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 P and a vector 𝐱*n, 𝐱* is a basic solution if:

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

A constraint is active for a particular solution 𝐱 if it is satisfied at equality for that solution.

A basic solution that satisfies all the constraints defining P (or, in other words, one that lies within P) 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.