6 votes

Avoiding degeneracy in an LP formulation

The premise is wrong. Degeneracy occurs when a vertex $x$ of a feasible region in $\mathbb{R}^n$ lies on more than $n$ bounding hyperplanes, or equivalently if more than $n$ constraints (including any ...
prubin's user avatar
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3 votes

Sensitivity analysis for decision vectors in convex programming

Suppose that $F: R^{n} \rightarrow R^{n}$, $F(x)=b$, and $F$ is differentiable at $x$ with non-singular Jacobian $J(x)$. Then to first order, we can use the Jacobian to find a change $\Delta x$ due ...
Brian Borchers's user avatar

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