Problem

Suppose the variable x1 can assume any real value. Show that the following substitution...

Suppose the variable x1 can assume any real value. Show that the following substitution using nonnegative variables x2 and x3 permits x1 to assume any real value.

x 1 = x2x3, where x1 is unconstrained

and

Thus, if a computer code allows only nonnegative variables, the substitution allows for solving the linear program in the variables x2 and x3 and then recovering the value of the variable x1.

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Solutions For Problems in Chapter 3.2