Chapter 10 Linear Programming

2 Our second formulation of an LP is: (2) x,x 0 max {x 0: x 0 + c Tx = 0 ; Ax = b ; x ≥ 0 N} where x 0 is a new scalar variable, which is defined by the equality constraint in (2); i.e., x 0 ≡ −c Tx and so minimizing cTx is equivalent to maximizing x 0.It can be seen that the first and second formulations of an LP are completely equivalent. Our third formulation of an LP is the following ...

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