Show lagrangean duality reduce to linear programming duality

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Show that Lagrangean duality reduces to linear programming duality when g(x) = Ax-b and S = {x | x ≥ 0}.

It suffices to show that the form of domination (3.38) used in the Lagrangean dual reduces to the form of domination used to define the linear programming dual.

Reference no: EM131168757

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