The problem is:

minimize |cx-y|

Then one can rewrite the objective function as

minimize w

subjected to w>=cx-y

w>=-cx+y

My question is if w, x and y automatically become non-negative

x>=0, y>=0,w>=0?

Will be greatfull for any answers!

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- Jan 26th 2010, 11:45 AMKimball80Linear programming optimization rewriting a problem
The problem is:

minimize |cx-y|

Then one can rewrite the objective function as

minimize w

subjected to w>=cx-y

w>=-cx+y

My question is if w, x and y automatically become non-negative

x>=0, y>=0,w>=0?

Will be greatfull for any answers!