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Consider the problem: Minimize ex subject to Ax 2 b, x 20. Let x* be an optimal solution. Suppose that A is decomposed into

 

Consider the problem: Minimize ex subject to Ax 2 b, x 20. Let x* be an optimal solution. Suppose that A is decomposed into [A] and b is decomposed A into such that Ax* = b and Ax* >b. Show that x* is also an optimal solution to the problem: Minimize ex subject to Ax b, x 0, and to the problem: Minimize ex subject to Ax = b, x 0.

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