Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ib/paper-4/20c/iii/solution

Write the amended primal as with , . A convenient linear programming duality convention uses and gives subject to . Explicitly the dual is
The optimal dual vector is the negative of the three payoff-row slack coefficients:
Indeed substitution gives , so all dual inequalities hold. To certify optimality directly by weak duality, for any feasible primal and dual vectors,
where the second inequality uses and . Our feasible primal and dual vectors have equal values , so neither can be improved. This is a linear programming optimality certificate.

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