In this lecture, we talk about Perturbation and Sensitivity Analysis. But what does that mean ? Well, consider our good old looking optimization problem that looks like this (1)   One way to tell how the above problem reacts to perturbation is to actually perturb it and check how its […]

In this lecture, we talk about equivalent reformulations, that are reformulations done on the initial problem of the form (1)   A very interesting question is the following. Assume we got two problems and that are equivalent problems. Are their duals, (hereby denoted by and , respectively) the same ? […]