Consider the primal and dual problems in our standard form presented in matrix notation at the beginning

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Consider the primal and dual problems in our standard form presented in matrix notation at the beginning of Sec. 6.1. Let y* denote the optimal solution for this dual problem. Suppose that b is then replaced by b. Let x denote the optimal solution for the new primal problem. Prove that cx y*b.

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Introduction To Operations Research

ISBN: 9780072321692

7th Edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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