Past exam of the mathematics course of the University of Oxford / 2015 / Prelims / Mathematics IV / 5 / a / i / Solution

If $A$ has $m$ rows and $n$ columns, attach a nonnegative dual variable $y_i$ to each of the $m$ upper-bound constraints. The dual linear program isHere $A^T$ is the transpose of $A$, and all vector inequalities hold componentwise. Nonnegative dual variables preserve the direction of the original inequalities when taking weighted sums.