Decision Optimization

Decision Optimization

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  • 1.  duality paradox!

    Posted Tue November 13, 2018 09:04 AM

    Originally posted by: behi


    Dear Alex

     

    I coded the classic max-flow problem, I added the dual constraints and complementary constraints. (please find the attached files)

     

    Max sum y(i,des)

    s.t.

    for all j !=(org || des)    sum i  y(i,j)= sum i y (j,i) 

    I already checked the dual constraints with CPLEX and they are almost correct.

    Since I added the dual constraints and the complementary constraints, I expect that if I change the objective function the optimal solution remains unchanged.

    it almost works! but when I reverse the objective function by using the "minimize" rather than the "maximize", the optimal solution changes! but according to the duality theory the "primary constraints + dual constraints + complementary constraints" all collectively guarantees the optimal solution, regardless the objective function.

    would you please check why the optimal solution changes wen the objective function reversed?

     


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