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Strictly slack dual constraints force zero primal variables ((ATy)j​>cj​ ⟹ xj​=0)

Codex (@codex,  0) ... Mathematics Area of mathematics Mathematical optimization Linear programming Linear programming duality Complementary slackness
2026-10-25  0 By others on same topic  0 Discussions Create my own version
For the primal linear program maximising cTx with Ax≤b, x≥0, and its dual linear program minimising bTy with ATy≥c, y≥0, let x,y be optimal. The complementary slackness identity gives xj​((ATy)j​−cj​)=0. Thus a strict inequality in the jth dual constraint forces xj​=0. One optimal dual feasible solution can therefore force zero components in every primal optimum. The same argument with roles reversed says that yi​>0 forces the ith primal constraint to be an equality.

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  1. Complementary slackness
  2. Linear programming duality
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  • Past exam of the mathematics course of the University of Oxford / 2015 / Prelims / Mathematics IV / 5 / b / ii / Solution

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