Lecture 15 : Introduction to Linear Programming
نویسندگان
چکیده
where x ∈ R is represents the variables, c ∈ R defines the objective function, and A ∈ Rm×n and b ∈ R define the constraints. The above form is fairly general; one can model various types of constraints in this form. For example, a constraint 〈a1, x〉 ≥ b1 can be written as 〈−a1, x〉 ≤ −b1. Or, a constraint 〈a1, x〉 = b1 can be written as 〈a1, x〉 ≤ b1 and 〈−a1, x〉 ≤ −b1. The objective function can be viewed as a hyperplane in R with normal vector c. Further, one can express the constraint matrix A as a series of row vectors:
منابع مشابه
Georgia Institute of Technology School of Industrial and Systems Engineering Lecture Notes Optimization I: Introduction to Linear Optimization
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