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Reference Books:Hadley, G: Linear Programming, Addison WesleyPant, J.C: Optimization, Jain Brothers. 3. Hillier
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13. Linear Programming Problems(LPP) An optimization problem is called a Linear Programming Problem (LPP) when the objective function and all the constraints are linear functions of the decision variables, x1, x2, …, xn. We also include the “non-negativity restrictions”, namely xj = 0 for all j=1, 2, …, n. Thus a typical LPP is of the form:
14. Optimize (i.e. Maximize or Minimize)
z = c1 x1 + c2 x2+ …+ cn xn
subject to the constraints:
a11 x1 + a12 x2 + … + a1n xn = b1
a21 x1 + a22 x2 + … + a2n xn = b2
. . .
am1 x1 + am2 x2 + … + amn xn = bm
x1, x2, …, xn ? 0