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Unformatted text preview: Let (P) be a linear program and let (D) be its dual. Let x * be a feasible solution for (P) and let y * be a feasible solution for (D). Show that if all variables of (P) and (D) are free (unrestricted) then x * is an optimal solution to (P) and y * is an optimal solution to (D). Exercise 3: Prove Theorem 4.9 for the case where (P) is in standard in-equality form. Important: your proof should be self contained. In partic-ular you should NOT convert (P) to a problem in standard equality form and apply Theorem 4.7. 1...
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- Fall '97