This page is maintained by
Henry Wolkowicz,
Faculty of Mathematics,
University of Waterloo | 200 University Ave. W. | Waterloo, Ontario
Canada | N2L 3G1 | 519.885.1211 | www.math.uwaterloo.ca
maximize (cos &theta)x1 + (sin &theta)x2 subject to x1 &le 1 x2 &le 1 x1 , x2 &ge 0Compute an explicit formula for the central path (for the primal and dual variables and the primal and dual slack variables). And, evaluate the limit of x&mu first as &mu goes to 0 and second as &mu goes to infinity. (Problem Reference: Linear Programming: Foundations and Extensions (by Robert Vanderbei), Page 266.)
This page is maintained by
Henry Wolkowicz,
Faculty of Mathematics,
University of Waterloo | 200 University Ave. W. | Waterloo, Ontario
Canada | N2L 3G1 | 519.885.1211 | www.math.uwaterloo.ca