Linear programming question, need help
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I'm a MS student taking this linear programming course and I found this question online while studying for an exam. I can't find a way to solve it. I tried using the Dual, but since but problems are min it didn't help much :/
I'm trying to prove the following,
Let $x$ be a feasible point for LP in standard form
minimize $c^Tx$
subject to $Ax = b, xge 0$.
Let
$Z = {i|x_i = 0}$. Prove that $x$ is an optimal solution if and only if the optimal value of the
following LP is 0:
minimize $c^Ty$
subject to $Ay = 0, y_i ge 0$ for all $i in Z$.
Any advise?
Thanks!
linear-algebra
add a comment |
up vote
-1
down vote
favorite
I'm a MS student taking this linear programming course and I found this question online while studying for an exam. I can't find a way to solve it. I tried using the Dual, but since but problems are min it didn't help much :/
I'm trying to prove the following,
Let $x$ be a feasible point for LP in standard form
minimize $c^Tx$
subject to $Ax = b, xge 0$.
Let
$Z = {i|x_i = 0}$. Prove that $x$ is an optimal solution if and only if the optimal value of the
following LP is 0:
minimize $c^Ty$
subject to $Ay = 0, y_i ge 0$ for all $i in Z$.
Any advise?
Thanks!
linear-algebra
Please share what you have tried and your level, so people here can come up with an appropriate answer. Also, please format your equations using mathjax.
– Viktor Glombik
Nov 18 at 12:58
add a comment |
up vote
-1
down vote
favorite
up vote
-1
down vote
favorite
I'm a MS student taking this linear programming course and I found this question online while studying for an exam. I can't find a way to solve it. I tried using the Dual, but since but problems are min it didn't help much :/
I'm trying to prove the following,
Let $x$ be a feasible point for LP in standard form
minimize $c^Tx$
subject to $Ax = b, xge 0$.
Let
$Z = {i|x_i = 0}$. Prove that $x$ is an optimal solution if and only if the optimal value of the
following LP is 0:
minimize $c^Ty$
subject to $Ay = 0, y_i ge 0$ for all $i in Z$.
Any advise?
Thanks!
linear-algebra
I'm a MS student taking this linear programming course and I found this question online while studying for an exam. I can't find a way to solve it. I tried using the Dual, but since but problems are min it didn't help much :/
I'm trying to prove the following,
Let $x$ be a feasible point for LP in standard form
minimize $c^Tx$
subject to $Ax = b, xge 0$.
Let
$Z = {i|x_i = 0}$. Prove that $x$ is an optimal solution if and only if the optimal value of the
following LP is 0:
minimize $c^Ty$
subject to $Ay = 0, y_i ge 0$ for all $i in Z$.
Any advise?
Thanks!
linear-algebra
linear-algebra
edited Nov 18 at 13:28
asked Nov 18 at 12:38
John Doe
62
62
Please share what you have tried and your level, so people here can come up with an appropriate answer. Also, please format your equations using mathjax.
– Viktor Glombik
Nov 18 at 12:58
add a comment |
Please share what you have tried and your level, so people here can come up with an appropriate answer. Also, please format your equations using mathjax.
– Viktor Glombik
Nov 18 at 12:58
Please share what you have tried and your level, so people here can come up with an appropriate answer. Also, please format your equations using mathjax.
– Viktor Glombik
Nov 18 at 12:58
Please share what you have tried and your level, so people here can come up with an appropriate answer. Also, please format your equations using mathjax.
– Viktor Glombik
Nov 18 at 12:58
add a comment |
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Please share what you have tried and your level, so people here can come up with an appropriate answer. Also, please format your equations using mathjax.
– Viktor Glombik
Nov 18 at 12:58