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Before we start discussing the simplex method, we point out that
every linear program can be converted into ``standard'' form
where the objective is maximized, the constraints are equalities
and the variables are all nonnegative.
This is done as follows:
- If the problem is min z, convert it to max -z.
-
If a constraint is
,
convert it into an equality constraint by adding a nonnegative slack
variable
. The resulting constraint is
, where
. -
If a constraint is
,
convert it into an equality constraint by subtracting a nonnegative
surplus variable
. The resulting constraint is
, where
. -
If some variable
is unrestricted in sign, replace it everywhere in
the formulation by
, where
and
.
Let us first turn the objective into a max and the constraints into
equalities.
The last step is to convert the unrestricted variable
into
two nonnegative variables:
.
Michael A. Trick
Mon Aug 24 16:30:59 EDT 1998