Basic solution (linear programming)

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In linear programming, a discipline within applied mathematics, a basic solution is any solution of a linear programming problem satisfying certain specified technical conditions. For a polyhedron [math]\displaystyle{ P }[/math] and a vector [math]\displaystyle{ \mathbf{x}^* \in \mathbb{R}^n }[/math], [math]\displaystyle{ \mathbf{x}^* }[/math] is a basic solution if:

  1. All the equality constraints defining [math]\displaystyle{ P }[/math] are active at [math]\displaystyle{ \mathbf{x}^* }[/math]
  2. Of all the constraints that are active at that vector, at least [math]\displaystyle{ n }[/math] of them must be linearly independent. Note that this also means that at least [math]\displaystyle{ n }[/math] constraints must be active at that vector.[1]

A constraint is active for a particular solution [math]\displaystyle{ \mathbf{x} }[/math] if it is satisfied at equality for that solution.

A basic solution that satisfies all the constraints defining [math]\displaystyle{ P }[/math] (or, in other words, one that lies within [math]\displaystyle{ P }[/math]) is called a basic feasible solution.

References

  1. Bertsimas, Dimitris; Tsitsiklis, John N. (1997). Introduction to linear optimization. Belmont, Mass.: Athena Scientific. pp. 50. ISBN 978-1-886529-19-9. http://athenasc.com/linoptbook.html.