Is this theory correct? Unbounded set implies unbounded optimium (2D only)

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In summary, the constraint set must have at least one point in common for the LP problem P to have a solution. If the region formed by the two constraints is unbounded, the corner points of the feasible region will only provide the minimum. Additionally, if the constraints x,y, \geq 0 disappear, the feasible region becomes unbounded and an optimal solution can theoretically be achieved by changing z. However, if z is fixed or x,y, \geq 0 must stay, the problem may become infeasible. Thus, the linear programming problem P is also unbounded.
  • #1
flyingpig
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Suppose you have the following Linear Programming problem P

Max

[tex]z = ax + by[/tex]

s.t.

[tex]cx + dy = E[/tex]

[tex]fx + gy = H[/tex]

For [tex]x,y, \geq 0[/tex]

Suppose I also tell you that the region formed by the two constraints are unbounded and hence the corner points of the feasible region will tell you only the min. (so something like either [tex]x \geq M[/tex] or [tex]y \geq M[/tex] for some M) Can you comment that the linear programming problem P is also unbounded?


SO my take is that if cx + dy = E and fx + gy = H are parallel and if somehow the constraints [tex]x,y, \geq 0[/tex] could disappear, I would get an unbounded feasible region and you could theoretically change z to get an optimal.

But what if z is fixed? Or [tex]x,y, \geq 0[/tex] has to stay?

Any takers?
 
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  • #2
This is a mathematical program with equality constraints. Thus, they are always binding, and the matrix of first order partial derivatives must be full rank (Jacobian Assumption) to guarantee a solution.

For a LP, the constraint set is a flat (a set of hyperplanes), and thus they must have at least one point in common (because of equality) for it to have a solution, which also depends on the degrees of freedom of the problem.
 

1. What is an unbounded set?

An unbounded set is a set of numbers or values that do not have a maximum or minimum limit. This means that the values in the set can continue to increase or decrease without ever reaching an endpoint.

2. Can an unbounded set have an optimum?

Yes, an unbounded set can have an optimum. The optimum is the point at which the function or equation reaches its maximum or minimum value. In an unbounded set, the optimum will continue to increase or decrease without ever reaching a limit.

3. How does an unbounded set relate to optimization problems?

In optimization problems, an unbounded set implies that there is no finite solution. This means that the solution to the problem continues to increase or decrease without reaching an endpoint. In other words, there is no finite value that can be considered the "best" solution.

4. Is the theory that an unbounded set implies an unbounded optimum only applicable in 2D?

Yes, this theory is only applicable in 2D. In 3D or higher dimensions, an unbounded set can have a bounded optimum. This is because there are more variables and dimensions that can affect the behavior of the set and its optimum.

5. Are there any real-world examples of unbounded sets with unbounded optima?

Yes, there are several real-world examples of unbounded sets with unbounded optima. One example is the stock market, where the value of stocks can continue to increase or decrease without a limit. Another example is the population growth of a species, which can also continue to increase without reaching a maximum limit.

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