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Linear Programming for Optimization Mark A. Schulze, Ph.D ...

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Copyright 1998 Perceptive Scientific Instruments, 1 of 8Linear Programming for OptimizationMark A. Schulze, Scientific Instruments, DefinitionLinear Programming is the name of a branch of applied mathematics that deals with solvingoptimization problems of a particular form. Linear Programming problems consist of alinear cost function (consisting of a certain number of variables) which is to be minimizedor maximized subject to a certain number of constraints. The constraints are linearinequalities of the variables used in the cost function. The cost function is also sometimescalled the objective function. Linear Programming is closely related to Linear algebra; themost noticeable difference is that Linear Programming often uses inequalities in the problemstatement rather than HistoryLinear Programming is a relatively young mathematical discipline, dating from theinvention of the simplex method by G.

Linear Programming for Optimization Mark A. Schulze, Ph.D. Perceptive Scientific Instruments, Inc. 1. Introduction 1.1 Definition Linear programming is the name of a branch of applied mathematics that deals with solving optimization problems of a particular form. Linear programming problems consist of a

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