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