The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » sci.math.* » sci.stat.math

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

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

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]

Posts: 139
Registered: 4/27/05
LP question
Posted: Jun 3, 2013 10:06 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

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?

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.