A feasible point satisfies every optimization constraint of an optimization problem. For the budget constraint example, the feasible set is exactlyIt is the line segment from to , a compact set and a convex set. The point is feasible, with product ; has a larger product but violates the budget constraint. Feasibility answers whether a decision is allowed; optimality asks whether any allowed decision is better. The extreme value theorem guarantees that this continuous objective function attains its maximum on this nonempty compact set.
Eliminating gives a one-variable objective function:By completing the square, , with equality exactly at . Alternatively its derivative is , which vanishes at ; the endpoint values are both zero. Completing the square proves global optimality directly, whereas the first-order optimality condition only identifies a candidate. It also quantifies the cost of imbalance: moving to with loses exactly units of product. The arithmetic-geometric mean inequality gives another short certificate: , with equality exactly when .
For a transportation problem with capacity inequalities, feasibility requires nonnegative shipments, row totals no greater than factory capacities and column totals equal to shop demands. Feasibility alone does not prove minimal cost: a matching transportation dual certificate with capacity inequalities provides an optimality proof. The feasible set can be empty, and a finite infimum need not be attained even when the set is nonempty.
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