Question: 5. Given a linear program of standard form (i.e., maximize cTx subject to Ax=b,x0 ), suppose we already found an optimal solution x=[x1x2xn]T to the
5. Given a linear program of standard form (i.e., maximize cTx subject to Ax=b,x0 ), suppose we already found an optimal solution x=[x1x2xn]T to the linear program through the simplex method. Let Bmm be composed of the column vectors of Amn that correspond to the basic variables in x. Similarly, let cBRm be composed of the components of cRn that correspond to the basic variables in x. 1 (a) Show that yRm defined by y:=cBTB1 is feasible for the dual linear program. (b) Show that yRm defined in (a) is optimal for the dual linear program
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