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Linear Programming (LP) (Also Called Linear Optimization) Is A Method To Achieve The Best

Linear programming is a technique for optimizing a linear objective function subject to linear equality and inequality constraints. It involves finding the optimal values of variables that maximize or minimize the objective function while satisfying the constraints. The problem can be expressed in canonical form as maximizing cTx subject to Ax ≤ b and x ≥ 0, where c and b are known coefficient vectors, A is a known coefficient matrix, and x is the vector of variables to be determined. Standard form consists of a linear objective function to maximize, linear constraints of the form Ax ≤ b, and non-negative variables x ≥ 0. Linear programming has applications in various fields like transportation, manufacturing, and economics for modeling optimization problems.

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51 views

Linear Programming (LP) (Also Called Linear Optimization) Is A Method To Achieve The Best

Linear programming is a technique for optimizing a linear objective function subject to linear equality and inequality constraints. It involves finding the optimal values of variables that maximize or minimize the objective function while satisfying the constraints. The problem can be expressed in canonical form as maximizing cTx subject to Ax ≤ b and x ≥ 0, where c and b are known coefficient vectors, A is a known coefficient matrix, and x is the vector of variables to be determined. Standard form consists of a linear objective function to maximize, linear constraints of the form Ax ≤ b, and non-negative variables x ≥ 0. Linear programming has applications in various fields like transportation, manufacturing, and economics for modeling optimization problems.

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coolacl
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© © All Rights Reserved
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Download as DOCX, PDF, TXT or read online on Scribd
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Linear programming: linear optimization

Max cx s.t. Ax<b


find x s.t. Ax=b: Max 0x (nor interested in solution) s.t. Ax<b and Ax<-b
Linear algebra
A: R ^(mXn), Kernel A: all x s.t. Ax=0, image A: all Ax
For max cx s.t. Ax=b to be feasible, b should belong to image of A (there should be some x* for which Ax*=b)
For the solution to be bounded, c should belong to kernel of A\0 (and not =0). Lets say for x=x* cx is max and
Ax*=0. Now let x1= x*+kc where k>0. So Ax1=A(x*+kc)=Ax*+kAc=b+0 (as c belongs to kernel A). Also,
cx1=c(x*+kc)=cx*+kcc. Now cc>0 thus cx1>cx thus unbounded
Linear regression: fitting a straight line:
Minimize sum|yi-a-bxi| = minimize sum(hi) s.t. hi>yi-a-bxi and hi>-(yi-a-bxi)

Linear programming (LP) (also called linear optimization) is a method to achieve the best
outcome (such as maximum profit or lowest cost) in amathematical model whose requirements are
represented by linear relationships. Linear programming is a special case of mathematical
programming (mathematical optimization).
More formally, linear programming is a technique for the optimization of a linear objective function,
subject to linear equality and linear inequalityconstraints. Its feasible region is a convex polytope,
which is a set defined as the intersection of finitely many half spaces, each of which is defined by a
linear inequality. Its objective function is a real-valued affine (linear) function defined on this
polyhedron. A linear programming algorithm finds a point in the polyhedron where this function has
the smallest (or largest) value if such a point exists.
Linear programs are problems that can be expressed in canonical form as
where x represents the vector of variables (to be determined), c and b are vectors of (known)
coefficients, A is a (known) matrix of coefficients, and is the matrix transpose. The expression to
be maximized or minimized is called the objective function (cTx in this case). The
inequalities Ax b and x 0are the constraints which specify a convex polytope over which the
objective function is to be optimized. In this context, two vectors are comparable when they have
the same dimensions. If every entry in the first is less-than or equal-to the corresponding entry in
the second then we can say the first vector is less-than or equal-to the second vector.
Linear programming can be applied to various fields of study. It is widely used in business
and economics, and is also utilized for some engineering problems. Industries that use linear
programming models include transportation, energy, telecommunications, and manufacturing. It
has proved useful in modeling diverse types of problems in
planning, routing, scheduling, assignment, and design.
Standard form is the usual and most intuitive form of describing a linear programming problem. It
consists of the following three parts:

A linear function to be maximized


e.g.

Problem constraints of the following form


e.g.

Non-negative variables

e.g.
The problem is usually expressed in matrix form, and then becomes:
Other forms, such as minimization problems, problems with constraints on
alternative forms, as well as problems involving negative variables can always be
rewritten into an equivalent problem in standard form.

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