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- Minimize
where 
and there are
Linear Constraints
- Introduce new variables to convert all constraints to
equalities.
- Suppose i=1 is
. Write i=1 constraint as
- So linear programming becomes:
Minimize 
Subject to 
as well as that all components of 
are
positive.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu