Problem formulation

Model input

Tulip takes as input LP problems of the form

\[ \begin{array}{rrcll} (P) \ \ \ \displaystyle \min_{x} && c^{T}x & + \ c_{0}\\ s.t. & l^{b}_{i} \leq & a_{i}^{T} x & \leq u^{b}_{i} & \forall i = 1, ..., m\\ & l^{x}_{j} \leq & x_{j} & \leq u^{x}_{j} & \forall j = 1, ..., n\\ \end{array}\]

where $l^{b,x}, u^{b, x} \in \mathbb{R} \cup \{ - \infty, + \infty \}$, i.e., some of the bounds may be infinite.

This original formulation is then converted to standard form.

Standard form

Internally, Tulip solves LPs of the form

\[ \begin{array}{rl} (P) \ \ \ \displaystyle \min_{x} & c^{T} x + \ c_{0}\\ s.t. & A x = b\\ & l \leq x \leq u\\ \end{array}\]

where $x, c \in \mathbb{R}^{n}$, $A \in \mathbb{R}^{m \times n}$, $b \in \mathbb{R}^{m}$, and $l, u \in (\mathbb{R} \cup \{-\infty, +\infty \})^{n}$, i.e., some bounds may be infinite.

The original problem is automatically reformulated into standard form before the optimization is performed. This transformation is transparent to the user.