-------- Forwarded Message --------
From: sermsak <[email protected]>
Reply-to: [email protected]
To: [email protected]
Subject: Some questions about convexity of LP
Date: Sat, 01 Mar 2014 13:42:34 +0700
Dear all,
Consider the LP,
min a'x + b'y
s.t.
Px + Qy + r = 0
x_lb <= x <= x_ub
y_lb <= y <= y_ub
where x,y,r are vector in R^n, P,Q are n x n matrices.
x_lb, x_ub, y_lb, y_ub are bounds of x, y.
Q1.
My guess is that the intersection of the feasible region of the problem
and the hyper plane (x_k, y_k) where (x_k,y_k) are member of x and y,
is a convex polygon. Is it always true?
Q2. How can one find such intersection area?
----
s.s.
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