Strictly slack dual constraints force zero primal variables

ID: strictly-slack-dual-constraints-force-zero-primal-variables

For the primal linear program maximising with , , and its dual linear program minimising with , , let be optimal. The complementary slackness identity gives . Thus a strict inequality in the th dual constraint forces . One optimal dual feasible solution can therefore force zero components in every primal optimum. The same argument with roles reversed says that forces the th primal constraint to be an equality.

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