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Primal Problem $$\begin{align} \text{minimize} \quad & \sum_{i=1}^n a_i x_i + \sum_{i=1}^n b_i z_i \\\ \text{subject to} \quad & A\mathbf x-\mathbf d \le C\mathbf z \\ & x_i \ge 0 \quad \forall i=1,\ldots,n \\ & z_i \le 0 \quad \forall i=1,\ldots,n \end{align}$$ The dual formulation of the primal problem can be obtained by writing the ...


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