Solving a system of linear inequalities - MathOverflow most recent 30 from http://mathoverflow.net 2013-06-19T00:48:06Z http://mathoverflow.net/feeds/question/102566 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/102566/solving-a-system-of-linear-inequalities Solving a system of linear inequalities Star 2012-07-18T17:32:27Z 2012-07-18T20:36:26Z <p>Consider the following system of inequalities:</p> <p>$Ax=b$; $x\geq 0$;</p> <p>A is a $m\times n$ (non-square) and sparse matrix in which some part of entries are rational. How this system can be solved without using linear programming? </p> http://mathoverflow.net/questions/102566/solving-a-system-of-linear-inequalities/102581#102581 Answer by tergi for Solving a system of linear inequalities tergi 2012-07-18T20:36:26Z 2012-07-18T20:36:26Z <p>From <a href="http://www.faqs.org/faqs/linear-programming-faq/" rel="nofollow">http://www.faqs.org/faqs/linear-programming-faq/</a></p> <p>Q6.4: "I just want to know whether or not a feasible solution <em>exists</em>."</p> <p>A: From the standpoint of computational complexity, finding out if an LP model has a feasible solution is essentially as hard as actually finding the optimal LP solution, within a factor of 2 on average, in terms of effort in the Simplex Method; plug your problem into a normal LP solver with any objective function you like, such as c=0. For MIP models, it's also difficult - if there exists no feasible solution, then you must go through the entire Branch and Bound procedure (or whatever algorithm you use) to prove this. There are no shortcuts in general, unless you know something useful about your model's structure (e.g., if you are solving some form of a transportation problem, you may be able to assure feasibility by checking that the sources add up to at least as great a number as the sum of the destinations).</p>