Other Standard FormsInequality formAs seen here, a function Hence, a linear program can be expressed as
We can use the component-wise inequality convention and put the above problem into the inequality standard form:
QPs with equality constraintsIn LP or QP models, we can have equality constraints as well. For example, the LP
Conic formA problem of the form
The above form is useful to develop theory and algorithms for LP, as it puts all the ‘‘data’’ of the problem into the linear objective and the linear equality constraints, while the inequalities have a very simple, data-independent structure. |