This preview shows page 1. Sign up to view the full content.
Unformatted text preview: ) ⊤ d . But then if the new dual, obtained from the original one by eliminating a variable, is feasible, the original one cannot be infeasible: the feasible set F ′ of the new dual is the intersection (not the projection!) of the feasible set F of the original dual with { ( u ∈ R m , v ∈ R : v = 0 } . To be more precise, after this intersection the variable v is projected out since F ′ is mdimensional, while F has m +1 dimensions. Since it is feasible the original dual must be feasible too. Hence the original dual cannot be infeasible, and it must be unbounded....
View
Full
Document
This note was uploaded on 03/14/2012 for the course MTHSC 810 taught by Professor Staff during the Fall '08 term at Clemson.
 Fall '08
 Staff
 Math

Click to edit the document details