Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/iii/paper-38/1/a/solution
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 38 1 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Fix a primal feasible point . For every dual feasible point , nonnegativity and the primal and dual inequalities giveHence the dual objective is bounded below by wherever it is feasible, which is weak duality. This is the meaning of “bounded” in this assertion; it does not say that the dual feasible set is bounded, or that it is nonempty. For example, with , , and a single variable, the primal is feasible and unbounded above, while its dual would require and is infeasible.
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