Linear Programming · Duality · 1 mark · Multiple choice
Let D1,D2 be duals of P1,P2. Both primal objectives are to minimize $x_1-2x_2$ with $x_1,x_2\geq0$. P1 has constraint $-x_1+x_2=10$. P2 additionally has $x_1-x_2=10$. Which is correct?
Correct answer: (A) Both D1 and D2 are infeasible.
Explanation
For P1, the dual variable y is unrestricted and must satisfy $-y\leq1$, $y\leq-2$, which require y ≥ −1 and y ≤ −2 simultaneously. D1 is infeasible. For P2, replace y by the difference of its two unrestricted dual variables; the same contradictory inequalities remain. Thus D2 is also infeasible, A. A primal and its dual can both be infeasible.
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