Optimal solutions of the linear program

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Let F be the face of optimal solutions of the linear program max{cx: x ∈ P}, where P={x∈Rⁿ:Ax≤b}. Let M_F⁼ be the equality set of F and let u* be any optimal solution of the dual linear program. Show that u_i*=0 if i∉M_F⁼.

Reference no: EM13961509

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