An optimization problem is a problem that aims to find the best solution from all feasible solutions. The best solution can be the minimum or maximum solution. An example of the former is finding the route from point A to point B that takes the shortest time. An example of the latter is determining how a production factory can maximize its profit using limited materials. Both problems are optimization problems. An optimization problem can be solved by mathematical programming, a technique that expresses and solves problems as mathematic models.

This chapter explains linear programming, which is a special case of mathematical programming.

A businessman must travel from city A to ...

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