L02f05

L02f05 - Chapter 1: An Introduction 1 Chek Beng Chua Recap...

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Unformatted text preview: Chapter 1: An Introduction 1 Chek Beng Chua Recap Definition of LP problem: (Pg 9) minimizing or maximizing a linear function subject to finite number of linear equalities and/or linear inequalities. Examples maximize 2 x 1 + 3 x 2 subject to 2 x 1 + x 2 10 x 1 + x 2 6- x 1 + x 2 4 x 1 , x 2 maximize n j =1 c j x j subject to n j =1 a ij x j b i ( i = 1 , 2 , . . . , m ) x j ( j = 1 , 2 , . . . , n ) More examples of LP : See page 9 of notes. Chapter 1: An Introduction 2 Chek Beng Chua Terminology (Pg 10) Example: The Orange Factory Problem maximize 2 x 1 + 3 x 2 = Objective function subject to 2 x 1 + x 2 10 x 1 + x 2 6- x 1 + x 2 4 x 1 , x 2 = Constraints (Defn ) Feasible solution Assignment of values to x j s that satisfies ALL constraints. E.g., [4 , 1] T , [2 . 1 , 3] T , [1 , 5] T . (Defn ) Feasible region : Set of feasible solutions....
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This note was uploaded on 06/11/2011 for the course C 350 taught by Professor Wolkowicz during the Fall '97 term at Waterloo.

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L02f05 - Chapter 1: An Introduction 1 Chek Beng Chua Recap...

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