Abstract
The parametric solution of a linear system of inequalitiesAx≤Bb, with parameterb, is considered. Fourier elimination is used to give a facial representation for the set ofb-values for which the system is consistent. Some interesting applications of the problem are discussed. Although the worst case complexity of the method is an exponential function of the size ofA, the computations are intuitive and very simple.
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Communicated by D. G. Luenberger
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Keerthi, S.S., Sridharan, K. Solution of parametrized linear inequalities by Fourier elimination and its applications. J Optim Theory Appl 65, 161–169 (1990). https://doi.org/10.1007/BF00941167
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DOI: https://doi.org/10.1007/BF00941167