Exercise 2.7 We say that two linear programming problems are equivalent

if one can be obtained from the other by (i) multiplying the objective

function by -1 and changing it from min to max, or max to min, and/or (ii)

multiplying some or all constraints by -1. For example, min{cT x : Ax >= b}

and max {-cT x : -Ax <= -b} are equivalent problems. Find a linear program

which is equivalent to its own dual.

From the book Optimization Methods in Finance.