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 = x2 − x3, 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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