Question: Prove the following version of Proposition.4.1 from the course notes. Consider a primal-dual pair of LPs: ()min{ subject to ,0} ()max{ subject to ,0} Suppose
Prove the following version of Proposition.4.1 from the course notes. Consider a primal-dual pair of LPs: ()min{ subject to ,0} ()max{ subject to ,0} Suppose that (P) has an optimal solution. Let be an optimal solution to the dual LP (D) of (P). Suppose that the LP (P^{new}) is obtained from (P) by replacing the RHS value by + (and all other data of (P) stays the same). Suppose that (P^{new}) has an optimal solution. Then the optimal value of (P^{new}) is (optimal value of (P))+
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