How can I show the corresponding dual solution is unique when the given primal solution is nondegenerate, basic feasible? The 2019 Stack Overflow Developer Survey Results Are InHow the dual LP solves the primal LPShow that two Linear Programming problems are equalHow to visualize dualityweak duality theoremCan someone explain the effects of degenerate basic feasible solutions in the simplex algorithm?Primal-Dual basic (feasible) solution?If ratio test is not unique, can we conclude that the basic feasible solution after pivoting is degenerate?How do I derive the Dual problem of a Primal LP with equality constraints?Linear programming - one-step jump from interior feasible solution to the nearest improving basic feasible solutionDegeneracy and Uniqueness in General LP
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How can I show the corresponding dual solution is unique when the given primal solution is nondegenerate, basic feasible?
The 2019 Stack Overflow Developer Survey Results Are InHow the dual LP solves the primal LPShow that two Linear Programming problems are equalHow to visualize dualityweak duality theoremCan someone explain the effects of degenerate basic feasible solutions in the simplex algorithm?Primal-Dual basic (feasible) solution?If ratio test is not unique, can we conclude that the basic feasible solution after pivoting is degenerate?How do I derive the Dual problem of a Primal LP with equality constraints?Linear programming - one-step jump from interior feasible solution to the nearest improving basic feasible solutionDegeneracy and Uniqueness in General LP
$begingroup$
the given problem is to show that
if $x_1,...,x_n$ is a nondegenerate basic feasible solution of the primal LP
max $sum_j=1^nc_jx_j$
s.t. $sum_j=1^na_ijx_jleq b_i, forall iin1,...,m$
$x_jgeq 0, forall jin1,...,n$
then the problem given as
$sum_i=1^m a_ijy_i =c_j$ whenever $x_j>0$
$y_i=0$ whenever $sum_j=1^n a_ijx_j < b_i$
has a unique solution.
If $B$ denote the corresponding basis of the given basic solution, letting $y^T= c_B^TB^-1$ guarantees the existence of the solution, where $c_B$ denotes the coefficients of the objective functions in the primal corresponding to the given basis.
Now I let $zneq y$ be a solution of the problem below and tried to induce the contradiction, but could not proceed further. What can I do here? Or is there simpler version rather than this apagogic approach?
optimization linear-programming duality-theorems
$endgroup$
add a comment |
$begingroup$
the given problem is to show that
if $x_1,...,x_n$ is a nondegenerate basic feasible solution of the primal LP
max $sum_j=1^nc_jx_j$
s.t. $sum_j=1^na_ijx_jleq b_i, forall iin1,...,m$
$x_jgeq 0, forall jin1,...,n$
then the problem given as
$sum_i=1^m a_ijy_i =c_j$ whenever $x_j>0$
$y_i=0$ whenever $sum_j=1^n a_ijx_j < b_i$
has a unique solution.
If $B$ denote the corresponding basis of the given basic solution, letting $y^T= c_B^TB^-1$ guarantees the existence of the solution, where $c_B$ denotes the coefficients of the objective functions in the primal corresponding to the given basis.
Now I let $zneq y$ be a solution of the problem below and tried to induce the contradiction, but could not proceed further. What can I do here? Or is there simpler version rather than this apagogic approach?
optimization linear-programming duality-theorems
$endgroup$
add a comment |
$begingroup$
the given problem is to show that
if $x_1,...,x_n$ is a nondegenerate basic feasible solution of the primal LP
max $sum_j=1^nc_jx_j$
s.t. $sum_j=1^na_ijx_jleq b_i, forall iin1,...,m$
$x_jgeq 0, forall jin1,...,n$
then the problem given as
$sum_i=1^m a_ijy_i =c_j$ whenever $x_j>0$
$y_i=0$ whenever $sum_j=1^n a_ijx_j < b_i$
has a unique solution.
If $B$ denote the corresponding basis of the given basic solution, letting $y^T= c_B^TB^-1$ guarantees the existence of the solution, where $c_B$ denotes the coefficients of the objective functions in the primal corresponding to the given basis.
Now I let $zneq y$ be a solution of the problem below and tried to induce the contradiction, but could not proceed further. What can I do here? Or is there simpler version rather than this apagogic approach?
optimization linear-programming duality-theorems
$endgroup$
the given problem is to show that
if $x_1,...,x_n$ is a nondegenerate basic feasible solution of the primal LP
max $sum_j=1^nc_jx_j$
s.t. $sum_j=1^na_ijx_jleq b_i, forall iin1,...,m$
$x_jgeq 0, forall jin1,...,n$
then the problem given as
$sum_i=1^m a_ijy_i =c_j$ whenever $x_j>0$
$y_i=0$ whenever $sum_j=1^n a_ijx_j < b_i$
has a unique solution.
If $B$ denote the corresponding basis of the given basic solution, letting $y^T= c_B^TB^-1$ guarantees the existence of the solution, where $c_B$ denotes the coefficients of the objective functions in the primal corresponding to the given basis.
Now I let $zneq y$ be a solution of the problem below and tried to induce the contradiction, but could not proceed further. What can I do here? Or is there simpler version rather than this apagogic approach?
optimization linear-programming duality-theorems
optimization linear-programming duality-theorems
edited May 29 '16 at 18:33
Math1000
19.4k31746
19.4k31746
asked May 29 '16 at 17:58
Ian LeeIan Lee
61
61
add a comment |
add a comment |
1 Answer
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oldest
votes
$begingroup$
I think there are some details missing in your question. Let the primal be the minimization of $c^Tx$, subject to $Ax = b, xgeq 0$. We will show the following: if the optimal simplex tableau gives us a non-degenerate basic feasible solution with $c_i - z_i geq 0$ for all variables, then the dual has a unique optimal solution.
Use the complementary slackness conditions.
Note that rank$(A^T_n times m)$ = rank$(A_m times n) = m$, a common assumption (because we can just delete rows if redundant). This means the basis matrix $B$ is of dimension $m times m$.
There are $m$ constraints, and so, $m$ dual variables $y_1, ldots y_m$.
Consider the basic variable $x_Bi$ in this optimal BFS $x$, and an optimal solution $y$ of the dual. As the BFS is non-degenerate, $x_Bi > 0$. The complementary slackness conditions give, $x_Bi (A^Ty - c)_Bi = 0$ which imply, $(A^Ty)_Bi = a_Bi^Ty = c_Bi$. Here $a_Bi^T$ is the row corresponding to the basic variable $x_Bi$ in $[A I]^T$. Repeating this for all the $m$ basic variables, we get the system of equations, compactly represented as $(A^Ty)_B = c_B$.
By the definition of a basis, the set of all rows $a_B1^T, ldots, a_Bm^T$ are all linearly independent. Thus, there exists only a unique solution $y$ to $(A^Ty)_B = c_B$.
In fact, multiplying by $(B^-1)^T$ gives us $y = (B^-1)^Tc_B$ as claimed. Thus, this solution is unique.
We must also ensure that $y$ is feasible for the dual. This comes from the fact that $c_i - z_i = c_i - a_i^Ty geq 0$ for all $i$. The dual's feasible region is given by $A^Ty leq c$. So, $y$ is feasible as well.
This is what we had to show!
$endgroup$
add a comment |
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1 Answer
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1 Answer
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active
oldest
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active
oldest
votes
active
oldest
votes
$begingroup$
I think there are some details missing in your question. Let the primal be the minimization of $c^Tx$, subject to $Ax = b, xgeq 0$. We will show the following: if the optimal simplex tableau gives us a non-degenerate basic feasible solution with $c_i - z_i geq 0$ for all variables, then the dual has a unique optimal solution.
Use the complementary slackness conditions.
Note that rank$(A^T_n times m)$ = rank$(A_m times n) = m$, a common assumption (because we can just delete rows if redundant). This means the basis matrix $B$ is of dimension $m times m$.
There are $m$ constraints, and so, $m$ dual variables $y_1, ldots y_m$.
Consider the basic variable $x_Bi$ in this optimal BFS $x$, and an optimal solution $y$ of the dual. As the BFS is non-degenerate, $x_Bi > 0$. The complementary slackness conditions give, $x_Bi (A^Ty - c)_Bi = 0$ which imply, $(A^Ty)_Bi = a_Bi^Ty = c_Bi$. Here $a_Bi^T$ is the row corresponding to the basic variable $x_Bi$ in $[A I]^T$. Repeating this for all the $m$ basic variables, we get the system of equations, compactly represented as $(A^Ty)_B = c_B$.
By the definition of a basis, the set of all rows $a_B1^T, ldots, a_Bm^T$ are all linearly independent. Thus, there exists only a unique solution $y$ to $(A^Ty)_B = c_B$.
In fact, multiplying by $(B^-1)^T$ gives us $y = (B^-1)^Tc_B$ as claimed. Thus, this solution is unique.
We must also ensure that $y$ is feasible for the dual. This comes from the fact that $c_i - z_i = c_i - a_i^Ty geq 0$ for all $i$. The dual's feasible region is given by $A^Ty leq c$. So, $y$ is feasible as well.
This is what we had to show!
$endgroup$
add a comment |
$begingroup$
I think there are some details missing in your question. Let the primal be the minimization of $c^Tx$, subject to $Ax = b, xgeq 0$. We will show the following: if the optimal simplex tableau gives us a non-degenerate basic feasible solution with $c_i - z_i geq 0$ for all variables, then the dual has a unique optimal solution.
Use the complementary slackness conditions.
Note that rank$(A^T_n times m)$ = rank$(A_m times n) = m$, a common assumption (because we can just delete rows if redundant). This means the basis matrix $B$ is of dimension $m times m$.
There are $m$ constraints, and so, $m$ dual variables $y_1, ldots y_m$.
Consider the basic variable $x_Bi$ in this optimal BFS $x$, and an optimal solution $y$ of the dual. As the BFS is non-degenerate, $x_Bi > 0$. The complementary slackness conditions give, $x_Bi (A^Ty - c)_Bi = 0$ which imply, $(A^Ty)_Bi = a_Bi^Ty = c_Bi$. Here $a_Bi^T$ is the row corresponding to the basic variable $x_Bi$ in $[A I]^T$. Repeating this for all the $m$ basic variables, we get the system of equations, compactly represented as $(A^Ty)_B = c_B$.
By the definition of a basis, the set of all rows $a_B1^T, ldots, a_Bm^T$ are all linearly independent. Thus, there exists only a unique solution $y$ to $(A^Ty)_B = c_B$.
In fact, multiplying by $(B^-1)^T$ gives us $y = (B^-1)^Tc_B$ as claimed. Thus, this solution is unique.
We must also ensure that $y$ is feasible for the dual. This comes from the fact that $c_i - z_i = c_i - a_i^Ty geq 0$ for all $i$. The dual's feasible region is given by $A^Ty leq c$. So, $y$ is feasible as well.
This is what we had to show!
$endgroup$
add a comment |
$begingroup$
I think there are some details missing in your question. Let the primal be the minimization of $c^Tx$, subject to $Ax = b, xgeq 0$. We will show the following: if the optimal simplex tableau gives us a non-degenerate basic feasible solution with $c_i - z_i geq 0$ for all variables, then the dual has a unique optimal solution.
Use the complementary slackness conditions.
Note that rank$(A^T_n times m)$ = rank$(A_m times n) = m$, a common assumption (because we can just delete rows if redundant). This means the basis matrix $B$ is of dimension $m times m$.
There are $m$ constraints, and so, $m$ dual variables $y_1, ldots y_m$.
Consider the basic variable $x_Bi$ in this optimal BFS $x$, and an optimal solution $y$ of the dual. As the BFS is non-degenerate, $x_Bi > 0$. The complementary slackness conditions give, $x_Bi (A^Ty - c)_Bi = 0$ which imply, $(A^Ty)_Bi = a_Bi^Ty = c_Bi$. Here $a_Bi^T$ is the row corresponding to the basic variable $x_Bi$ in $[A I]^T$. Repeating this for all the $m$ basic variables, we get the system of equations, compactly represented as $(A^Ty)_B = c_B$.
By the definition of a basis, the set of all rows $a_B1^T, ldots, a_Bm^T$ are all linearly independent. Thus, there exists only a unique solution $y$ to $(A^Ty)_B = c_B$.
In fact, multiplying by $(B^-1)^T$ gives us $y = (B^-1)^Tc_B$ as claimed. Thus, this solution is unique.
We must also ensure that $y$ is feasible for the dual. This comes from the fact that $c_i - z_i = c_i - a_i^Ty geq 0$ for all $i$. The dual's feasible region is given by $A^Ty leq c$. So, $y$ is feasible as well.
This is what we had to show!
$endgroup$
I think there are some details missing in your question. Let the primal be the minimization of $c^Tx$, subject to $Ax = b, xgeq 0$. We will show the following: if the optimal simplex tableau gives us a non-degenerate basic feasible solution with $c_i - z_i geq 0$ for all variables, then the dual has a unique optimal solution.
Use the complementary slackness conditions.
Note that rank$(A^T_n times m)$ = rank$(A_m times n) = m$, a common assumption (because we can just delete rows if redundant). This means the basis matrix $B$ is of dimension $m times m$.
There are $m$ constraints, and so, $m$ dual variables $y_1, ldots y_m$.
Consider the basic variable $x_Bi$ in this optimal BFS $x$, and an optimal solution $y$ of the dual. As the BFS is non-degenerate, $x_Bi > 0$. The complementary slackness conditions give, $x_Bi (A^Ty - c)_Bi = 0$ which imply, $(A^Ty)_Bi = a_Bi^Ty = c_Bi$. Here $a_Bi^T$ is the row corresponding to the basic variable $x_Bi$ in $[A I]^T$. Repeating this for all the $m$ basic variables, we get the system of equations, compactly represented as $(A^Ty)_B = c_B$.
By the definition of a basis, the set of all rows $a_B1^T, ldots, a_Bm^T$ are all linearly independent. Thus, there exists only a unique solution $y$ to $(A^Ty)_B = c_B$.
In fact, multiplying by $(B^-1)^T$ gives us $y = (B^-1)^Tc_B$ as claimed. Thus, this solution is unique.
We must also ensure that $y$ is feasible for the dual. This comes from the fact that $c_i - z_i = c_i - a_i^Ty geq 0$ for all $i$. The dual's feasible region is given by $A^Ty leq c$. So, $y$ is feasible as well.
This is what we had to show!
edited Apr 6 at 17:16
answered Apr 6 at 16:32
AmeyaAmeya
113
113
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