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Re: [Help-glpk] optimality conditions paragraph (KKT and LP formulations


From: Andrew Makhorin
Subject: Re: [Help-glpk] optimality conditions paragraph (KKT and LP formulations)
Date: Thu, 12 May 2011 21:20:35 +0400

> > Many books call the min c'x, s.t. Ax=b, x>=0 form the "canonical"
> >  linear programming program.  The min c'x s.t. Ax >= b, x>=0 is often
> >  called the "standard" form, because it has more symmetry with the dual
> >  (which is max b'y s.t. A'y<=c, y>=0).

I consulted the "Encyclopedia on Optimization" by Floudas and Pardalos
(Eds.), Springer, 2009. The article "Linear Programming" by P.Pardalos,
pp.1883-1886, Section "Problem Description", says:

        "Consider the linear programming problem (in standard form):

                min  c'x
                s.t. Ax = b
                     x >= 0

        where ..."

The same term "standard form" is used in the next article "Linear
Programming: Interior Point Methods" by K.M.Anstreicher, and some other
articles dedicated to linear programming.


Andrew Makhorin




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