I've no idea about the GLPK system. But, isn't it the case that you can transform any linear inequality into a linear equality and a slack (or excess) variable? That's actually what you *need to do* to turn the problem into the canonical form, so that simplex can handle it. 2010/2/17 Daniel Peebles <pumpkingod@gmail.com>
Interesting. Do you have any details on this? It seems like it would be hard to express system of linear inequalities as a finite system of linear equations.
Thanks, Dan
2010/2/17 Matthias Görgens <matthias.goergens@googlemail.com>
As far as I can see, you'd use that for systems of linear equalities, but
for systems of linear inequalities with a linear objective function, it's not suitable. I may be wrong though :)
There's a linear [1] reduction from one problem to the other and vice versa.
[1] The transformation itself is a linear function, and it takes O(n) time, too.
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