Feasible point 2026-10-13
A feasible point satisfies every optimization constraint of an optimization problem. For the budget constraint example, the feasible set is exactly
It 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.
Let be shipped amounts, with column sums equal to shop demand and row sums at most 15. Total demand is 42, so three units of warehouse stock need not be shipped. A feasible transportation problem allocation is
Its row sums are and its column sums meet every demand. The cost is .
For a transportation dual certificate with capacity inequalities, choose warehouse potentials and shop potentials . They have and for every cell. Any feasible allocation therefore has
The second inequality has this direction because and warehouse use is at most 15. The exhibited allocation attains the lower bound, so the minimum cost is .
Let be shipments, with column sums eight and row sums at most the four capacities. Total demand is , below total capacity , so unused capacity is allowed. This is a transportation problem with capacity inequalities; equivalently add a dummy shop demanding four units with zero shipping cost.
Using the original PDF's cost , take the feasible solution
Its row totals are and all column totals are eight. Four units of capacity remain unused at the second factory. Its shipping cost is .
To prove that the cost is a global minimum, use the transportation dual certificate with capacity inequalities. If row potentials satisfy and , every feasible solution satisfies
where . The second inequality uses the sign of : multiplying a capacity upper bound by a nonpositive number reverses it. Choose and . The reduced costs are
so every entry is nonnegative. The lower bound is , equal to the displayed shipping cost. The minimum shipping cost is .
For the production costs in a transportation problem, add the production cost of each factory to every real shipment from that factory. Unused capacity incurs no production cost, so the dummy-shop costs remain zero. The resulting real-shop cost matrix is
A feasible solution is
Its row totals are and column totals remain eight, leaving four units unused at the fourth factory. Its combined cost is .
For a matching transportation dual certificate with capacity inequalities, take and . Their reduced costs are
all nonnegative. The lower bound is . Thus the minimum combined production and shipping cost is , and the second allocation attains it.
When factory incurs unit production cost only on goods actually shipped, add that cost to every real shipping destination in its row. Unused capacity incurs no production cost; a dummy unused-capacity column therefore keeps zero cost rather than receiving . This changes the optimal factory utilization when capacity exceeds total demand. Transportation dual certificate with capacity inequalities proves optimality without assuming every factory must produce at full capacity.