Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/ib/paper-2/9h/solution

Introduce nonnegative slack variables and start the simplex algorithm at , with slacks . The objective's largest positive entering coefficient belongs to . Its ratio test is , , , so leaves and enters.
Solve that pivot row for and substitute into the other rows and the objective :
This is a feasible simplex dictionary at nonbasic variables . All their objective coefficients are negative, so no feasible increase can improve the objective. Thus
The negative reduced coefficients also prove uniqueness of this optimum.
The dual linear program, with nonnegative variables , is
The feasible choice has objective . Weak duality proves that it and the primal point are optimal. Complementary slackness also forces because the first two primal slacks are positive, and then the positive forces .

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