Proof. The new variable has a positive coefficient in objective function. The minimization will thus
force the variable to take its possible minimum value. Notice that from the associated constraints, we
have ¿g−f(X ) and ¿0. In other words, the minimum possible value of =min{g−f(X ); 0}.
If f(X ) − g¿0, then the constraint g − f(X ) − 60 will always be satisfied for all values of
¿0. So will be forced to take its possible minimum value, i.e. =0. Hence, Z=Z. On the other
hand, if f(X )−g¡0, then the minimum possible value of is g−f(X ). Then Z =g−f(X)=Z.
In other words, the two formulations (6) and (7) are equivalent. The proof is completed.