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RobPratt
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Two alternative approaches:

  1. Rewrite the primal problem in standard form by replacing equality with two inequalities and multiplying both sides of $\le$ inequalities by $-1$ to reverse the sense to $\ge$.
  2. For equality constraints in the primal, use free variables in the dual, and for $\le$ constraints in the primal, use $\le 0$ variables. The second approach is simpler. See this paper.

Two alternative approaches:

  1. Rewrite the primal problem in standard form by replacing equality with two inequalities and multiplying both sides of $\le$ inequalities by $-1$ to reverse the sense to $\ge$.
  2. For equality constraints in the primal, use free variables in the dual, and for $\le$ constraints in the primal, use $\le 0$ variables. The second approach is simpler.

Two alternative approaches:

  1. Rewrite the primal problem in standard form by replacing equality with two inequalities and multiplying both sides of $\le$ inequalities by $-1$ to reverse the sense to $\ge$.
  2. For equality constraints in the primal, use free variables in the dual, and for $\le$ constraints in the primal, use $\le 0$ variables. The second approach is simpler. See this paper.
Source Link
RobPratt
  • 5.4k
  • 1
  • 15
  • 25

Two alternative approaches:

  1. Rewrite the primal problem in standard form by replacing equality with two inequalities and multiplying both sides of $\le$ inequalities by $-1$ to reverse the sense to $\ge$.
  2. For equality constraints in the primal, use free variables in the dual, and for $\le$ constraints in the primal, use $\le 0$ variables. The second approach is simpler.