Why does the solution to one system imply the other system has a negative solution?

46 Views Asked by At

Consider two systems A and B:

A$: f_i(x) \lt 0, i=1, \dots, m, Ax = b$

B$: \min_{\{x,s\}} s$ subject to $f_i(x) - s \le 0, i = 1, \dots, m; Ax = b$

Then B has optimal value $p^* \lt 0$ iff there exists a solution to A

I can prove $\Rightarrow$ but I'm having trouble showing $\Leftarrow$.

My original attempt was to assume $x$ is the solution of A, and therefore: IF $x$ is used in B then the smallest $s$ that satisfies the equation must be in $[f_i(x), 0)$ since $f_i(x) \lt 0$. But this is assuming that for $B$ the same value of $x$ is used. Which doesn't seem right because $x$ might not work for B.

Any ideas?