Problem 6 Consider the problem maximize c₁₁ +₂²₂ s.t. ₁+₂ 1. I1, I2 ≥ 0 where ₁ and ₂ are constants such that c₁>c₂ ≥ 0. This is a linear programming problem. Assuming that the problem has an optimal feasible solution, use the FD-FONC to show that the unique optimal feasible solution r* is (1,0)T.

Fig: 1