Unformatted text preview: Hint: Modify the algorithm that constructs a basic feasible solution from a feasible solution. Remark: Question 3 can be used to prove the Fundamental Theorem of Linear Program-ming (that is, if ( P ) is feasible and bounded, then ( P ) has an optimal solution). Note that there are only ±nitely many basic feasible solutions to ( P ). So, if ( P ) is feasible, we can choose a basic feasible solution x ∗ maximizing c T x ∗ . If ( P ) is bounded, then, by Question 3, x ∗ is an optimal solution to (P)....
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This note was uploaded on 01/05/2012 for the course CO 350 taught by Professor S.furino,b.guenin during the Spring '07 term at Waterloo.
- Spring '07