Chapter 15 Linear Programming and Mixed Integer Programming
‡ Tampere University of Technology, Finland
Linear programming (LP) is the class of optimization problems whose criterion and constraints are linear. Such problems appeared first in economy, for example in activity planning or resource allocation, but are now ubiquitous also in engineering. Although being apparently the simplest type of optimization problem that has no analytic solution, LP has interesting properties and its study has led to significant developments and generalizations for the whole optimization field, both in terms of theory and algorithms.
Mixed integer programming (MIP) problems also have linear criterion and constraints, but some of their variables ...
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