3. Consider a set of 500 equations in 100 variables: Ax < b, given by a x < bị. Suppose that these are not feasible, i.e., there is no solution that satisfies all of them. Show that in fact, there must be a subset of at most 101 which are not feasible. (Hint: Use duality and complementary slackness).

Practical Management Science
6th Edition
ISBN:9781337406659
Author:WINSTON, Wayne L.
Publisher:WINSTON, Wayne L.
Chapter7: Nonlinear Optimization Models
Section7.7: Portfolio Optimization Models
Problem 41P
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3. Consider a set of 500 equations in 100 variables:
Ax < b,
given by
a; x < b;.
Suppose that these are not feasible, i.e., there is no solution that satisfies all of them. Show
that in fact, there must be a subset of at most 101 which are not feasible. (Hint: Use duality
and complementary slackness).
Transcribed Image Text:3. Consider a set of 500 equations in 100 variables: Ax < b, given by a; x < b;. Suppose that these are not feasible, i.e., there is no solution that satisfies all of them. Show that in fact, there must be a subset of at most 101 which are not feasible. (Hint: Use duality and complementary slackness).
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