Flashcards
Standard form is the clean algebraic form used to study basic solutions, basic feasible solutions, reduced costs, and the simplex method.
In this course, the standard form of a linear program is:
\[\min c^Tx\]subject to:
\[Ax=b\] \[x\ge 0\]See
-
Converting Max to Min
- How to rewrite maximization problems as minimization problems.
-
Slack Variables
- How to convert $\le$ constraints into equalities.
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Surplus Variables
- How to convert $\ge$ constraints into equalities.
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Free Variables
- How to replace unrestricted variables by nonnegative variables.
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Sign-Restricted Variables
- How to handle variables constrained by $x_j\le 0$ or other sign rules.
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Equality and Inequality Constraints
- How different constraint types are converted.
-
Canonical Form
- How a standard-form LP is written relative to a chosen basis.
Standard Form Definition
A linear program is in standard form if it is written as:
\[\min c^Tx\]subject to:
\[Ax=b\] \[x\ge 0\]where:
\[A\in\mathbb{R}^{m\times n}\] \[b\in\mathbb{R}^m\] \[c,x\in\mathbb{R}^n\]Meaning of Each Part
| Part | Meaning |
|---|---|
| $x$ | decision vector |
| $c$ | objective coefficient vector |
| $A$ | constraint matrix |
| $b$ | right-hand side vector |
| $Ax=b$ | equality constraints |
| $x\ge 0$ | nonnegativity constraints |
Why Standard Form Matters
Standard form is important because simplex theory is built on it.
In standard form, we can define:
- columns of $A$
- basis matrices
- basic solutions
- basic feasible solutions
- reduced costs
- optimality conditions
General LP to Standard Form
A general LP may contain:
- maximization instead of minimization
- $\le$ constraints
- $\ge$ constraints
- equality constraints
- nonnegative variables
- nonpositive variables
- free variables
Each can be converted into standard form.
Conversion Rules
| Original feature | Standard-form conversion |
|---|---|
| $\max f(x)$ | minimize $-f(x)$ |
| $a^Tx\le b$ | add slack variable $s\ge 0$ |
| $a^Tx\ge b$ | subtract surplus variable $s\ge 0$ |
| $x_j\le 0$ | replace $x_j=-y_j$, $y_j\ge 0$ |
| $x_j$ free | replace $x_j=x_j^+-x_j^-$ |
| equality constraint | keep as equality |
Example
Convert:
\[\max 3x_1+x_2\]subject to:
\[6x_1+2x_2\le 12\] \[x_2\le 4\] \[x_1,x_2\ge 0\]First convert max to min:
\[\min -3x_1-x_2\]Add slack variables:
\[6x_1+2x_2+s_1=12\] \[x_2+s_2=4\]with:
\[x_1,x_2,s_1,s_2\ge 0\]So the standard form is:
\[\min -3x_1-x_2\]subject to:
\[6x_1+2x_2+s_1=12\] \[x_2+s_2=4\] \[x_1,x_2,s_1,s_2\ge 0\]Matrix Form of the Example
Let:
\[\tilde{x}=\begin{bmatrix}x_1\\x_2\\s_1\\s_2\end{bmatrix}\]Then:
\[A=\begin{bmatrix} 6&2&1&0\\ 0&1&0&1 \end{bmatrix}\] \[b=\begin{bmatrix}12\\4\end{bmatrix}\] \[c=\begin{bmatrix}-3\\-1\\0\\0\end{bmatrix}\]and the problem is:
\[\min c^T\tilde{x}\]subject to:
\[A\tilde{x}=b\] \[\tilde{x}\ge 0\]Standard Form Does Not Change the Problem
The converted problem is equivalent to the original problem.
This means:
- feasible solutions correspond to feasible solutions
- objective values correspond after the sign change if needed
- solving the standard-form problem solves the original problem
Checklist
You understand standard form if you can:
- state $\min c^Tx$ subject to $Ax=b$, $x\ge 0$
- convert max to min
- add slack variables for $\le$
- subtract surplus variables for $\ge$
- handle free and sign-restricted variables
- write the final matrix $A$, $b$, and $c$
See Also
- Matrix Form of LP Problems
- Basic Solutions
- Basic Feasible Solutions
- Reduced Costs
-
Simplex Method
Added exam practice
- Standard Form Worked Examples
- Standard Form Common Exam Conversions
- Standard Form With Equality Greater Less Constraints
- Standard Form Drill Set
Exam checkpoint
For standard-form questions, use the course convention $\min c^Tx$ subject to $Ax=b$, $x\ge0$. Convert max objectives, add slack to $\le$, subtract surplus from $\ge$, and split free variables.