3. (Dual of Linear Program with Inequality Constraints) Find the dual problem (including the objective function D(μ) and constraints) of the following linear program: minimize cr subject to Ax-b<0.

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Chapter6: Linear Systems
Section6.8: Linear Programming
Problem 33E
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3.
(Dual of Linear Program with Inequality Constraints) Find the dual problem
(including the objective function D(u) and constraints) of the following linear program:
minimize
subject to Axb≤0.
Transcribed Image Text:3. (Dual of Linear Program with Inequality Constraints) Find the dual problem (including the objective function D(u) and constraints) of the following linear program: minimize subject to Axb≤0.
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