Exhibit a linear programming problem with two variables for which both the primal and the dual are infeasible. Show that the classical dual of min{cx | Ax = b, x ≥ 0} is the problem max{ub | uA ≤ c},...



Exhibit a linear programming problem with two variables for which both


the primal and the dual are infeasible.



Show that the classical dual of min{cx | Ax = b, x ≥ 0} is the problem


max{ub | uA ≤ c}, where u is not restricted to be nonnegative.



May 26, 2022
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