Question: Given the linear programming problem: min cx subject to Ax>=b, x>=0, and given that the optimal solution exists. Prove the following complementarity theorem. A variable

Given the linear programming problem: min cx subject to Ax>=b, x>=0, and given that the optimal solution exists. Prove the following complementarity theorem.

A variable is unbounded in the primal optimal set if and only if its complementary dual variable is 0 for all dual feasible solutions.

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