In this note we establish the connection between the extreme points (EP) of the LP feasible

region and its basic feasible solutions (BFS) in the standard form. Then we state and prove
the fundamental theorem of LP. The LP is represented as: Maximize 𝑐̅ ⋅ 𝑥̅ s.t. 𝐴𝑥̅ = 𝑏̅ and
𝑥̅ ≥ 0, where 𝐴 is 𝑚 × 𝑛 matrix with 𝑚 ≤ 𝑛. Let 𝐴1̅ , 𝐴̅2 , … , 𝐴̅𝑛 denote the column vectors of
𝐴 and 𝑥̅ = (𝑥1 , 𝑥2 , … , 𝑥𝑛 )𝑇 . Then 𝐴𝑥̅ = 𝑏̅ is same as: 𝑥1 𝐴̅1 + 𝑥2 𝐴̅2 + ⋯ + 𝑥𝑛 𝐴̅𝑛 = 𝑏̅.

Result: If 𝑥̅ is a basic feasible solution, then it is an extreme point.

Proof: Without loss of generality, let us assume that the first 𝑘 components of 𝑥̅ are basic
variables and the last (𝑛 − 𝑘) components are non-basic variables. Then 𝐴̅1 , 𝐴̅2 , … , 𝐴̅𝑘 are
linearly independent and 𝑥̅ = (𝑥1 , 𝑥2 , … , 𝑥𝑘 , 0, … ,0) with 𝑥1 𝐴1̅ + 𝑥2 𝐴̅2 + ⋯ + 𝑥𝑘 𝐴̅𝑘 = 𝑏̅ . We
need to show that 𝑥̅ is an EP. Let us assume that 𝑥̅ is not an EP. Then there exists two distinct
feasible solutions 𝑦̅ and 𝑧̅ such that 𝑥̅ = 𝜆𝑦̅ + (1 − 𝜆)𝑧̅ for some 𝜆 ∈ (0,1), i.e., 𝑥𝑖 = 𝜆𝑦𝑖 +
(1 − 𝜆)𝑧𝑖 for 𝑖 = 1,2, … , 𝑛. Since 𝑦̅ and 𝑧̅ are feasible, they are non-negative, i.e., 𝑦𝑖 , 𝑧𝑖 ≥ 0
for all 𝑖. Then for 𝑖 > 𝑘, 𝑥𝑖 = 0 implies 𝑦𝑖 = 𝑧𝑖 = 0. Hence, 𝑦̅ = (𝑦1 , 𝑦2 , … , 𝑦𝑘 , 0, … ,0) and
𝑧̅ = (𝑧1 , 𝑧2 , … , 𝑧𝑘 , 0, … ,0). Now using the other condition of feasibility, 𝑦1 𝐴1̅ + 𝑦2 𝐴̅2 + ⋯ +
𝑦𝑘 𝐴̅𝑘 = 𝑏̅ and 𝑧1 𝐴1̅ + 𝑧2 𝐴̅2 + ⋯ + 𝑧𝑘 𝐴̅𝑘 = 𝑏̅. Taking their difference, we get (𝑦1 − 𝑧1 )𝐴1̅ +
(𝑦2 − 𝑧2 )𝐴̅2 + ⋯ + (𝑦𝑘 − 𝑧𝑘 )𝐴̅𝑘 = 0̅. Since 𝑦̅ and 𝑧̅ are distinct, then (𝑦𝑖 − 𝑧𝑖 ) ≠ 0 for at
least one 𝑖 ≤ 𝑘. This makes 𝐴̅1 , 𝐴̅2 , … , 𝐴̅𝑘 linearly dependent, which is impossible. Hence,
our assumption is incorrect, and 𝑥̅ is an EP.

Result: If 𝑥̅ is an extreme point, then it is a basic feasible solution.

Proof: Without loss of generality, let us assume that the first 𝑘 components of 𝑥̅ are positive
and the last (𝑛 − 𝑘) components are zero, i.e., 𝑥̅ = (𝑥1 , 𝑥2 , … , 𝑥𝑘 , 0, … ,0) with 𝑥𝑖 > 0 for all
𝑖 ≤ 𝑘. Also 𝑥1 𝐴̅1 + 𝑥2 𝐴̅2 + ⋯ + 𝑥𝑘 𝐴̅𝑘 = 𝑏̅. Now if we show that 𝐴̅1 , 𝐴̅2 , … , 𝐴̅𝑘 are linearly
independent, then 𝑥̅ must be a BFS. Let us assume that 𝐴1̅ , 𝐴̅2 , … , 𝐴̅𝑘 are linearly dependent
instead. Then there exists 𝑑1 , 𝑑2 , … , 𝑑𝑘 , not all zero, such that 𝑑1 𝐴1̅ + 𝑑2 𝐴̅2 + ⋯ + 𝑑𝑘 𝐴̅𝑘 =
0̅. For positive 𝑒, let us define 𝑦𝑖 = 𝑥𝑖 + 𝑒𝑑𝑖 and 𝑧𝑖 = 𝑥𝑖 − 𝑒𝑑𝑖 for 𝑖 = 1,2, … , 𝑘. Note that
𝑦𝑖 ≠ 𝑧𝑖 for at least one 𝑖 ≤ 𝑘, as at least one of 𝑑1 , 𝑑2 , … , 𝑑𝑘 is non-zero. Since 𝑥𝑖 > 0 for all
𝑖 ≤ 𝑘, we can ensure 𝑦𝑖 , 𝑧𝑖 ≥ 0 by choosing 𝑒 ≤ 𝑒0 = min{𝑥𝑖 ⁄|𝑑𝑖 | : 𝑖 ≤ 𝑘, 𝑑𝑖 ≠ 0}*. Observe
that 𝑒0 exists and it is a positive number, as at least one of 𝑑1 , 𝑑2 , … , 𝑑𝑘 is non-zero. Then
𝑦̅ = (𝑦1 , 𝑦2 , … , 𝑦𝑘 , 0, … ,0) and 𝑧̅ = (𝑧1 , 𝑧2 , … , 𝑧𝑘 , 0, … ,0) are non-negative. Furthermore,
𝐴𝑦̅ = 𝑦1 𝐴1̅ + 𝑦2 𝐴̅2 + ⋯ + 𝑦𝑘 𝐴̅𝑘 = (𝑥1 𝐴1̅ + 𝑥2 𝐴̅2 + ⋯ + 𝑥𝑘 𝐴̅𝑘 ) + 𝑒(𝑑1 𝐴1̅ + 𝑑2 𝐴̅2 + ⋯ +
𝑑𝑘 𝐴̅𝑘 ) = 𝑏̅ + 𝑒0̅ = 𝑏̅, and in a similar manner, 𝐴𝑧̅ = 𝑏̅. So we have two distinct feasible
solutions 𝑦̅ and 𝑧̅, and 𝑥̅ = 𝑦̅⁄2 + 𝑧̅⁄2. This makes 𝑥̅ a non-EP, which is impossible. Hence,
our assumption is incorrect, and 𝐴̅1 , 𝐴̅2 , … , 𝐴̅𝑘 are linearly independent and 𝑥̅ is a BFS.

* We want to choose 𝑒 > 0 such that 𝑦𝑖 = 𝑥𝑖 + 𝑒𝑑𝑖 ≥ 0 and 𝑧𝑖 = 𝑥𝑖 − 𝑒𝑑𝑖 ≥ 0 for all 𝑖 ≤ 𝑘.
If 𝑑𝑖 = 0, then 𝑦𝑖 , 𝑧𝑖 ≥ 0 for every 𝑒 > 0. If 𝑑𝑖 > 0, then 𝑦𝑖 ≥ 0 ≡ 𝑒 ≥ − 𝑥𝑖 ⁄𝑑𝑖 , which is
negative and 𝑧𝑖 ≥ 0 ≡ 𝑒 ≤ 𝑥𝑖 ⁄𝑑𝑖 which is positive. Then any positive 𝑒 ≤ 𝑥𝑖 ⁄𝑑𝑖 = 𝑥𝑖 ⁄|𝑑𝑖 | is
acceptable. If 𝑑𝑖 < 0, then 𝑦𝑖 ≥ 0 ≡ 𝑒 ≤ − 𝑥𝑖 ⁄𝑑𝑖 , which is positive and 𝑧𝑖 ≥ 0 ≡ 𝑒 ≥ 𝑥𝑖 ⁄𝑑𝑖
which is negative. Then any positive 𝑒 ≤ − 𝑥𝑖 ⁄𝑑𝑖 = 𝑥𝑖 ⁄|𝑑𝑖 | is acceptable. Overall 𝑦𝑖 , 𝑧𝑖 ≥ 0
if we choose positive 𝑒 ≤ 𝑥𝑖 ⁄|𝑑𝑖 | when 𝑑𝑖 ≠ 0, else any 𝑒 > 0 is suitable. Then 𝑦𝑖 , 𝑧𝑖 ≥ 0 for
all 𝑖 ≤ 𝑘, if we choose positive 𝑒 ≤ min{𝑥𝑖 ⁄|𝑑𝑖 | : 𝑖 ≤ 𝑘, 𝑑𝑖 ≠ 0}.

In the previous note we concluded that if a LP has optimal solution, then an extreme point is
optimal. Now with the results in this note, we conclude the following result, which is known
as the fundamental theorem of linear programming.

Result: (1) If there is a feasible solution, then there is a basic feasible solution.
(2) If there is optimal solution, then a basic feasible solution is optimal.
Proof: (2) is an obvious consequence of the previously established results. We need to prove
(1). Let 𝑥̅ denote a feasible solution. Without loss of generality, let us assume that the first 𝑘
components of 𝑥̅ are positive and the rest are zero, i.e., 𝑥̅ = (𝑥1 , 𝑥2 , … , 𝑥𝑘 , 0, … ,0) with 𝑥𝑖 >
0 for all 𝑖 ≤ 𝑘. Also 𝑥1 𝐴̅1 + 𝑥2 𝐴̅2 + ⋯ + 𝑥𝑘 𝐴̅𝑘 = 𝑏̅. If 𝐴1̅ , 𝐴̅2 , … , 𝐴̅𝑘 happen to be linearly
independent, then 𝑥̅ is a BFS and the proof is complete. However, if 𝐴1̅ , 𝐴̅2 , … , 𝐴̅𝑘 are linearly
dependent, then there exists 𝑑1 , 𝑑2 , … , 𝑑𝑘 , not all zero, such that 𝑑1 𝐴1̅ + 𝑑2 𝐴̅2 + ⋯ +
𝑑𝑘 𝐴̅𝑘 = 0̅. In fact we can ensure that 𝑑𝑖 > 0 for at least one 𝑖 ≤ 𝑘. If 𝑑𝑖 ≤ 0 for all 𝑖 ≤ 𝑘,
then all non-zero 𝑑𝑖 terms, and there is at least one, are negative. Then 𝑑𝑖′ = −𝑑𝑖 for all 𝑖 ≤ 𝑘
satisfy 𝑑1′ 𝐴1̅ + 𝑑2′ 𝐴̅2 + ⋯ + 𝑑𝑘′ 𝐴̅𝑘 = 0̅, and we have 𝑑𝑖′ > 0 for at least one 𝑖 ≤ 𝑘. Now for
positive 𝑒, let us define 𝑥𝑖′ = 𝑥𝑖 − 𝑒𝑑𝑖 for 𝑖 = 1,2, … , 𝑘. Since 𝑥𝑖 > 0 for all 𝑖 ≤ 𝑘, we can
ensure 𝑥𝑖′ ≥ 0 by choosing 𝑒 ≤ 𝑒0 = min{𝑥𝑖 ⁄𝑑𝑖 : 𝑖 ≤ 𝑘, 𝑑𝑖 > 0}. Furthermore, if we choose
𝑒 = 𝑒0 , then 𝑥𝑖′ = 0 for at least one 𝑖 ≤ 𝑘. Let 𝑥̅ ′ = (𝑥1′ , 𝑥2′ , … , 𝑥𝑘′ , 0, … ,0). Observe that
𝐴𝑥̅ ′ = 𝑥1′ 𝐴1̅ + 𝑥2′ 𝐴̅2 + ⋯ + 𝑥𝑘′ 𝐴̅𝑘 = (𝑥1 𝐴1̅ + 𝑥2 𝐴̅2 + ⋯ + 𝑥𝑘 𝐴̅𝑘 ) − 𝑒(𝑑1 𝐴1̅ + 𝑑2 𝐴̅2 + ⋯ +
𝑑𝑘 𝐴̅𝑘 ) = 𝑏̅ − 𝑒0̅ = 𝑏̅. With 𝑒 = 𝑒0 , we have a feasible solution 𝑥̅ ′ that has at least one less
positive component compared to 𝑥̅ . Now if 𝑥̅ ′ is a BFS, the proof is complete, otherwise we
continue to generate new feasible solution having lesser positive components. Eventually we
will get a BFS or reach a feasible solution that has zero/one positive component, which is a
trivial BFS. This completes the proof.