Standard Form of a Linear Program

Convert any linear program into standard form: a maximization with all constraints written as \le inequalities and all decision variables non-negative. Handle minimization objectives, \ge constraints, equality constraints, and free (unrestricted) variables via variable splitting.

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Standard Form: Definition and First Two Rules

A linear program is in standard form when it is written as

maximizec1x1+c2x2++cnxnsubject toai1x1+ai2x2++ainxnbi,i=1,,mx1,x2,,xn0.\begin{align*}\text{maximize} \quad & c_1 x_1 + c_2 x_2 + \cdots + c_n x_n \\ \text{subject to} \quad & a_{i1} x_1 + a_{i2} x_2 + \cdots + a_{in} x_n \le b_i, \quad i = 1, \ldots, m \\ & x_1, x_2, \ldots, x_n \ge 0. \end{align*}

Three requirements must hold:

  1. The objective is maximized.
  2. Every constraint is a \le inequality.
  3. Every decision variable is non-negative.

Any LP can be converted into standard form. The two simplest rules:

  • Minimization to maximization: minf(x)    max(f(x)).\min f(\mathbf{x}) \;\Longleftrightarrow\; \max\bigl(-f(\mathbf{x})\bigr). Negate every coefficient in the objective. (The optimal value flips sign; the optimal x\mathbf{x} is unchanged.)

  • \ge to \le: Multiply both sides of the constraint by 1-1 and reverse the direction. So aTxba^T \mathbf{x} \ge b becomes aTxb-a^T \mathbf{x} \le -b.

For example, min5x12x2\min 5x_1 - 2x_2 becomes max5x1+2x2\max -5x_1 + 2x_2, and 3x1+x273x_1 + x_2 \ge 7 becomes 3x1x27-3x_1 - x_2 \le -7.

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