Unrestricted variables in linear programming
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There are a number of ways of dealing with a linear programming problem in which some variables are allowed to take on negative values. One of these methods, which is either ignored or mentioned only incidentally in most textbooks, requires only one additional variable to be introduced regardless of how many unrestricted variables the original problem has. In this note, this method is interpreted geometrically and an application to the computation of extreme points is given.
Recommendations
- On the solution of linear programming problems with free (unrestricted) variables
- The simplex method and unrestricted variables
- Unconstrained convex programming approach to linear programming
- scientific article; zbMATH DE number 1322750
- Solving linear programming with constraints unknown
- A Variant of Karmarkar’s Linear Programming Algorithm for Problems with Some Unrestricted Variables
- Linear programming bounds
- An unconstrained convex programming view of linear programming
- scientific article; zbMATH DE number 1069803
Cites work
- Algorithm for finding a general formula for the non-negative solutions of a system of linear inequalities
- Finding all vertices of a convex polyhedron
- scientific article; zbMATH DE number 3177183 (Why is no real title available?)
- scientific article; zbMATH DE number 3552183 (Why is no real title available?)
Cited in
(5)- On the solution of linear programming problems with free (unrestricted) variables
- scientific article; zbMATH DE number 4137527 (Why is no real title available?)
- scientific article; zbMATH DE number 4031393 (Why is no real title available?)
- A linear programming-based algorithm for the signed separation of (non-smooth) convex bodies
- The simplex method and unrestricted variables
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