Hi,

I have a question that need your help:

consider a linear programming

maximize Transpose(C ) x

subject to Ax>= b
Dx= f

D is a given nonzero p*n matrix assumed to have rank p. explain how to transform this into an inquality form instead of linear programming by eliminating p variables.

write it as max transpose(Cbar) xbar
subject to Abar xbar >= bar

where x is a belong to Real(dimension n-p).


Dx =f can b written as Dx<=f and -Dx<=-f

And im suppose to use Fourier-Motzkin Elimination to eliminate variables, but i am not too sure how to approach it

Thanks
Jupiter