Consider the equality-constrained linear program: minimize cT x subject to  Ax = b. Show that if A has full column rank and b ∈ range(A), then this problem always has a unique bounded solution, regardless of the definition of c. Do Lagrange multipliers exist? If they exist, are they unique?

Algebra: Structure And Method, Book 1
(REV)00th Edition
ISBN:9780395977224
Author:Richard G. Brown, Mary P. Dolciani, Robert H. Sorgenfrey, William L. Cole
Publisher:Richard G. Brown, Mary P. Dolciani, Robert H. Sorgenfrey, William L. Cole
Chapter10: Inequalities
Section10.8: Systems Of Linear Inequalities
Problem 2E
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Consider the equality-constrained linear program: minimize cT x subject to  Ax = b. Show that if A has full column rank and b ∈ range(A), then this problem always has a unique bounded solution, regardless of the definition of c. Do Lagrange multipliers exist? If they exist, are they unique?

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