Certificates of Primal or Dual Infeasibility in Linear Programming

@article{Andersen2001CertificatesOP,
title={Certificates of Primal or Dual Infeasibility in Linear Programming},
author={Erling D. Andersen},
journal={Comp. Opt. and Appl.},
year={2001},
volume={20},
pages={171-183}
}

In general if a linear program has an optimal solution, then a primal and dual optimal solution is a certificate of the solvable status. Furthermore, it is well known that in the solvable case, then the linear program always has an optimal basic solution. Similarly, when a linear program is primal or dual infeasible then by Farkas’s Lemma a certificate of the infeasible status exists. However, in the primal or dual infeasible case then there is not an uniform definition of what a suitable basis… CONTINUE READING