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Consider the optimization problem: minimize |xy| s. t. x, y ≥0 Define new decision variables: s: value of |x-y| if x=>y and d: value of |x-y| if x

Consider the optimization problem: minimize |xy| s. t. x, y ≥0 Define new decision variables: s: value of |x-y| if x=>y and d: value of |x-y| if x

Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Consider the optimization problem: minimize y s. t. x, y ≥ 0 Define new decision variables: s: value of |x-y| if x=>y and d: value of |x-y| if x<y. To linearize the original problem, which of the following statements are correct? (select all that apply) A.) The new objective function should be minimize s+d B.) The new objective function should be minimize s-d C.) Constraint x-y-s+d=0 needs to be added D.) Constraint x-y-s-d=0 needs to be added
Transcribed Image Text:Consider the optimization problem: minimize y s. t. x, y ≥ 0 Define new decision variables: s: value of |x-y| if x=>y and d: value of |x-y| if x<y. To linearize the original problem, which of the following statements are correct? (select all that apply) A.) The new objective function should be minimize s+d B.) The new objective function should be minimize s-d C.) Constraint x-y-s+d=0 needs to be added D.) Constraint x-y-s-d=0 needs to be added
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