How should we deal with strict inequalities in a linear programming problem? For example:
inequalities such as $ax< b$;
optimizationlinear-programming
asked 2012-07-20
user id:36149
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Add a tolerance, $\epsilon>0$ and try solving with $ax \leq b-\epsilon$. – 2012-07-20
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@copper.hat Does tha apply to answer below? – 2016-03-03
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@BCLC: In general, there will be no solution if the inequality is strict. So, what you do depends on what you want. The $\epsilon$ trick will work, but if the constraint is active, then the solution will not necessarily be optimal for the original problem. – 2016-03-03