# Suppose we approach the solution of the usual linear program: subject to: x j = 0 (j = 1, 2, . . . ,

Suppose we approach the solution of the usual linear program: subject to: x j = 0 (j = 1, 2, . . . ,
Suppose we approach the solution of the usual linear program: subject to:                                                                                              xj ≥ 0 (j = 1, 2, . . . , n).  Show that the dual of (30) is given by:                                                 Minimize L(λ1, λ2, . . . , λm),  subject to:                                                       λi ≥ 0 (i = 1, 2, . . . , m).  [Note: The Lagrangian function L(λ1, λ2, . . . , λm) may equal +∞ for certain choices of the Lagrange multipliers λ1, λ2, . . . , λm. Would these values for the Lagrange multipliers ever be selected when minimizing L(λ1, λ2, . . . , λm)?] Apr 24 2022 07:41 AM

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