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Math 6610 • Analysis of Numerical Methods I

Spring 2009 • Question 3

Linear Programming Define the phrase “Linear Programming Problem”. Let \(A\) be a given \(m\times n\) matrix with \(m>n\), and let \(b\in \mathbb {R}^m\) be a given vector. Write the problem \[ \text {Find }x\in \mathbb {R}^n\quad \text {such that }\|Ax-b\|_\infty =\min \] as a linear programming problem.

Raw LaTeX

{Linear Programming} Define the phrase ``Linear Programming
Problem''. Let \(A\) be a given \(m\times n\) matrix with \(m>n\), and let \(b\in\R^m\)
be a given vector. Write the problem
\[
  \text{Find }x\in\R^n\quad \text{such that }\|Ax-b\|_\infty=\min
\]
as a linear programming problem.