Linear Algebra and Its Applications · Problem 8.1.4

Linear Programming and Game Theory — Gilbert Strang

Mathematics · linear-inequalities-unbounded-feasible-set

Problem

Show that the following problem is feasible but unbounded, so it has no optimal solution: Maximize

x + y

, subject to

x \geq 0

y \geq 0

-3x + 2y \leq -1

x - y \leq 2