Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ib/paper-3/21h/a/solution

Choose a set of column indices for which the square matrix is invertible. The associated basic solution sets for and solves . It is a basic feasible solution when all its coordinates are nonnegative.
Let be a basic feasible solution with basis . If for , then and nonnegativity force for every . Since and is invertible, . Thus is an extreme point.
Conversely, let be extreme and let . If , the corresponding columns are linearly dependent, so there is a nonzero vector supported on with . For sufficiently small , both and remain nonnegative and feasible, contradicting extremality. Hence . Enlarge to a set of indices. By the hypotheses is invertible, and is the resulting basic feasible solution. Therefore

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