Basic solution (linear programming)

In linear programming, a discipline within applied mathematics, a basic solution is any solution of a linear programming problem satisfying certain specified technical conditions.

For a polyhedron P and a vector \mathbf{x}^* \in \mathbb{R}^n, \mathbf{x}^* is a basic solution if:

  1. All the equality constraints defining P are active at \mathbf{x}^*
  2. Of all the constraints that are active at that vector, at least n of them must be linearly independent. Note that this also means that at least n constraints must be active at that vector.{{cite book|last1=Bertsimas|first1=Dimitris|last2=Tsitsiklis|first2=John N.|title=Introduction to linear optimization|year=1997|publisher=Athena Scientific|location=Belmont, Mass.|isbn=978-1-886529-19-9|pages=50|url=http://athenasc.com/linoptbook.html}}

A constraint is active for a particular solution \mathbf{x} if it is satisfied at equality for that solution.

A basic solution that satisfies all the constraints defining P (or, in other words, one that lies within P) is called a basic feasible solution.

References

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Category:Linear programming

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