Consider the optimization problem minimize c₁x₁ + c₂|x2|++ Cn|xn| subject to Ax = b. We can convert this problem into an equivalent standard form linear program- ming problem by introducing the new variables x₁ = x - x where x ≥0, x 20, i=1,2,..., n and |x₂| = x + x₂, i=1,2,..., n

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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Consider the optimization problem
minimize c₁*₁1+ C₂x2 + + Cn\Xn\
subject to Ax = b.
We can convert this problem into an equivalent standard form linear program-
ming problem by introducing the new variables
x₁ = x - x where x 20, x ≥0, i=1,2,..., n
and
|x₂| = x + x₂, i=1,2,..., n
Transcribed Image Text:Consider the optimization problem minimize c₁*₁1+ C₂x2 + + Cn\Xn\ subject to Ax = b. We can convert this problem into an equivalent standard form linear program- ming problem by introducing the new variables x₁ = x - x where x 20, x ≥0, i=1,2,..., n and |x₂| = x + x₂, i=1,2,..., n
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