
Chapter 20
Linear Optimization Modeling
20.1 Introduction
Mathematical optimization consists of finding the best possible values of vari-
ables from a given set that can maximize or minimize a real function. An optimiza-
tion problem can be formulated in such a form that it can be possible to find an
optimal solution; this is known as mathematical modeling and is used in almost all
areas of science, engineering, business, industry, and defense. The goal of optimiza-
tion modeling is of formulating a mathematical model of the system and attempting
to optimize some property of the model. The actual optimization is carried out by
executing the computer implementation ...