Nonnegative-orthant optimality certificate
ID: nonnegative-orthant-optimality-certificate
Consider the original linear programOne unit of costs twice as much as one unit of , so is a plausible answer. To certify it, multiply the three linear inequalities by , respectively, and add:The proposed feasible point attains , so its cost is the global minimum.
In the conic dual problem convention, the data and certificate areDirect matrix multiplication gives and . At , the slack variable is , so . The first linear inequality has positive slack and zero multiplier; the two positively weighted linear inequalities are tight. This is complementary slackness.
The entire dual feasible set can also be read off: write with . Then and . Maximizing this lower bound gives . A point such as is still a valid certificate of the weaker bound .
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