In: Advanced Math
Linear Optimization (Math 423) Problem, prove an analog of the follow theorem:
Thm 2.4: Consider the constraints Ax = b and x ≥ 0 and
assume
that the m X n matrix A has linearly independent rows. A
vector
x ∈ Rn is a basic solution if and only if we have Ax =
b, and there
exist indices B(1), ... , B(m) such that:
(a} The columns AB(1),...,AB(m) are linearly
independent;
(b} If i ≠ B(1),...,B(m), then xi = 0.