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Is there an example of linear program in two variables that has infinite feasible region with an optimum solution of bounded cost?

2 Answers2

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Hint:

Yes. One possible way is to think of how to make $(0,0)$ the optimal point if the feasible region is the first quadrant. That is think of one such objective function.

Siong Thye Goh
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Let us consider the following linear program: $$\text{maximize } 5x+3y$$ $$5x-2y \geq 0$$ $$x+y \leq 7$$ $$x \leq 5$$ $$x,y \geq 0$$

The feasible region:

The feasible region

As you can see the feasible region is bounded by the following half spaces: $5x-2y \geq 0$, $x+y \leq 7$, $x \leq 5$ and $x,y \geq 0$

Taking out $x+y \leq 7$ and ($5x-2y \geq 0$ or $x \leq 5$) from the system of linear inequalities gives an infinite feasible region with the pair $(0,0)$ as a minimum feasible solution. Thus turning the initial problem to a minimum linear program and taking out $x+y \leq 7$ and ($5x-2y \geq 0$ or $x \leq 5$) will give a linear program in two variables that has infinite feasible region with an optimum solution of bounded cost.