Question: Consider the primal and dual problems in our standard form presented in matrix notation at the beginning of Sec. 6.1. Let y* denote the optimal

Consider the primal and dual problems in our standard form presented in matrix notation at the beginning of Sec. 6.1. Let y* denote the optimal solution for this dual problem. Suppose that b is then replaced by . Let denote the optimal solution for the new primal problem. Prove that
c≤ y* 

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