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If a linear program has an optimal solution, it has an optimal basic feasible solution. Choose an optimum with minimal positive support. A dependence among its active columns gives a feasible two-sided perturbation; optimality makes its objective slope zero, and moving until one coordinate vanishes contradicts minimality.

Ancestors (6)

  1. Basic feasible solution
  2. Linear programming
  3. Mathematical optimization
  4. Area of mathematics
  5. Mathematics
  6. Home