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Discrete Optimization Lecture 3 – Part 2

Discrete Optimization Lecture 3 – Part 2

Discrete Optimization Lecture 3 – Part 2. M. Pawan Kumar pawan.kumar@ecp.fr. Slides available online http:// cvn.ecp.fr /personnel/ pawan /. Outline. Dual Decomposition. Dual Decomposition. min x ∑ i g i ( x ) s.t. x  C. Dual Decomposition.

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523 views • 51 slides
Faster Primal-Dual Algorithms for the Economic Lot-Sizing Problem

Faster Primal-Dual Algorithms for the Economic Lot-Sizing Problem

Acknowledgment: Thomas Magnanti, Retsef Levi. Faster Primal-Dual Algorithms for the Economic Lot-Sizing Problem. Mihai Pătraşcu AT&T Research. Dan Stratila RUTCOR and Rutgers Business School Rutgers University. ISMP XX 25 August 2009. TexPoint fonts used in EMF.

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531 views • 38 slides
Probabilistic Inference Lecture 6 – Part 1

Probabilistic Inference Lecture 6 – Part 1

Probabilistic Inference Lecture 6 – Part 1. M. Pawan Kumar pawan.kumar@ecp.fr. Slides available online http:// cvc.centrale-ponts.fr /personnel/ pawan /. Questions? Next Lecture !!. Tree Re-Weighted Message Passing (TRW) vs. Dual Decomposition (DD). Dual of the LP Relaxation.

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534 views • 36 slides
ISM 206 Lecture 4

ISM 206 Lecture 4

ISM 206 Lecture 4 . Duality and Sensitivity Analysis. Announcements. Outline. 1. Review Simplex Method 2. Sensitivity analysis: How does the solution change as the parameters change? How much would we ‘pay’ for more resources What is the effect of changing parameters A, b, c

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265 views • 15 slides
Chap 9. General LP problems: Duality and Infeasibility

Chap 9. General LP problems: Duality and Infeasibility

Chap 9. General LP problems: Duality and Infeasibility. Extend the duality theory to more general form of LP Consider the following form of LP. subject to. (1). (2). Want to define dual problem for this LP so that dual objective value gives upper bound on the primal optimal value.

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817 views • 11 slides
Duality and Post-Optimal Analysis by amna ali

Duality and Post-Optimal Analysis by amna ali

Duality and Post-Optimal Analysis by amna ali. LP Dual •. The original LP is referred to as primal • The dual is another LP associated with the given LP • It is defined systematically

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337 views • 7 slides

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