ABSTRACT

We have seen that the feasible set for a linear program can be bounded, unbounded, or infeasible. In this section, we explore additional geometric properties of feasible sets of general linear programs that are consistent, i.e., whose feasible set is non-empty. Consider the following linear program

minimize −x1 − 2x2 subject to x1 + x2 ≤ 20 (2.1)

2x1 + x2 ≤ 30 x1, x2 ≥ 0.