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 ...
3
votes
Accepted
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 ...
Only top scored, non community-wiki answers of a minimum length are eligible
Related Tags
perturbation × 2linear-programming × 1
nonlinear-programming × 1
convex-optimization × 1
sensitivity-analysis × 1
degeneracy × 1