Example: bankruptcy
BranchandBoundMethods - Stanford University
0 ≤ zj ≤ 1, j = 1,...,n • convex with (continuous) variables x and z, so easily solved • optimal value (denoted L 1) is lower bound on p⋆, optimal value of original problem • L 1 can be +∞ (which implies original problem infeasible) EE364b, Stanford University 15
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