Solution (source code)

= Solution

Let $(y,t)$ be a basic feasible solution of $R$. Part (ii) gives $t>0$, and put $x=y/t$. We already know that $x$ is feasible for $P$.

Suppose the columns $A_i$ with $y_i>0$ were linearly dependent. Then some nonzero $h$, supported on those indices, would satisfy $Ah=0$. Put
$$
q=d^Th,\qquad
\delta y=h-qy,\qquad
\delta t=-qt.
$$
Since $d^Ty=1$ and $Ay=bt$,
$$
d^T\delta y=0,
\qquad
A\delta y-b\delta t=0.
$$
The vector $(\delta y,\delta t)$ is nonzero and is supported only on positive variables of $(y,t)$. It is therefore a linear dependence among the active constraint columns of $R$, contradicting that $(y,t)$ is basic. Hence the active columns $A_i$ are linearly independent, and
$$
x=\frac yt\in\mathcal B.
$$

By the <Fundamental theorem of linear programming>, $R$ has an optimal basic feasible solution. Its image $x\in\mathcal B$ has the same objective ratio, by part (ii). Conversely, every $x\in\mathcal B$ is feasible for $Q$ and maps to a feasible point of $R$. Since $x^*$ solves $Q$,
$$
\boxed{
\frac{c^Tx^*}{d^Tx^*}
=\max_{x\in\mathcal B}\frac{c^Tx}{d^Tx}
}.
$$