Question: For the normal max problem, its dual is the normal min problem. What is the complementary slackness? Please write the equations and then prove them.

For the normal max problem, its dual is the normal min problem. What is the complementary slackness? Please write the equations and then prove them.

For the normal max problem, its dual is the

max 2 = C1X1 + 0222 + + Cnin min w = by + b2y2 + ... + bmym 01111 + 01202 + ... + dinin 1 01241 + 02242 + + am24m > C2 ... s.t. ai1x1 + 0;2X2 + . + ainIn Cj am121 + am232 + ... + amnin 0, j = 1,...,n ainy1 + a2ny2 + ... + amnym > Cn (Yi > 0, i = 1,...,m max 2 = C1X1 + 0222 + + Cnin min w = by + b2y2 + ... + bmym 01111 + 01202 + ... + dinin 1 01241 + 02242 + + am24m > C2 ... s.t. ai1x1 + 0;2X2 + . + ainIn Cj am121 + am232 + ... + amnin 0, j = 1,...,n ainy1 + a2ny2 + ... + amnym > Cn (Yi > 0, i = 1,...,m

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