Linear programming proof


Problem:

Linear programming proof

Consider the LP:

            Min ct x

Subject to

Ax ≥ b, x ≥ 0.

One can convert the problem to an equivalent one with equality constraints by using slack variables. Suppose that the optimal basis for the equality constrained problem is B. Prove that w = cBB-1 ≥ 0.

Where cB = coefficients of Basic variables.

B-1 = Inverse of Basis matrix.

(algebra of simplex method can be helpful in this proof)

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Algebra: Linear programming proof
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