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sfinsol12 - 12[15 points Suppose ac" is an optimal...

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Unformatted text preview: 12. [15 points] Suppose ac" is an optimal solution to the linear programming problem in standard form: Minimize z = cTrc subject to A9: = b,a: 2 0 and suppose the variables have been reordered sovthat A = [B N] where the B corresponds to the optimal basis. Letting y’“ = (B_I)TC'B, prove that (3%?“ = bTy*.. ”2 C 5’ E _ _ ~l , —1 fix“ :rcg 6;) 'EZ’ TEL ...
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