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MAS 801 It's a Discreetly Discrete World – Mathematics in ... - Spms

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Tight Inequalities<br />

• An <strong>in</strong>equality is tight at a po<strong>in</strong>t P if equality holds at P<br />

• Example<br />

2x + 3y ≤ 6 is tight at the po<strong>in</strong>t (0,2)<br />

Theorem<br />

If the optimal solution of an LP occurs at an extreme po<strong>in</strong>t P, then<br />

optimality can be proved by comb<strong>in</strong><strong>in</strong>g constra<strong>in</strong>ts that are tight at P

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