Problem:
(a) Let A€R mxn . Prove that one of the following systems has a solution but not both:
Ax = 0 ATy≤0
x≥0 ATy≠0
(b) Prove or disprove the following claim:
Assume that both the linear program
min cTx
s.t. Ax=b
x ≥0
and its dual
min bTy
s.t ATy≤c
are feasible. Then at least one of them has an unbounded feasible region.