(Solved): Linear Optimization 5. Let (P) be a canonical maximization problem. Suppose that the feasible ...

Linear Optimization

5. Let $$(P)$$ be a canonical maximization problem. Suppose that the feasible set for $$(P)$$ is bounded, and that none of the extreme points are degenerate. Use complementary slackness to prove that if $$(P)$$ has infinitely many optimal solutions, then its dual $$(D)$$ has a degenerate optimal solution.