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We have a standard linear program, I mean a set of inequalities $c_i^Tx\leq b_i$ where $i\in \{1,\ldots ,k\}$ and we want to find $max\{c^Ty| y\in \{\cap \{x|c_i^Tx\leq b_i\}\}$. I put some condition on this set of inequalities and after that I found a special $i$ such that the optimum solution is on hyper plane $c_i^Tx=b_i$.

Do you think it is useful or I can extend this? Or there is some reference in which I can find some thing about this?

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  • $\begingroup$ linear programming is contained in conic programming. I am not sure what you are look after. $\endgroup$ Feb 13, 2018 at 8:27

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