Farkas' Lemma

Definition

Farkas' Lemma is a fundamental result in linear algebra and optimization that provides a criterion for the solvability of a system of linear inequalities. It states that either a given system of inequalities has a solution or there exists a non-negative linear combination of the inequalities that yields a contradiction, indicating that the inequalities are inconsistent. This concept is key to understanding feasibility in mathematical models and connects deeply with topics like unboundedness, extreme points, and path-following algorithms.

5 Must Know Facts For Your Next Test

1. Farkas' Lemma is essential in determining whether a linear system is feasible or not, playing a crucial role in linear programming.
2. The lemma can be applied to both bounded and unbounded systems, helping to clarify when solutions exist and when they do not.
3. The geometric interpretation of Farkas' Lemma involves the relationship between half-spaces defined by inequalities and their intersections.
4. In terms of duality, Farkas' Lemma helps establish connections between primal problems and their dual counterparts by clarifying conditions under which solutions can be derived.
5. Understanding Farkas' Lemma is critical for algorithm development, especially for path-following algorithms that rely on feasible regions defined by linear constraints.

Review Questions

• How does Farkas' Lemma relate to determining the feasibility of optimization problems?
  • Farkas' Lemma directly addresses the feasibility of linear systems by stating that either a solution exists or there is a contradiction among the inequalities. When applying this lemma, if no solution meets all constraints, it indicates that the inequalities are inconsistent. This understanding is crucial when modeling optimization problems, as it helps identify whether a feasible solution can be found based on the constraints given.
• Discuss how Farkas' Lemma applies to concepts like unboundedness and infeasibility in optimization problems.
  • Farkas' Lemma helps clarify situations of unboundedness and infeasibility by providing a systematic way to check the status of linear inequalities. If an optimization problem turns out to be infeasible, Farkas' Lemma shows that there exists a combination of constraints leading to a contradiction. Additionally, when exploring unboundedness, it aids in confirming whether solutions can extend indefinitely or if bounds exist that restrict solution space.
• Evaluate how Farkas' Lemma influences the development of path-following algorithms in linear programming.
  • Farkas' Lemma is pivotal in guiding path-following algorithms by establishing necessary conditions for movement through feasible regions defined by linear constraints. These algorithms often leverage Farkas' results to identify potential pivot points while navigating from one basic feasible solution to another. By ensuring that movements do not violate any inequalities, it plays a critical role in maintaining feasibility throughout the optimization process.

Related terms

Feasibility: Feasibility refers to the existence of at least one solution that satisfies all constraints in an optimization problem.

Convex Set: A convex set is a subset of a vector space where any line segment connecting two points within the set lies entirely within the set.

Duality: Duality refers to the relationship between a primal optimization problem and its corresponding dual problem, which often provides deeper insights into the properties of the original problem.