Search results
Results from the WOW.Com Content Network
More formally, linear programming is a technique for the optimization of a linear objective function, subject to linear equality and linear inequality constraints. Its feasible region is a convex polytope , which is a set defined as the intersection of finitely many half spaces , each of which is defined by a linear inequality.
Constraints can be either hard constraints, which set conditions for the variables that are required to be satisfied, or soft constraints, which have some variable values that are penalized in the objective function if, and based on the extent that, the conditions on the variables are not satisfied.
The configuration linear program (configuration-LP) is a linear programming technique used for solving combinatorial optimization problems. It was introduced in the context of the cutting stock problem. [1] [2] Later, it has been applied to the bin packing [3] [4] and job scheduling problems.
In linear programming, a discipline within applied mathematics, a basic solution is any solution of a linear programming problem satisfying certain specified technical conditions. For a polyhedron P {\displaystyle P} and a vector x ∗ ∈ R n {\displaystyle \mathbf {x} ^{*}\in \mathbb {R} ^{n}} , x ∗ {\displaystyle \mathbf {x} ^{*}} is a ...
An example is the simplex algorithm in linear programming, which works surprisingly well in practice; despite having exponential worst-case time complexity, it runs on par with the best known polynomial-time algorithms. [27]
Column generation or delayed column generation is an efficient algorithm for solving large linear programs. The overarching idea is that many linear programs are too large to consider all the variables explicitly. The idea is thus to start by solving the considered program with only a subset of its variables.
In the theory of linear programming, a basic feasible solution (BFS) is a solution with a minimal set of non-zero variables. Geometrically, each BFS corresponds to a vertex of the polyhedron of feasible solutions. If there exists an optimal solution, then there exists an optimal BFS.
For any greater-than constraints, introduce surplus s i and artificial variables a i (as shown below). Choose a large positive Value M and introduce a term in the objective of the form −M multiplying the artificial variables. For less-than or equal constraints, introduce slack variables s i so that all constraints are equalities.