1.I.8D

Optimization | Part IB, 2005

Consider the problem:

 Minimize i=1mj=1ncijxij subject to j=1nxij=ai,i=1,,m,i=1mxij=bj,j=1,,nxij0, for all i,j\begin{array}{ll} \text { Minimize } & \sum_{i=1}^{m} \sum_{j=1}^{n} c_{i j} x_{i j} \\ \text { subject to } & \sum_{j=1}^{n} x_{i j}=a_{i}, \quad i=1, \ldots, m, \\ & \sum_{i=1}^{m} x_{i j}=b_{j}, \quad j=1, \ldots, n \\ & x_{i j} \geqslant 0, \quad \text { for all } i, j \end{array}

where ai0,bj0a_{i} \geqslant 0, b_{j} \geqslant 0 satisfy i=1mai=j=1nbj\sum_{i=1}^{m} a_{i}=\sum_{j=1}^{n} b_{j}.

Formulate the dual of this problem and state necessary and sufficient conditions for optimality.

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