Is marginal constraints equivalent to linear constraints?

Thread starter Edwinkumar
Start date Dec 11, 2009
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Constraints Equivalent Linear Marginal

In summary, marginal constraints are restrictions on the values of one variable while linear constraints involve a linear relationship between multiple variables. Marginal constraints can be transformed into linear constraints through linearization. They can be more restrictive than linear constraints and greatly affect the feasibility of a solution. Marginal constraints are commonly used in scientific research, particularly in fields such as economics, mathematics, and statistics.

Dec 11, 2009

Edwinkumar

If I have a set of Probability distributions on a product space with marginal constraints, is there any way to (how to) express the same as a linear family of PD's ( i.e. all [tex]P[/tex] s.t. [tex] E_P[ f_i] =a_i[/tex] for some [tex] f_i, a_i [/tex] )

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Dec 12, 2009

Edwinkumar

Could someone answer this?

1. What is the difference between marginal constraints and linear constraints?

Marginal constraints refer to the restrictions placed on the values of one variable while holding all other variables constant. Linear constraints, on the other hand, involve a linear relationship between multiple variables. In other words, marginal constraints focus on the impact of one variable on another, while linear constraints take into account the relationships between multiple variables.

2. Can marginal constraints be transformed into linear constraints?

Yes, marginal constraints can be transformed into linear constraints by adding additional variables and equations to the problem. This process is known as linearization and is commonly used in mathematical optimization and economics.

3. Are marginal constraints more restrictive than linear constraints?

In some cases, marginal constraints can be more restrictive than linear constraints as they focus on the impact of one variable on another. However, this is not always the case as linear constraints can also be quite restrictive depending on the specific problem being solved.

4. How do marginal constraints affect the feasibility of a solution?

Marginal constraints can greatly impact the feasibility of a solution as they restrict the values that can be assigned to certain variables. If the marginal constraints are too strict, they may make it difficult or even impossible to find a feasible solution.

5. Are marginal constraints commonly used in scientific research?

Yes, marginal constraints are frequently used in scientific research, particularly in fields such as economics, mathematics, and statistics. They are often used in optimization problems to analyze the impact of certain variables on the overall solution.