Consider an arbitrary program in standard equation form: maximise c™x subject to Ax = b, x > 0 Show that if y and z are two different optimal solutions to this program, then every convex combination of y and z is also an optimal solution of the program.

Linear Algebra: A Modern Introduction
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ISBN:9781285463247
Author:David Poole
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Chapter2: Systems Of Linear Equations
Section2.4: Applications
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Consider an arbitrary program in standard equation form:
maximise c™x
subject to Ax = b,
x > 0
Show that if y and z are two different optimal solutions to this program, then every
convex combination of y and z is also an optimal solution of the program.
Transcribed Image Text:Consider an arbitrary program in standard equation form: maximise c™x subject to Ax = b, x > 0 Show that if y and z are two different optimal solutions to this program, then every convex combination of y and z is also an optimal solution of the program.
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