Questions tagged [linear-programming]

Questions on linear programming, the optimization of a linear function subject to linear constraints.

1,442 questions with no upvoted or accepted answers
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Is there a good term for pairs of related variables in a system?

(Non-mathematician here. Sorry). Suppose you have a problem with lots of unknowns. The problem allows many solutions (possibly infinite). Certain pairs of unknowns (you don't know which ones) ...
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189 views

Linear programming: choosing entering variable

maximize 10𝑥1 + 12𝑥2 +12𝑥3 subject to 𝑥1 + 2𝑥2 + 2𝑥3 + 𝑥4= 20 2𝑥1 + 𝑥2 + 2𝑥3+𝑥5= 20 2𝑥1 + 2𝑥2 + 𝑥3 +𝑥6= 20 𝑥1, … , 𝑥6 ≥ 0 This is my first step for simplex tableau x1 x2 ...
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1answer
185 views

Linear program with two equality constraints

Compute the minimal value of $$x_1 + 2x_2 + 3x_3$$ when $x_1$, $x_2$, $x_3$ satisfy $$x_1 − 2x_2 + x_3 = 4$$ $$−x_1 + 3x_2 = 5$$ and $$x_1 \ge 0, \qquad x_2 \ge 0, \qquad ...
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143 views

What programs or websites solve linear integer or goal programming problems?

I don't think I can use Excel. My solver doesn't work so I can't even use Excel for regular linear programming. Something like this but for integer or goal programming. This seems to allow integer ...
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2k views

How to find extreme directions?

objective:min $−3x_1−2x_2−x_3$ The set is : $X=\lbrace (x_1,x_2,x_3):2x_1+x_2-x_3\le2; x_1,x_2,x_3\ge0 \rbrace$ Attempt: $2d_1+d_2-d_3\le0$ (a) $d_1+d_2+d_3=1$ and $d_1,d_2,d_3\ge0$ Since from (...
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1answer
59 views

Maximum of minimums

Suppose $v_1,\ldots, v_k \in \mathbb{R}^n$ are vector with all coordinates non-negative. How to explicitly calculate: $$ \max_{x\geqslant 0, ||x||_1=1} \min_{1\leqslant i \leqslant k} <x,v_i>$$ ...
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110 views

What is the subscript of the max notiation stating?

I am a physics graduate interested in moving into the field of AI. My knowledge of pure maths is limited, leading to difficulties in even understanding notation in the subject. I do not understand ...
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38 views

Duality between $Ax<b$ and another system, but Gordan's just misses

I am trying to show that $$Ax < b$$ Is feasible iff $$ A^T y =0 , b^Ty + s = 0, (y,s) \ge 0, (y,s) \ne 0$$ Is infeasible. Work So Far Now when I try to hit this with Gordan's Lemma I seem ...
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227 views

Why does the cutting plane method for integer programming run in exponential time?

I am looking for a proof of the fact that the cutting plane algorithm for integer programming does not run in polynomial time. The algorithm consists in adding constraints to the initial problem in ...
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65 views

Can the non-uniqueness of a linear program's dual feasible set be exploited?

I was originally under the impression that a primal LP had a single corresponding dual feasible set. However, it is possible to alter the primal to an algebraically equivalent form which has a ...
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42 views

Modeling Objective function using mixed integer programming formulation

I have the following objective function max 2x1 -2f(x2), where f(x2) = 3 if x2 = 0 and f(x2) = 2-5x2 if x2 > 0; can anyone help me formulate it using binary ...
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598 views

Shadow prices in assignment problems (and their relationship to Lagrange multipliers of LP-relaxation)

Lagrange multipliers for linear programs can be interpreted as shadow prices. Shadow prices typically represent marginal/differential changes in the objective from a marginal loosening of a given ...
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49 views

Tangential surface of an extreme point of a convex subset of a simplex

Suppose that there is a convex set (polyhedra) $H$ which is a convex subset of a simplex $G = \{x\in R^d ~|~ \sum_{i=1}^d x_i=1, x_i \ge 0, i=1,2, ..., d \}$. Clearly, $H$ has extremal points $x^*$ (...
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154 views

linear problem with $\|.\|_\infty$ and $\|.\|_1$ norm constraints

I have a question regarding a straightforward linear algebra problem, yet the solution is (at least for me) not trivial. Assume the sequences $\phi_i$ with coefficients $\phi_i[n]\in\mathbb{R}$, and ...
2
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2answers
390 views

Minimize $x^2+y^2$, subject to… (optimal points, KKT conditions, dual theories)

I am new to this. I am self learning to get ahead of my next years course and came across this question. I thought it would be a good question to look at due to it touching an many different aspects ...
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1answer
617 views

Solving a PL using complementary slackness conditions - dual

I have to find the optimal solution of the dual with the complementary slackness conditions. This is the primal: $\max \space\space z= x_1 - 2x_2 $ $\text{s.t.}\space\space\space\space\space x_1-x_2\...
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93 views

Projection of a convex set in $\mathbb R^n$ onto $\mathbb R^2$

Suppose $A$ is an $n\times n$ matrix and $b$ is an $n\times 1$ column vector. $$X=\{ x\in \mathbb R^n: A x\leq b\}$$ Is it possible to compute the projection of $X$ on $(x_1,x_2) $ ...
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2answers
327 views

Linear Programming Model (or IP) - Staff Allocation

A retailer is trying to decide how best to assign its 3 staff to two internal departments in order to maximize sales. The estimated sales revenues per day for each staff member are shown and reflect ...
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576 views

Show that x is a basic feasible solution.

Consider the standard form polyhedron $\mathsf P$ =$ \{x|\mathrm Ax=b,x\ge0 \}.$Suppose that the matrix $\mathrm A$ of dimensions m$\times$n , has linearly independent rows, and that all ...
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2k views

working with negative sign restriction in linear programming

I am new in optimization. I want to solve a maximization problem using simplex method whose one of the decision variable is negative sign constraint. I know how to process for positive sign constraint,...
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95 views

Solve constrained system of linear equations from samples of a reference function

I have a system of $2n$ linear equations in $2n$ unknowns represented by the standard matrix equation: $$Ax = b$$ Where the solution vector $x = (p_1, ..., p_n, q_1, ..., q_n)$ represents real ...
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Primal and dual problem (Optimal solution) - Operations research

I'm currently studying operations research and I want to know and understand how we find an optial solution to the dual problem with minimum effort. Lets say we have this primal and dual problem: ...
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372 views

Finding number of basic solution based on different cases

I need help understanding the question. Consider the polyhedron P = {x in R^n | Ax = b x => 0}, where A in R^mxn and b in R^m. Assume that any m columns of A are linearly independent. (a) Suppose ...
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1answer
93 views

On/off variables in MILPs with infinite bounds

I have an LP defined by $$A x = b$$ $$0 \leq x \leq U$$ and would like to extend it to an MILP through introduction of binary on/off variables $z$ such that $$z_i = 0 \implies x_i = 0.$$ This ...
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110 views

Nearest non-negative solution for $Av=b$

Let $A$ be a $n\times m$ matrix. Let us define the system $$Av=b$$ $$v\geq 0$$ I want to find a solution $v$ of this system that is the closest (euclidean norm) to $v_0$, a given $n$-dimensional ...
2
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1answer
107 views

How to remove fields from sudoku puzzle in such way to assure there's still only 1 solution?

I'm trying to create a Sudoku puzzle (programatically, if that matters). Here's how I do it. STEP 1: Creating an initial set, with unique solution: 123456789 456789123 789123456 ...etc... STEP 2: ...
2
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1answer
151 views

Primal of Dual of LP problem

Given that the following relation holds: $$\begin{align*} &\textbf{Primal problem} \\ &\max Z = c^Tx \\ &s.t. \\ &Ax \leq b \\ & x \geq 0\end{align*}$$ $\Longrightarrow$ $$\begin{...
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235 views

Lagrange Multipliers for linear functionals

Say I have a Banach-space $X$ and linear (!) functionals $f,g$, and I'm trying to solve the constrained optimization problem $$\max~f(x)\quad \mbox{s.t.}~g(x)= 0,~\Vert x\Vert\le 1.$$ Suppose I can ...
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925 views

Is optimal solution to dual not unique if optimal solution to the primal is degenerate?

If optimal solution to the primal is degenerate, does it necessarily follow that optimal solution to dual not unique? That is, is uniqueness an unnecessary assumption? Spin-off from here. In my ...
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369 views

Modeling a lower-bound constraint on a euclidean distance in quadratic programming

I have been trying to model a certain problem into a mainly linear program, but with some quadratic constraints since I don't think that is something that can be avoided. I hope to solve it either ...
2
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1answer
610 views

Prove an artificial variable that leaves the basis will never return.

This is in the context of the Big M Method in the simplex algorithm in linear programming. Prove an artificial variable that leaves the basis will never return. I have no idea how to start this. ...
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0answers
690 views

mathematical model of an assignment/scheduling problem

I am solving a scheduling problem and I am able to abstract it into an assignment problem of assigning 45 machines to 42 jobs. the assignment problem was given as having 14 jobs, each with 3 tasks and ...
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76 views

Simple Linear Program Problem in Constrained Optimization

Here is a subproblem I am having difficulties with: $$d = \arg\min_x \ c^Tx$$ subject to $$x: \sum_{i=1}^{n} x_i = 0,\quad x_i \ge -b_i$$ for some $b \in \mathbb R^n$. So I'm looking for an ...
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0answers
764 views

Proof of Simplex Method, Adjacent CPF Solutions

I was looking at justification as to why the simplex method runs and the basic arguments seem to rely on the follow: i)The optimal solution occurs at some vertex of the feasible region (CPF points) ...
2
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0answers
98 views

What is a closed chain (or circuit) that is used in solving a transportation problem (a special type of linear programming problem)?

What is a closed chain (or circuit) that is used in solving a transportation problem (a special type of linear programming problem)? I'm having some problems with it. Please clarify it. I have posted ...
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239 views

Convert a problem o minimizing a function to linear programming problem in standard form

I have to 1) convert a problem o minimizing a function to linear programming problem in standard form. It is something new to me. Can somebody explain it to me? $$\min(\mathbb{R}^2\ni(x,y)\rightarrow ...
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441 views

Let $P$ be a polyhedron. Prove, $P$ has at least one extreme point $\iff$ $P$ does not contain a line, by using a lemma.

Let $P$ be a polyhedron. Prove, $P$ has at least one extreme point $\iff$ $P$ does not contain a line, by using a lemma. I've a Lemma saying: Suppose $P=P(V,E)$ where $V,E \in \mathbb R^n$ are ...
2
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1answer
131 views

Two forms of duality in linear programming

I do not know much about this subject, but I am trying to learn a little. In a book I have it says that a primal problem is: max $c'X$ subject to $AX \ge b$ $X \ge 0$ It says that ...
2
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1answer
648 views

Find the minimum value of C subject to the given constraints.

C=2x+5y Constraints: x+y>=2 2x-3y<=-6 3x-2y>=6 A-42 B-4 C-49 D-10 I encountered this question while doing the Systems of Linear Equations and Inequalities test at http://www.classzone.com/books/...
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Conic programming duality - relative interior

Consider the primal/dual conic programming problems $$ \newcommand{\ip}[1]{\left< #1 \right>} \newcommand{\myvec}[1]{\mathbf{#1}} \newcommand{\bvec}[0]{\mathbf{b}} \newcommand{\cvec}[0]{\mathbf{...
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88 views

Rayleigh Quotient variant?

If $A$ is a covariance matrix and I want to get $\max X^TAX$ where each value of $x$ is between -1 and 1. Is there a closed-form solution for this? I understand when $X^TX = 1$ this becomes the ...
2
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0answers
203 views

Check feasibility of a system of integer linear equations

I'm currently working on a very large integer linear programme which cannot be solved within any reasonable time. The initial set of linear equations S={Ax<=b) is feasible. I want to add more ...
2
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1answer
321 views

How to use the simplex method for linear programs?

I believe to be missing something important in the Simplex algorithm, because I can't get it to work. From what I gather, there are three steps per iteration, given a matrix for a linear program in ...
2
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1answer
125 views

How to reformulate this Set covering problem?

I am trying to solve the following implementation of the set covering problem of a crew rostering problem. Here constraint (19), meant to create a 12-hour break between the different shifts taken by ...
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0answers
264 views

Post-optimality analysis: Change in one of the constraints

Consider the LP: \begin{array}{rccc} \max& \quad -3x_1&-x_2& & \\ \text{s.t.}& \quad 2x_1&+x_2 &\leq 3 \\ & -x_1&+x_2 &\geq 1 \\ &&x_1,x_2 &\geq ...
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28 views

Determining maximum number of groups - maybe Linear Programming

Given a set D dogs, C cats, and B birds, for each dog d in D, there is a set c(d) which indicates the set of cats that dog d likes and a set b(d) birds that dog d likes. How do I find the maximum ...
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0answers
146 views

Examples of non trivial problems in this structure.

I'm looking for examples of non trivial problems that match with the follow structure. Let the function $$g: U \times V \rightarrow \mathbb{R}$$, where $U$ and $V$ are complex vetorial spaces of ...
2
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1answer
1k views

Get reduced costs from simplex tableau

This is probably a dumb question... but I'm trying to find how to calculate the reduced cost for a particular variable based on the information in a simplex tableau after I've minimized a linear ...
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0answers
137 views

Assigning jobs to minimize cost - Linear programming

I'm stuck trying to solve this linear programming question. You want to make a website with a list of features F, which are n elements long. Each feature has a corresponding value for how long it'll ...
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0answers
250 views

Big M constraint question

I have a question regarding using Big M constraints to solve the following problem: Given: $a, b \ge 0$ and integers. $$2a + 5b \le 17\\ a + b \le 5\\ 3a + 6b \le 20$$ For at least two of the ...