Using strict inequalities for constraints in linear programming

linear programmingmixed-integer programming

I started to work a bit with linear programming methods and would like to know why we can't use strict inequalities in our constraints, i.e., why is the equivalence in constraints excluded?

What can I do if I need a strict inequality in my constraints to formulate a problem? Can strict inequalities reformulated as simple inequalities?

Best Answer

If the domain is not closed such as in the case of strict inequalities, the optimal value need not exists.

For example consider $\min x$ subject to $x>0$.

We can't find the smallest value as $x$ can get arbitrarily small and positive.

We can pick a small positive quantity and solve $\min x$ subject to $x \ge \epsilon$ instead if you desire a positive quantity but it is no longer the same problem.

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