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Solution of Linear Programs

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If the admissible set

$\displaystyle D: x \geq 0 \,, \quad Ax =b $

of a linear program is non-empty and the cost function $ c^{\operatorname t} x$ is bounded on $ D$, then there exists an optimal admissible basic solution $ x^*$:

$\displaystyle c^{\operatorname t} x^*= \inf c^{\operatorname t} x \,, \quad x \in D \,. $

(Authors: Höllig/Pfeil/Walter)

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  automatically generated 4/24/2007