Greetings to you all. I need your help with the following problem
We minimize
I want to formulate dual problem and to prove that the optimal value of primary problem is 2 and the optimal valeu of the dual problem is 1.
(it looks like isoperimetric problem...)
Can you please give me some hints or show me where I can find how to solve problems like this.
Thank you !
We minimize
Code:
2a + \int_0^1 tx(t)dt \to \min
1 - a - \it_t^1 x(s)ds \leq 0 a.e. t \in (0,1)
x(t) \geq 0 a.e t \in (0,1)
a \geq 0
x \in L^2((0,1)).
I want to formulate dual problem and to prove that the optimal value of primary problem is 2 and the optimal valeu of the dual problem is 1.
(it looks like isoperimetric problem...)
Can you please give me some hints or show me where I can find how to solve problems like this.
Thank you !