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I have a list of linear inequalities, and I want to get it into the form $A\ x \leq b$; i.e., find the matrix $A$ and the vector $b$. Is there any function in Mathematica that can that can do this?

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Could you add a small, complete example ? – b.gatessucks Dec 19 '13 at 16:04

1 Answer 1

up vote 6 down vote accepted

Basically it amounts to using CoefficientArrays along with a bit of massaging for sense of inequality.

getLinearForm[ineqs : {(_LessEqual | _GreaterEqual) ..}, vars_] := 
  {mults, lpolys, rhs, lhs},
  mults = Map[Head, ineqs] /. {LessEqual -> 1, GreaterEqual -> -1};
  lpolys = mults*Apply[Subtract, ineqs, {1}];
  {rhs, lhs} = Normal[CoefficientArrays[lpolys, vars]];
  {lhs, -rhs}

Quick example.

vars = {x, y};
ineqs = {a x + b y <= 3, c x + d y >= 7};

getLinearForm[ineqs, vars]

(* Out[302]= {{{a, b}, {-c, -d}}, {3, -7}} *)
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