Question: Given the following information:
(a) Solve the following problem
max (c'x - x' Dx)
subject to x ≥ 0
(b) Derive the dual problem and solve it.
(c) Derive the dual of the dual. Show that (for positive definite D matrices) the Lagrange multipliers are identically equal to the primal variables.
(d) With the knowledge obtained in (c), rederive the dual of the dual and solve it. Discuss the primal and dual solution vectors thus obtained. Justify the conclusion that the dual specification and the dual of the dual as obtained here form a pair of symmetric quadratic programming structures.