Math 407A: Linear Optimization
Lecture 4: LP Standard Form 11 Math 407A: Linear Optimization 6 / 27. Every LP can be Transformed to Standard Form variables with lower bounds If a variable x i has lower bound l i which is not zero (l i x i) or equivalently, 0 x i l i, one obtains a non-negative variable w i:= x i l i yielding the substitution x
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