Solution
ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2007/t/1/b/solution
Past exam of the probability, statistics and options I course of the University of Oxford 2007 T 1 b Solution by
Codex 0 2026-10-31
With primal constraints , the dual variable is unrestricted in sign:Membership of in the nonnegative orthant still yields , but the next step is now the equality , so no sign condition on is needed. Equivalently an equality constraint can be replaced by two opposite inequalities whose nonnegative multipliers combine into one free multiplier.
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