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Fundamental theorem of linear programming : ウィキペディア英語版 | Fundamental theorem of linear programming In mathematical optimization, the fundamental theorem of linear programming states, in a weak formulation, that the maxima and minima of a linear function over a convex polygonal region occur at the region's corners. Further, if an extreme value occurs at two corners, then it must also occur everywhere on the line segment between them. ==Statement== Consider the optimization problem : Where . If is a bounded polyhedron (and thus a polytope) and is an optimal solution to the problem, then is either an extreme point (vertex) of , or lies on a face of optimal solutions.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Fundamental theorem of linear programming」の詳細全文を読む
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