
138 Decision Based Design
5.2 Classification of Optimization Problems
Depending on the properties of the objective functions and constraints, opti-
mization problems themselves can be classied into different types. While
there is signicant overlap between them, the classication helps in choosing
what algorithms can and should be applied.
5.2.1 Linear Programs
When optimization problems involve only linear objectives and linear con-
straints, they are called linear programs (LPs). Linear programs can be con-
sidered the simplest form of optimization problems and, therefore, have been
studied extensively. As a result, linearization of many large-s ...