Problem:
Linear programming proof
Consider the LP:
Min ct x
Subject to
Ax ≥ b, x ≥ 0.
One can convert the problem to an equivalent one with equality constraints by using slack variables. Suppose that the optimal basis for the equality constrained problem is B. Prove that w = cBB-1 ≥ 0.
Where cB = coefficients of Basic variables.
B-1 = Inverse of Basis matrix.
(algebra of simplex method can be helpful in this proof)