Strictly positive dual certificate and right-hand-side sensitivity

ID: strictly-positive-dual-certificate-and-right-hand-side-sensitivity

For a square invertible constraint matrix in , suppose and . This fixed dual vector stays optimal under a changed right-hand side exactly when . Sufficiency follows from primal feasibility and equal primal/dual objectives. Necessity follows from complementary slackness: since every is positive, every optimal primal constraint must bind, forcing . The inequalities define the whole validity cone, including degenerate boundary optima.

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