Fourier-Motzkin elimination is one of those methods that gets a page and a half in the linear programming textbooks, right before the simplex method shows up and steals the whole show. I was first introduced to it while working as an OR analyst at Cargill, and my honest first reaction was: nice, but why would I ever use this? It took me years (and one very stubborn model) to change my mind. This post is the explanation I wish someone had given me back then: what the method actually does, how the mechanics work, and a small worked example showing a model before and after the elimination.
Continue reading “Fourier-Motzkin Elimination: An Old Trick I Still Use”
