints are violated when a feasibility cut is generated in benders?
I assume that by "violated" you mean "cannot be satisfied". It is not typically the case that a single constraint will be infeasible; rather, it is usually a subset of constraints ...
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Reducing optimality to feasibility in non-linear programs
You displayed the KKT conditions of the LP.
For any convex optimization problem in which the objective and constraint functions $f_i(x)$ for constraints $f_i(x) \le 0$ are continuously differentiable ...
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How do you get the primal solution of an LP from the dual solution?
If in primal problem the variable $\mathbf x$ was a vector of dimension $n$ and constraints were made of $m+p$ equations, in dual problem we should have $n$ equations in $m+p$ variables.
It is common ...
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