CO250 Final: CO250 Chapter 3: CO250 Chapter : CO250 Chapter : CO250 Chapter : [Certificates] LP Problems, Infeasibility, Unboundedness and Optimality

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Let us consider the following lp problem (in sef): max ct x subject to. Ax = b , x 0 , (1) where a rm n, b rm and c rn. If there exists y rm such that yt a 0 and yt b < 0, then (1) is infeasible. Moreover, such a vector y is called a certi cate of infeasibility. If there exist a feasible solution x rn for (1) and a vector d rn such that ct d > 0, ad = 0 and d 0, then (1) is unbounded. Moreover, such a pair x and d is called a certi cate of unboundedness. If there exist a feasible solution x rn for (1) and a vector y rm such that ct yt a 0 and ct x = yt b then x is an optimal solution for (1). Moreover, such a vector y is called a certi cate of optimality for the feasible solution x.

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