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Unformatted text preview: (1) Write the dual (D) of (P). How many variables does (D) have? (2) Show that if any a i then (D) is infeasible. (3) Show that if any a i then (P) is unbounded. Exercise 4. Consider the following linear program (P): max c T x s.t. Ax = b Fx d Note, the variables x are free. (1) Rewrite (P) so that it is in standard equality form. Compute then the dual (D) of the LP you obtain using the formula for problems in standard equality form. (2) Give a self contained proof that (D) is indeed the dual of (P) along the same line as the proof of Theorem 4.1. 1...
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 Spring '07
 S.Furino,B.Guenin

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