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How should we deal with strict inequalities in a linear programming problem? For example:

inequalities such as $ax< b$;

  • 5
    Add a tolerance, $\epsilon>0$ and try solving with $ax \leq b-\epsilon$.2012-07-20
  • 0
    @copper.hat Does tha apply to answer below?2016-03-03
  • 1
    @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

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