The geometry of n-var LP's
n-var LP's require an n-dimensional space to ``geometrically''
represent a vector corresponding to a pricing of their decision variables.
However, the concepts and techniques that allowed the geometric representation
of the 2-var LP's in the previous section, generalize quite straightforwardly in
this more complicated case.
Hence, given a linear constraint:
and a point
satisfying Equation14
as equality, we can perceive the solution space of
- Equation
as the set of points
for which the vector
is at right angles with vector
,
- Inequality
as the set of points
for which the vector
forms an acute angle with vector
, and
- Inequality
as the set of points
for which the vector
forms an obtuse angle with vector
.
From the above description, it follows that the solution space of the
equation
, i.e., the 3-dim case, is a plane perpendicular to vector
, which is characterized as the plane normal. Since this normality
concept carries over to the more general n-dim case, we characterize the
solution space of an n-var linear equation as a hyperplane.
Furthermore, similar to the 2-var LP case, a hyperplane defined by the equation
, divides the n-dim space into two half-spaces: one of them is
the solution space of the inequality
, and the other one is the solution space of the inequality
.
Hence, the solution space (feasible region) of an n-var LP is
geometrically defined by the intersection of a number of half-spaces and/or
hyperplanes equal to the LP constraints, including the sign restrictions.
Such a set is characterized as a polytope. In particular, a bounded
polytope is called a polyhedron.
Two other concepts of interest in the following discussion are those of the
straight line and the line segment. Given two points
and
, the straight line passing through them is algebraicaly defined by the
set of points
As it is seen in the figure above, the line segment between points
and
is analytically defined by:
Notice that Equation16
can be rewritten as:
or
We say that Equations17
and18
define a convex combination of points
and
.
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