Question: Suppose we have a linear program (P) maximize cu subject to Ar-C > 0 (1) Here, the vector r represents the decision variable, A is

Suppose we have a linear program (P) maximize cu subject to Ar-C > 0 (1) Here, the vector r represents the decision variable, A is a skew-symmetric matrix, i.e., A? - A, and the vector c satisfies that c

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