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

  • Context: Graduate 
  • Thread starter Thread starter flyingpig
  • Start date Start date
  • Tags Tags
    Set Theory
Click For Summary
SUMMARY

The discussion centers on the implications of unbounded feasible regions in Linear Programming (LP) problems, specifically regarding the problem defined by the objective function z = ax + by with constraints cx + dy = E and fx + gy = H. The participants assert that if the constraints are parallel and the feasible region is unbounded, the problem can yield an unbounded optimal solution. However, the presence of non-negativity constraints (x, y ≥ 0) and fixed values for z complicates the situation, as these conditions may prevent achieving an optimal solution. The Jacobian Assumption is highlighted as crucial for guaranteeing a solution in mathematical programming with equality constraints.

PREREQUISITES
  • Linear Programming fundamentals
  • Understanding of feasible regions and optimal solutions
  • Jacobian matrix and its role in optimization
  • Concept of binding constraints in mathematical programming
NEXT STEPS
  • Study the implications of unbounded feasible regions in Linear Programming
  • Learn about the Jacobian Assumption in mathematical optimization
  • Explore the effects of non-negativity constraints on LP solutions
  • Investigate parallel constraints and their impact on optimality in LP problems
USEFUL FOR

Mathematicians, operations researchers, and students studying optimization techniques in Linear Programming, particularly those interested in the behavior of unbounded solutions and constraint interactions.

flyingpig
Messages
2,574
Reaction score
1
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?
 
Mathematics news on Phys.org
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.
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 0 ·
Replies
0
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
Replies
1
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
Replies
5
Views
4K
  • · Replies 0 ·
Replies
0
Views
4K
  • · Replies 26 ·
Replies
26
Views
1K