Chapter 68
Linear Programming
Leonid N. Vaserstein
Pennsylvania State University
We freely use the textbook [Vas03]. Additional references, including references to Web sites with software, can be found in [Vas03], [Ros00, Sect. 15.1], and INFORMS Resources http://www.informs.org/Resources/.
68.1 What Is Linear Programming?
Definitions:
Optimization is maximization or minimization of a real-valued function, called the objective function, on a set, called the feasible region or the set of feasible solutions.
The values of function on the set are called feasible values.
An optimal solution (optimizer) is a feasible solution where the objective function reaches an optimal value (optimum), i.e., maximal or minimal value, respectively.
An optimization ...
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