Linear Programming

A linear programming problem consists  mathematically of a linear objective function to be optimised subject to a set of constraints formulated in the form of linear equations and /or inequalities.Thus the general mathematical model of a linear programming problem can be stated as follows:

  This model has the following characteristics:

1. Each of the constraints of the model may have only one of the signs , or =. But the sign can vary from one constraint to another in the same model.
2. The decision variables are nonnegative.
3. The objective and all constraints are linear functions.

Related topics:

• Simplex algorithm
• Optimisation problems