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Unformatted text preview: b 0, also A x = ( A,I ) p x Axb P = AxAx + b = b Therefore x is a solution of LP S . or these it follows that: c T x = c T x + 0 T ( Axb ) = ( c T , T ) p x Axb P = c T x 2 2. Let LP S be given as min c T x s.t. x , Ax = b . Then with A := p AA P , b := p bb P , c := c, x := x we can describe an optimization problem in canonical form ( LP K ) by: min c T x s.t. x , A x b From these it follows: x is exactly the feasible solution for LP S when x is a feasible solution for LP K . Furthermore, it follows that c T x = c T x . The proof concerning this is similar to the rst case....
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 Spring '09
 Meinolf

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