Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-38/2/a/solution

Write the primal in the form with and . Its dual linear program is with and . Indeed, nonnegative combinations of the primal inequalities give , which is weak duality. The specific dual is
The four dual inequalities correspond, in order, to the four primal variables.

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