Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-33/1/b/solution

False: both primal and dual can be infeasible. For example, take
The primal requires , so is infeasible. Its dual requires the first coordinate of to be at least , namely , and is also infeasible. An infeasible primal therefore does not force an unbounded dual. If the dual is additionally assumed feasible, strong duality rules out a finite dual optimum; a feasible linear program with finite optimal value attains it, so in that qualified case the dual is unbounded below.

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