(a) Suppose we are given a linear program in standard equation form maximize cx subject to Ax=b, x ≥ 0. Given two different optimal solutions y and z to this linear program, prove that every convex combination of y and z is also an optimal solution of the program. (b) Briefly explain how to use part (a) to show that every linear program has either 0, 1, or infinitely many optimal solutions.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter2: Systems Of Linear Equations
Section2.4: Applications
Problem 23EQ: 23. Consider a simple economy with just two industries: farming and manufacturing. Farming consumes...
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(a) Suppose we are given a linear program in standard equation form
maximize cx
subject to
Ax=b,
x ≥ 0.
Given two different optimal solutions y and z to this linear program, prove
that every convex combination of y and z is also an optimal solution of the
program.
(b) Briefly explain how to use part (a) to show that every linear program has either
0, 1, or infinitely many optimal solutions.
Transcribed Image Text:(a) Suppose we are given a linear program in standard equation form maximize cx subject to Ax=b, x ≥ 0. Given two different optimal solutions y and z to this linear program, prove that every convex combination of y and z is also an optimal solution of the program. (b) Briefly explain how to use part (a) to show that every linear program has either 0, 1, or infinitely many optimal solutions.
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