Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2015/prelims/mathematics-iv/5/b/iv/solution

At , the first three dual left sides are , and , strictly above their bounds , and . Thus complementary slackness forces . Both dual variables are positive, so both primal inequalities are equalities:
Solving this linear system gives
All components are nonnegative, the two original upper bounds are met exactly, and the objective function equals the dual value. The weak duality bound therefore certifies optimality. The forced zero components and unique solution of the two remaining equalities also prove that the primal optimum is unique.

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