In the general stochastic linear programming model (with fixed T , (3.1.5)), show that solving XXXXXXXXXXwith χν = χ∗ yields an optimal solution x∗ . Use this to show that there always exists a...

In the general stochastic linear programming model (with fixed T , (3.1.5)), show that solving (7.19) with χν = χ∗ yields an optimal solution x∗ . Use this to show that there always exists a solution to (3.1.5) with at most m₁
+m₂
nonzero variables (Murty [1968]). What does this imply for retaining cuts in the L -shaped method?