Linprog: Any ideas why x in [0,1] return a binary solution?

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Jiayang Xiao
Jiayang Xiao 2020-7-16
回答： Alan Weiss 2020-7-20
I constructed a Mosaic Generation Linear Program using linprog and relaxed the binary constrain with lb = 0 and ub = 1. With 'dual-simplex' method, I surprisingly obtained a binary solution. Any ideas why does this happen?

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Alan Weiss
Alan Weiss 2020-7-20
I am not sure that I understand your objective function or all of your constraints, but it is well known that the solution of a linear programming problem is at constraint boundaries. If you have no linear constraints, only bound constraints, then the solution is going to be at the constraint boundaries, meaning a binary value.
Alan Weiss
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