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Topic: LP question
Replies: 1   Last Post: Jun 4, 2013 9:40 AM

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analyst41@hotmail.com

Posts: 120
Registered: 4/27/05
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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