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QUESTION

Consider the following dictionary of a maximization LP: z = 2 - x 2 + x 3 - x 4 x 1 = 5 + x 2 + x 3 + x 4 (all variables are non-negative).

Consider the following dictionary of a maximization LP:

z = 2 - x2 + x3 - x4

x1 = 5 + x2 + x3 + x4

(all variables are non-negative).

By choosing x3 as the entering variable there will be no leaving variable, so the LP is unbounded. Let P be the feasible set of the LP. Find the extreme ray of P corresponding

to this choice of entering variable. Justify your answer.

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