Linear Programming - satisfaction only at least one constraint

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Discussion Overview

The discussion revolves around the modification of a linear programming (LP) problem to allow for feasibility if at least one of multiple constraints is satisfied, rather than requiring all constraints to be met. The scope includes theoretical exploration of LP formulations and potential alternative approaches to constraint satisfaction.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant inquires about a relaxation of LP constraints such that satisfying any one of multiple inequalities would render a solution feasible.
  • Another participant suggests that if only one inequality is considered, it constitutes a new LP problem, indicating a misunderstanding of the original query.
  • A participant clarifies that the original LP has multiple inequalities and expresses the desire for any combination of these to satisfy feasibility, rather than all.
  • One suggestion is made to solve separate LP problems for each inequality and select the solution with the smallest objective value.
  • A participant introduces the concept of "tight" constraints at optimal solutions, suggesting that dropping satisfied constraints could lead to improved solutions.

Areas of Agreement / Disagreement

Participants do not reach a consensus on how to modify the LP problem. There are competing views on the feasibility of the proposed relaxation and the implications of treating multiple inequalities.

Contextual Notes

The discussion does not resolve the mathematical implications of modifying the LP constraints, nor does it clarify the conditions under which the proposed approaches would be valid.

wavingerwin
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Linear Programming - satisfaction of only at least one constraint

Hi

Is there a form of relaxation/modification of an LP of the form
\text{min }\;\;f^\mathsf{T}x\\\mathbf{A}x\leq b
such that if only anyone of the constraints is satisfied, then the solution ##x## is regarded as feasible?

Here ##\mathbf{A}x\leq b## represents a row of linear constraints.

Gratitudes in advance.
 
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I don't really understand what you mean. If we have a constraint with only one inequality instead of a system of more than one, then we have a new LP-problem.
 
Erland said:
If we have a constraint with only one inequality instead of a system of more than one, then we have a new LP-problem.

The LP I am concerned with has a number of inequalities. However, I need to only have at least one of them satisfied. This can be any combination of the inequalities, not a particular one.

Say the LP has 5 inequalities to satisfy. I want to have that satisfying at least one of the 5 means that the solution is feasible, as opposed to having all of the 5 satisfied, like in a standard LP. However, it can be any combination of the constraint, for example [1 0 0 0 0], [0 0 1 1 0], and many others, where 1 and 0 correspond to each of the inequality being satisfied or unsatisfied respectively.
 
I see... If there are n inequalities, you could solve n LP problems, one for each inequality, and choose the one with smallest value.
 
There is the concept of whether a constraint is "tight" at an optimal solution. If you find an optimal solution subject to n inequality constraints then to improvie on that solution, look at dropping the constraits that are satisified as exact equalities.
 

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