Empty and open feasible regions
ID: empty-and-open-feasible-regions
Adding an optimization constraint removes possibilities: if it permits a set , the new feasible region is . It can leave unchanged when all its members already satisfy the added restriction. For a fixed objective function, restricting the feasible set cannot lower a minimization problem's infimum. In the equality slice of a feasible triangle, it raises the attained value from to .
Instead add to the feasible triangle with a squared-distance objective. No point can have both and . The resulting feasible set is the empty set, so there is no feasible point and no optimizing decision. Under the extended-value convention for a minimization problem, its infimum is .[ref]
A nonempty feasible set can also lack an optimizing decision. With domain , minimize subject to the strict inequality . The feasible region is an open set. Its infimum is , approached by the feasible points , but is excluded. Every feasible point is beaten by , so no minimum is attained. Replacing by includes the missing optimum. Open feasible regions do not always prevent attainment: minimizing on the same open set attains value at . A useful sufficient condition is instead the extreme value theorem: a continuous objective function on a nonempty compact set attains its minimum.
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