Lecture02 - IE 505 MATHEMATICAL PROGRAMMING Bahar Yetis...

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IE 505 MATHEMATICAL PROGRAMMING Bahar Yetis Kara Lecture # 2 Date: 16 th September 2008 1

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Linear Programming Linear Programming is the problem of minimizing a linear cost function subject to linear constraints 2
The Linear Programming Problem (LP) Components: Decision Variables: Variables whose values are to be determined Parameters: (Uncontrolled decision variables) Environmental factors which are not under the control of the decision maker. Objective Function: The goal is always to maximize or minimize some linear function of the decision variables. 3

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The Linear Programming Problem (LP) The LP problem we shall study can be formulated as: 4 0 ,..., , ... . . . ... s.t. ... max 2 1 1 1 1 1 1 11 1 1 n m n mn m n n n n x x x b x a x a b x a x a x c x c
We will refer to LP problems formulated in this way as LP problems in “canonical form”. m # of constraints n: # of variables 5

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We will refer to LP problems formulated in this way as LP problems in “canonical form”.
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Lecture02 - IE 505 MATHEMATICAL PROGRAMMING Bahar Yetis...

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