Practical Python AI Projects: Mathematical Models of Optimization Problems with Google OR-Tools

© Serge Kruk 2018

Serge KrukPractical Python AI Projectshttps://doi.org/10.1007/978-1-4842-3423-5_2

2. Linear Continuous Models

Serge Kruk¹ 

(1)

Mathematics, Oakland University Mathematics, Rochester, Michigan, USA

 

At the dawn of optimization (the nineteen fifties), the state-of-the-art was defined by linear optimization models and the simplex method, the only reasonably efficient algorithm known at the time to solve such models. When I started studying this subject, one repeatedly heard from multiple sources that over 70% of the CPU cycles in the world were devoted to running various simplex codes. Surely an exaggeration, but it is indicative of the power of linear models. The world is not linear, but sometimes a linear approximation is good enough ...