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Hi all. I have a linear programming problem where I need to find both maximum and minimum values of the objective function. The optimal points are not relevant.

Is there an efficient way to do so?

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up vote 1 down vote accepted

You can certainly construct problems where the active constraints for the maximum are disjoint from the active constraints for the minimum, so this is as hard as separately solving for max and min.

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Probably not much more efficient than finding the max and min solutions separately.

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