Question: Question 4. (20 points) Let x be an optimal solution to the problem: min{cx:aix=bi,i=1,,m,x0} Let y be an optimal dual solution. Show that x is

Question 4. (20 points) Let x be an optimal solution to the problem: min{cx:aix=bi,i=1,,m,x0} Let y be an optimal dual solution. Show that x is also an optimal solution to the problem: min{(cykak)x:aix=bi,i=1,,m,i=k,x0} where yk is the k-th component of y. Question 4. (20 points) Let x be an optimal solution to the problem: min{cx:aix=bi,i=1,,m,x0} Let y be an optimal dual solution. Show that x is also an optimal solution to the problem: min{(cykak)x:aix=bi,i=1,,m,i=k,x0} where yk is the k-th component of y
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