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The question I'd like to ask is as in the title: How to determine whether a system of linear inequalities has a POSITIVE solution or not?

Is there any poly-time algorithm to do this? Or the best algorithms known are no less complex than algorithms for solving set of linear inequalities?

Thanks for any help,

Regards Michal

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Question posted at mathoverflow and was closed. Don't remember the link. – user38268 Jan 15 '12 at 18:05
Note that search for positive solutions can be written as another general linear inequality because $x_i>0$ is just a linear inequality, so you can add it to your system and you still have a system of linear equalities. – Thomas Andrews Jan 15 '12 at 18:43
@Benjamin: Two versions at MO were posted: This one and this one. They were both closed there. But, they're clearly on-topic here. – cardinal Jan 15 '12 at 20:38

Your problem is known as Linear Programming (if you change positive to non-negative). Usually linear programming is thought of as an optimization problem, but in fact the optimization problem is equivalent to feasibility, which is exactly what you're asking: whether a system of inequalities has any solution.

If you really want to ask whether there's a positive solution, then what you can do is take your system of inequalities $Ax \geq b$ and add the constraint $x_i \geq m$, maximizing over $m$. If the maximum is $m > 0$, then there is a strictly positive solution, otherwise there isn't.

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