Linear Algebra and Its Applications · Problem 8.3.5

Linear Programming and Game Theory — Gilbert Strang

Mathematics · linear-programming-duality-both-empty

Problem

Starting with the 2 by 2 matrix A=[100−1]A = \begin{bmatrix} 1 & 0 \\ 0 & -1 \end{bmatrix}, choose bb and cc so that both of the feasible sets Ax≥bAx \geq b, x≥0x \geq 0 and yA≤cyA \leq c, y≥0y \geq 0 are empty.

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