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Can someone explain to me the reason why the simplex algorithm proceeds by only considering so-called basic solutions as candidates for the optimal solution to an LP?

Klangen
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1 Answers1

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This is due to the Fundamental Theorem of Linear Programming, which states that a LPP has an optimal solution if and only if it has an optimal basic solution.

Therefore, in a (dual) simplex algorithm, it suffices to explore only the basic solutions (which are finitely many) instead of the whole feasible region (which is uncountably many).