Consider the following linear programming problem (P) in standard form: (P) min{c"x : Ax = b, x > 0}, where A E R™xn, b E R™, and c E R". Let ī E R" be a vertex of the feasible region of (P). (4.1) Prove the following proposition: T € R" is the unique optimal solution of (P) if and only if cTd > 0 for all feasible directions de R" at ī such that d+ 0.
Consider the following linear programming problem (P) in standard form: (P) min{c"x : Ax = b, x > 0}, where A E R™xn, b E R™, and c E R". Let ī E R" be a vertex of the feasible region of (P). (4.1) Prove the following proposition: T € R" is the unique optimal solution of (P) if and only if cTd > 0 for all feasible directions de R" at ī such that d+ 0.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Transcribed Image Text:Consider the following linear programming problem (P) in standard form:
(P) min{c"x : Ax = b, x > 0},
where A E R"mxn, b E R™, and c e R".
Let ī E R" be a vertex of the feasible region of (P).
(4.1) Prove the following proposition:
I E R" is the unique optimal solution of (P) if and only if c™d > 0 for all feasible
directions d E R" at i such that d + 0.
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