Linear Algebra and Its Applications · Problem 8.2.3

Linear Programming and Game Theory — Gilbert Strang

Mathematics · simplex-method-reduced-costs

Problem

In Example 3, suppose the cost is

3x + y

. With rearrangement, the cost vector is

c = (0, 1, 3, 0)

. Show that

r \geq 0

and, therefore, that corner

P

is optimal.