M

Dual of the big-M program) For M0,ARmn,bRmand cRnconsider the linear program \[ \min c^{T} x+M e^{T} z \quad \text { s.t. } A x+z=b, x, z \geq 0 \] Show that its dual can be written as maxbTys.t. ATyc,yiM(i=1,...,m)

texted answers only no photos