Checking if a linear programme is feasible
Suppose we are given a linear programme in standard form specified by
Note we will include in the algorithm some transformation to guarantee the inputted linear programme is in standard form by breaking up the added variable into it’s positive and negative components. See getting a linear programme in standard form
feasibility_check(A, b):
Input: The constraints to a linear programme in standard form.
Output: If the linear programme is feasible.
1. Extend A with a column of 1's and another column of -1's at the end, making A' size m x (n+2).
2. Set objective function c = (0, 0, ..., 0, 1, -1) of length n+2.
3. Run linear_programme_solver(A', b, c).
4. If the value of the objective function is positive output it is feasible.
5. Otherwise say it is not.