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Linear Programming Reading: CLRS, Ch. 29 or reference

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Linear ProgrammingReading: CLRS, Ch. 29 or reference

CSE 6331 Algorithms

Steve Lai

Source: Linear programming, Thomas S. Ferguson, UCLA

A system of linear inequalities defines a polytope (or simplex) as a feasible region.

The simplex algorithm begins at a starting vertexand moves along the edges of the polytopeuntil it reaches the vertex of the optimum solution.

Source: Linear programming, Thomas S. Ferguson, UCLA

- T.S. Ferguson, “Linear Programming: A Concise Introduction,” http://www.math.ucla.edu/~tom/LP.pdf .
- Lecture notes: http://www.math.cuhk.edu.hk/~wei/LP11.html