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Dmitry Volodin edited The_complementarity_slackness_conditions_introduce__.tex
about 8 years ago
Commit id: f8e2bd6474e6e9b5ab98469810dce68e89a5efde
deletions | additions
diff --git a/The_complementarity_slackness_conditions_introduce__.tex b/The_complementarity_slackness_conditions_introduce__.tex
index d1247b3..6e71e5c 100644
--- a/The_complementarity_slackness_conditions_introduce__.tex
+++ b/The_complementarity_slackness_conditions_introduce__.tex
...
\begin{multline}
-\bar{c}\sum_k d_k + \sum_u \hat{c}_u g_u = \sum_u \omega^u_u \hat{g}_u + \sum_k \nu^u_k \hat{d}_k \\
+ \sum_{ij\in L^0}\left[ \sigma^u_{ij} p^u_{ij} -\sigma^l_{ij} p^l_{ij}\right] + \\
\sum_{ij\in L^1}\left[
\mu_{ij}M(b_{ij}-1) -\mu_{ij}M(1 - b_{ij}) + \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
$x$ $xb$ in equations and is bounded by
\begin{align*}
x&\leq \dot{x} + M(1-b)\leq M \\
0&\leq \dot{x}\leq x
...
By adding the following conditions
\begin{align}
\mu_{ij} 0\leq\dot{\mu}_{ij} &\leq
M (1 - b_{ij}), \mu_{ij}, \\
\rho^u_{ij} 0\leq\dot{\rho^u_{ij}} &\leq
M(1 - b_{ij}), \rho_{ij}, \\
\sigma^{u,l}_{ij} 0\leq\dot\sigma^{u,l}_{ij} &\leq
Mb_{ij}, \sigma^{u,l}_{ij}\\
\mu_{ij}\leq \dot{\mu}_{ij} + b_{ij}M \leq M\\
\rho^u_{ij} &\leq\dot\rho^u_{ij} + b_{ij}M\leq M \\
\sigma^l_{ij} &\leq\dot\sigma^l_{ij} + b_{ij}M\leq M \\
\sigma^u_{ij} &\leq\dot\sigma^u_{ij} + (1-b_{ij})M\leq M
\end{align}
we get
\begin{multline}