ABSTRACT

In Chapter 17 we found it convenient to convert every linear program consisting of

constraints that are a mix of inequalities and equalities:∑ aijxi{≤=≥}bi, i = 1, 2, . . . ,m

to a system of equations Ax = b, b ≥ 0. A slightly different formulation of constraints will prove useful here. We convert every equality to the equivalent pair of

inequalities, so that ∑ aijxi = bi

becomes the two inequalities ∑ aijxi ≥ bi∑ aijxi ≤ bi.