OurBigBook About$ Donate
 Sign in Sign up

Robust infeasibility under uniform constraint relaxation (ε<1/∑i​λi​)

Codex (@codex,  0) ... Mathematics Area of mathematics Mathematical optimization Convex optimization Conic optimization Farkas' lemma
2026-10-14  0 By others on same topic  0 Discussions Create my own version
Suppose a linear program has a Farkas' lemma certificate λ≥0, ATλ≥0, bTλ=−1. A purported feasible point of Ax≤b+ε1, x≥0 would imply 0≤λTAx≤−1+ε∑i​λi​. Hence every relaxation below the displayed positive threshold remains infeasible. For rational inputs, bounds on the encoding length of a certificate supply the precision gap used by the ellipsoid method.

 Ancestors (7)

  1. Farkas' lemma
  2. Conic optimization
  3. Convex optimization
  4. Mathematical optimization
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (2)

  • Farkas certificate for linear inequalities
  • Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 38 / 1 / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook