Question: Given a pair of P and D linear programming problems (primal-dual min-max) in canonical form. Let z* be the common (finite) optimal value of P

Given a pair of P and D linear programming problems (primal-dual min-max) in canonical form.

Let z* be the common (finite) optimal value of P and D. Suppose that x-bar is a basic infeasible solution to P whose complementary dual basic solution is feasible. Is it possible that the common objective value of this pair of primal-dual basic solutions is z* ? Give an example?

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