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Dmitry Volodin edited The_complementarity_slackness_conditions_introduce__.tex
about 8 years ago
Commit id: c3451a24f880c3a4ccf6b900d91ebb2399a39663
deletions | additions
diff --git a/The_complementarity_slackness_conditions_introduce__.tex b/The_complementarity_slackness_conditions_introduce__.tex
index 9969770..d1247b3 100644
--- a/The_complementarity_slackness_conditions_introduce__.tex
+++ b/The_complementarity_slackness_conditions_introduce__.tex
...
\sum_{ij\in L^1}\left[ \mu_{ij}M(b_{ij}-1) + \rho^u_{ij}2M(1 - b_{ij}) + p^u_{ij} \sigma^u_{ij} b_{ij} - p^{l}_{ij} \sigma^l_{ij} b_{ij} \right ]
\end{multline}
There are four terms that are non-linear: one is the $\omega \hat{g}$, and three terms with $b_{ij}$.
All of them could be linearized using the techniques described in the first part.
Let us denote by $\dot{x}$ the special variable that replaces $x$ in equations and is bounded by
\begin{align*}
x&\leq \dot{x} + M(1-b)\leq M \\
0&\leq \dot{x}\leq x
\end{align*}
By adding the following conditions
\begin{align}