Auxiliary variables seem to be a topic that is often quickly rushed over in a lot of linear programming material. I think they are fascinating and quite powerful. Because of this, I decided to dedicate a short article to explaining and demonstrating how auxiliary variables are often used in linear programming.
Before we dive into auxiliary variables — I wanted to mention that this is the fifth part in a series I’m writing on linear programming (LP). To check out the other LP topics I’ve covered, use the link below:
Linear Programming
First of all, let’s address the question — what is an auxiliary variable? My definition of an auxiliary variable(in the context of LP) is ‘additional variables that are added to a linear programming problem, that allow the use of logic that otherwise would not be possible.’
Auxiliary Variable: Additional variables that are added to a linear programming problem that allow the use of logic that otherwise would not be possible.