Solution

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

Introduce nonnegative slack variables for the four dual inequalities. The initial simplex dictionary is
At the origin all four basic slacks are positive. Enter : the simplex ratio test compares bounds from and from , so leaves at . Entering initially would tie two limiting bounds and produce degeneracy in linear programming; the chosen pivot avoids this. The new simplex dictionary is
Only has positive objective coefficient. Enter it; the limiting bound is from , rather than from . Thus leaves, giving
Every nonbasic variable has nonpositive objective coefficient, so this feasible simplex basis is optimal. Setting the nonbasic variables to zero yields
Both new basic solutions have strictly positive basic coordinates; neither pivot is degenerate.
The first and fourth dual constraints have positive slacks and . Complementary slackness therefore requires . Since , the second and third primal constraints must be equalities:
Consequently
The first primal left side is , so the vector is feasible. Its value matches the feasible dual value, giving a linear programming optimality certificate.

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