Theorems Flashcards
Understand
The set of all feasible solutions of an LP problem
A convex set
Extreme point theorem
if a set of k<=m vectors A1, A2, …, A that are linearly independent can be found such that x1A1+x2A2+…+xkAk=B and all x are >=0, then the point X = (x1, x2, …, xk, 0, …, 0) is an extreme point of the convex set of feasible solutions. The vector X in an n-dimensional vector with the last n-k components equal to 0.
Basic feasible solution theorem
If X is an extreme point of k, the column vectors of A that are associated with a positive xi will form a linearly independent set such that at most m of the n xi’s are positive.
Objective function theorem
The objective function of the linear programme has its optimum value at an extreme point (corner point) of k.
Infinitely many solutions theorem
If the objective function values have an optimum at more than 1 corner point, it takes on the same value at a convex combination of those points.