I have a system of inequalities Ab >= 0, where A is a n by p matrix, b and 0 are vectors of length p and n, respectively. Is there a package or function in R that would return the solution region? Or something like the upper and lower limits for each entry in b?
Ab >= 0
A
n by p
b
0
p
n
I've checked out this post, but the solution in the answer only seems to return a p-tuple solution for b. Thanks.
"Or something like the upper and lower limits for each entry in b?"
This can be done by solving 2p LPs:
for i in 1:p do solve LP: min b[i] subject to Ab >= 0 solve LP: max b[i] subject to Ab >= 0
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