Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-37/4/c/solution
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 37 4 c Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
Introduce nonnegative surplus variablesAt the proposed starting basic feasible solution, the basic variables are and the nonbasic variables are . Its simplex dictionary, with objective , isIncrease to decrease . The simplex ratio test gives limits from , from , and from . The smallest is , so enters and leaves. After this single pivot the dictionary isAll objective coefficients of nonbasic variables are strictly positive. Thus the simplex method has reached its unique optimum:The feasible dual vector has the same objective, providing an independent weak duality certificate. Normalization givesThese are all the equilibria: the dual's strict slack in row two forces , and the primal's strict slack in column two forces . Equality of the two active row and column payoffs then fixes the displayed probabilities. The value is the first player's expected net loss; the second gains .
New to topics? Read the docs here!