Linear ProgramszAlinear functionis a function of the form:f(x1, x2, . . . , xn) = c1x1+ c2x2+ . . . + cnxn= ∑i=1 to ncixie.g., 3x1+ 4x2- 3x4.zA mathematical program is alinear program (LP)if the objective is a linear function and the constraints are linear equalities or inequalities.e.g., 3x1+ 4x2- 3x4 ≥7x1-2x5= 7zTypically, an LP has non-negativity constraints.
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