Abstract
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.
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Communicated by R. A. Tapia
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Schechter, M. Unrestricted variables in linear programming. J Optim Theory Appl 69, 605–610 (1991). https://doi.org/10.1007/BF00940691
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DOI: https://doi.org/10.1007/BF00940691