Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2012/iii/paper-42/1/c/solution
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 42 1 c Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-07
Introduce a free scalar . The epigraph reformulation is the linear programFor each fixed , the smallest feasible equals the maximum of the affine expressions, so the reformulation preserves the optimum.
Associate nonnegative multipliers with these inequalities. Its optimization Lagrangian isBecause and are unrestricted, the infimum is finite precisely when the coefficients of both vanish. Therefore the Lagrangian dual problem isA feasible dual vector is a convex combination of the slopes whose mean slope is zero. It gives a constant lower bound on the maximum of the affine functions. The primal is always feasible, by taking and sufficiently large . If it has a finite optimum, linear programming duality gives attainment and equality with this dual; otherwise the dual is infeasible and the primal is unbounded below.
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