Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2012/iii/paper-42/2/b/solution

If are integral, the derived surplus and slacks
are also nonnegative integers. Therefore an all-integer Gomory fractional cut can be taken from the final tableau's slack row
For a nonnegative integer dictionary row , the quantity is an integer at most , so it is at most . Subtracting from the row proves the cut . Applying it here gives
But the original row and give . Nonnegativity then gives
This contradicts the valid cut. Therefore the integer program is infeasible, certified by one Gomory fractional cut. It is essential to use the PDF's constraint: the altered TeX problem would have feasible integer points.

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