Problems in General Form

Abstract

Up until now, we have always considered our problems to be given in standard folio. However, for real-world problems it is often convenient to formulate problems in the following form:

$$\begin{array}{*{20}{c}}{maximize\,{c^T}x\,} \\ {subject\,to\,a \leqslant Ax leqslant b} \\ {l\, \leqslant \,x\, \leqslant u.} \end{array}$$

(9.1)