Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2001/iii/paper-31/3/i/solution

In the unnormalized embedding, take
Then the first equation is , the second is , and the third is . The fourth becomes
The multiplier elimination preserves this point because and hence . Every coordinate of is one. Dividing by therefore gives
which satisfies , , and strict positivity. Its existence is independent of feasibility of the original input problem.

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