1 Introduction

# 1 Introduction - IEE 598 Lecture 1 Introduction(I.1 Muhong...

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IEE 598 - Lecture 1. Introduction (I.1) Muhong Zhang DEPARTMENT OF INDUSTRIAL ENGINEERING Jan. 19, 2010

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What is a mathematical programming? Mathematical Programming is the use of mathematical models, particularly optimizing models, to assist in taking decisions. Practical Problems Mathematical Models Solutions (Optimal) Solve Abstract What does ”programming” mean? It appears in ”mathematical programming”, ”linear programming”, ”nonlinear programming”, etc. Zhang IEE 376 Introduction to OR 2 / 11
A mathematical programming model Decision variables Objective function Constraints Parameters and data General form: max or min f ( x 1 , x 2 , ..., x n ) subject to g i ( x 1 , x 2 , ..., x n ) = b i , i and x X Zhang IEE 376 Introduction to OR 3 / 11

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Categories of mathematical programming Classiﬁed by the types of objective function, constraints, and the type of set X . Linear programming (Easy)
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1 Introduction - IEE 598 Lecture 1 Introduction(I.1 Muhong...

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