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LP question
Posted:
Jun 3, 2013 10:06 PM
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You have an LP L0 that asks for
Max c.x
x in S0, where S0 is defined by all x satifying
Ax = b
x >= 0.
Let the optimum value for L0 be z0.
Let z be the optimum value for LP L that says
Max cx
x in S,
when S = intersection of S0 with a single constraint (b1 is a scalar)
a1.x <= b1.
Is it true that if z is strictly less than z0 then the additional
constraint would be tight for all optimal soultions of LP L?
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