Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/iii/paper-38/1/a/solution

Fix a primal feasible point . For every dual feasible point , nonnegativity and the primal and dual inequalities give
Hence 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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