This blog will review the key concepts and theorem from previous section.
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How to transform the piece linear function to linear programming problem
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Transform the constaints like
$$ \vert x_1 + \cdots + x_m \vert + \vert x_{m+1} +\cdots +x_n \vert \leq b $$ which is equivalent to four linear inequlities as follow
$$ \begin{equation} \begin{aligned} (x_1 +\cdots + x_m) + ( x_{m+1} + \cdots + x_n) &\leq b \\ -(x_1 + \cdots + x_m) + ( x_{m+1} + \cdots + x_n) &\leq b \\ (x_1 + \cdots + x_m) - ( x_{m+1} + \cdots + x_n) &\leq b \\ -(x_1 + \cdots + x_m) - ( x_{m+1} + \cdots + x_n) &\leq b \\ \end{aligned} \end{equation} $$
PREVIOUSLec 21:Farkas' Lemma