The inverse problem for standard linear programming problems

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The inverse problem for standard linear programming ones (SLPP) is solved. More exactly, fix a (matrix) triplet \((A,b,C)\) of the coefficients which determines a SLPP, and suppose that the corresponding canonical problem has a nondegenerate support optimal solution \(X_0\in \mathbb{R}^{n+m}\). The problem is to find the set of all canonical problems such that the first \(n\) coordinates of their nondegenerate basis optimal solutions equal the corresponding coordinates of \(X_0\). Three cases are considered depending on the structure (the number of positive coordinates) of the optimal solution \(X_0\). For each case the desired set (that equals the set of all SLPP with the optimal solution) is constructed in the explicit form and is parametrized by the given coefficients.











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