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SinceiisnonnegativeP0SoxP1pandq1 2pTP1pr123Thedualoftheprimalproblem121ismaxqst0124Excercise1Checkthatqisconcavewhichmeansthatthedualprobl

Sinceiisnon-negative P()0.Sox=P()1p() andq()=1 2p()TP()1p()+r():(12.3)Thedualoftheprimalproblem(12:1)is:maxq()s.t.0:(12.4)Excercise1:Checkthatq()isconcave whichmeansthatthedualprobl

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