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


From: Meketon, Marc
Subject: Re: [Help-glpk] optimality conditions paragraph (KKT and LP formulations)
Date: Thu, 12 May 2011 13:07:16 -0500

Sigh.
 
I first studied linear programming in the mid-70's, and the course textbook was by David Gale (originally out in 1960).  Using Google Books, I was able to dig it up - he uses canonical form for the equality constraint version:
http://books.google.com/books?id=3t3F9rLAZnYC&printsec=frontcover&dq=david+gale&hl=en&ei=1hjMTfXtGMimrAfn3ayLBA&sa=X&oi=book_result&ct=result&resnum=1&ved=0CCoQ6AEwAA#v=onepage&q=canonical&f=false
Look on Page 75.
 
Another textbook popular at that time was by Saul Gass (1958) who uses standard form for the equality constraint version:
http://books.google.com/books?id=dDIMnAntgUsC&printsec=frontcover&dq=saul+gass&hl=en&ei=VBnMTcanOsTmrAfqpaWGBA&sa=X&oi=book_result&ct=result&resnum=1&ved=0CDAQ6AEwAA#v=snippet&q=standard%20form&f=false
Look on page 129.
 
Bob Vanderbei, a ex-colleague (but still a friend) of mine from Bell Labs, now a professor at Princeton, uses standard form to apply to the inequality version in his book (first edition from 1996):
http://books.google.com/books?id=T-BW1g69wbYC&printsec=frontcover&dq=robert+vanderbei&hl=en&ei=1RrMTZqtMI60rAeU2NCDBA&sa=X&oi=book_result&ct=result&resnum=3&ved=0CEcQ6AEwAg#v=onepage&q=standard%20form&f=false
Look on page 57
 
A book by Dantzig and Thapa uses standard form to apply to equality constraint version:
http://books.google.com/books?id=jrx3r1qQF8AC&lpg=PP1&dq=%22linear%20programming%22&pg=PA48#v=onepage&q=standard%20form&f=false
See page 48
 
A more recent book by Karloff (2009) uses standard form to apply to equality and canonical form to apply to the inequality case.
http://books.google.com/books?id=Sld1YYAedtgC&lpg=PP1&dq=%22linear%20programming%22&pg=PA5#v=onepage&q=canonical&f=false
Look at page 5
 
So, just based on my not-so random sample, I have to go with Andrew's terminology (that the Standard Form applies to the equality version) since it seems like that is used a little more than the others.  Breaks my heart to do so :)
 
-----Original Message-----
From: Andrew Makhorin [mailto:address@hidden]
Sent: Thursday, May 12, 2011 1:21 PM
To: Meketon, Marc
Cc: Robbie Morrison; GLPK help
Subject: Re: [Help-glpk] optimality conditions paragraph (KKT and LP formulations)
 
> > 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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