Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-37/1/a/solution
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 37 1 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
We must check that allowing introduces no false feasible solution. If , then . The recession cone of the nonempty linear polyhedron is . Indeed for , for every . Boundedness of therefore forces , contradicting . Thus every transformed feasible point has .
Conversely set . The constraints give and , with the same objective value. The assumed original optimizer with positive denominator supplies a transformed feasible point. Every transformed point corresponds to an original point and has objective at most that optimizer's value. Hence the transformed linear program attains the original optimum, and its optimizer recovers . Positivity on every point of is not needed here; the given positive-denominator optimum suffices.
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