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2
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2answers
65 views

Under what conditions does $(I-N)^{-1}$ exist?

Given an nxn matrix N and $I=I_n$, under what conditions does $(I-N)^{-1}$ exist? On one hand $(I-N)(I + N + N^2 + ...) = (I + N + N^2 + ...) - (N + N^2 + ...) = I?$ On the other hand, $(I-N)(I + N ...
2
votes
1answer
171 views

Prove optimal solution to dual is not unique if optimal solution to the primal is degenerate

How do I prove an optimal solution to dual is not unique if an optimal solution to the primal is degenerate? I have no idea how to start this. Anyone know any books with these kinds of questions (and ...
0
votes
1answer
32 views

If the entries of an invertible matrix N are between -1 and 1, is its operator norm less than 1?

For Euclidean norm. If so, why? If not, might $(I-N)^{-1}$ exist some other way? This spins-off from here.
6
votes
7answers
4k views

Operations research book to start with

for somebody having a quite strong background in Mathematics, which are some good books for the domain of Operations research? I guess there are textbooks covering topics like linear and nonlinear ...
0
votes
1answer
1k views

Example about the Reduced cost in the Big-M method?

I want to gather examples about the reduced cost in different cases, now for the Big-M method. I hope this makes the methods more accesible. So How does the Big-M method work with the below? ...
1
vote
1answer
685 views

Reduced cost in the Phase II of the two-phase Simplex?

My lecture slides outline how the two-phase simplex works: this table shows the end result of the phase I for the standard-form problem and the auxliary table of the phase I here. I understood until ...
1
vote
1answer
325 views

Meaning of the bar over $\bf{c}'$ in $\bf{\bar{c}}'=\bf c' -\bf c'_B \bf B^{-1} \bf A\geq \bf 0$?

I am trying to understand the page 87 Bertimas about Linear Programming. The author uses bolding and bars -- now I am starting to think that the bar means something else to vector, bolding apparently ...
0
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1answer
273 views

Edge weight function for graph instance of scheduling and allocation problem

I have difficulties developing a proper (non-scalar) edge cost function $c_e$ for my resource scheduling problem, which I mapped into a graph problem. Processes $P_i$ need resources $R_i \in ...
-1
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0answers
26 views

In Markov chains, does $(I-N)^{-1}$ always exist? [duplicate]

Spins-off from these two questions. Under what conditions does $(I-N)^{-1}$ exist? If the entries of an invertible matrix N are between -1 and 1, is its operator norm less than 1? Apparently, in ...