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Which of the following statement(s) is/are true for an LP problem ?

(I) The set of all feasible solutions to an LP problem is a convex set.
(II) Every hyperplane is a convex set.

  • A.Both are true
  • B.Only (I) is true
  • C.Only (II) is true
  • D.Neither (I) nor (II) is true

Answer: A

Both are true.

(I) The feasible region of an LP is the intersection of finitely many half-spaces \(a_{i}^{t}x \le b_{i}\) (and \(x \ge 0\)). Each half-space is convex and an intersection of convex sets is convex, so the feasible set is convex, a fact the simplex method relies on.

(II) A hyperplane \(\{x : a^{t}x = b\}\) is convex: if \(a^{t}x = a^{t}y = b\), then \(a^{t}(\lambda x + (1 - \lambda)y) = b\) for every \(\lambda \in [0, 1]\).

Since both statements hold, the options saying only one is true, or neither, are wrong.

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