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Q: We consider the Linear Program

$$ min\ \ \mathbf{c}^T\mathbf{x} $$

$$s.t. \ \mathbf{x}\in P$$

where $P$ is a polyhedron.

Let $Q$ be the set of optimal solutions. Show that any extreme point of $Q$ is an extreme point of $P$.

In my proof, I made use of the following theorems:

$\underline{\mathbf{Theorem \ 1}}: \\ $

Let $P$ be a nonempty polyhedron and $x\in P$. Then

$x$ is a vertex $\iff$ $x$ is an extreme point $\iff$ $x$ is a BFS

$\underline{\mathbf{Theorem \ 2}}: \\ $

Consider the Linear Program

$$min \ \mathbf{c}^T\mathbf{x}\\ s.t. \ \mathbf{x}\in P$$

where $P$ is a polyhedron.

Suppose $P$ has at least one BFS and that there is an optimal solution. Then there is an optimal solution which is a BFS.

Now, heres my proof for this question using the above theorems:

$Proof.$ Suppose that $P$ is a nonempty polyhedron and $\mathbf x \in P$, and that $P$ has at least one BFS.

Since $Q$ is the set containing the optimal solutions of $P$, by Theorem 2, there is an optimal solution which is a BFS.

Let $\mathbf x$ be this BFS. Then by Theorem 1, $\mathbf x$ is an extreme point.

Since $\mathbf x \in P$ and $\mathbf x \in Q$, it follows that any extreme point of $Q$ is an extreme point of $P$. $_{Q.E.D.}$

Is my proof correct or is it lacking something? I.e. wrong assumptions and/or applications of theorems. Some help and clarification will be appreciated. Thanks!

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