Suppose we have $N$ variables $x_1,\ldots,x_N$.
Let $\mathbf{A}$ a $M \times N$ matrix, and $\mathbf{b}$ a $M \times 1$ vector.
I have the following minimization problem:
\begin{array}{rl}
\min \limits_{\mathbf{x}} & 1 \\
\mbox{s.t.} & \mathbf{Ax}=\mathbf{b}\\ & \mathbf{x}^T \mathbf{1}=1 \\ & x_n >0, \forall n
\end{array}
What is the interpretation of this kind of optimization problems?
can we replace $1$ by another constant?
2026-04-22 21:22:04.1776892924
What is the interpretation of the following optimization problem?
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2
You're trying to find if there's a convex combination of the columns of $A$ that will yield $b$.
Any feasible solution to your problem produces such a combination.