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  2. Linear-fractional programming - Wikipedia

    en.wikipedia.org/wiki/Linear-fractional_programming

    In mathematical optimization, linear-fractional programming (LFP) is a generalization of linear programming (LP). Whereas the objective function in a linear program is a linear function, the objective function in a linear-fractional program is a ratio of two linear functions. A linear program can be regarded as a special case of a linear ...

  3. Fractional programming - Wikipedia

    en.wikipedia.org/wiki/Fractional_programming

    In mathematical optimization, fractional programming is a generalization of linear-fractional programming. The objective function in a fractional program is a ratio of two functions that are in general nonlinear. The ratio to be optimized often describes some kind of efficiency of a system.

  4. Simplex algorithm - Wikipedia

    en.wikipedia.org/wiki/Simplex_algorithm

    Linear–fractional programming (LFP) is a generalization of linear programming (LP). In LP the objective function is a linear function, while the objective function of a linear–fractional program is a ratio of two linear functions. In other words, a linear program is a fractional–linear program in which the denominator is the constant ...

  5. Linear programming - Wikipedia

    en.wikipedia.org/wiki/Linear_programming

    A general-purpose and matrix-oriented programming-language for numerical computing. Linear programming in MATLAB requires the Optimization Toolbox in addition to the base MATLAB product; available routines include INTLINPROG and LINPROG Mathcad: A WYSIWYG math editor. It has functions for solving both linear and nonlinear optimization problems.

  6. Linear fractional transformation - Wikipedia

    en.wikipedia.org/wiki/Linear_fractional...

    Linear fractional transformations leave cross ratio invariant, so any linear fractional transformation that leaves the unit disk or upper half-planes stable is an isometry of the hyperbolic plane metric space. Since Henri Poincaré explicated these models they have been named after him: the Poincaré disk model and the Poincaré half-plane model.

  7. Convex optimization - Wikipedia

    en.wikipedia.org/wiki/Convex_optimization

    Linear programming problems are the simplest convex programs. In LP, the objective and constraint functions are all linear. Quadratic programming are the next-simplest. In QP, the constraints are all linear, but the objective may be a convex quadratic function. Second order cone programming are more general. Semidefinite programming are more ...

  8. Linear programming relaxation - Wikipedia

    en.wikipedia.org/wiki/Linear_programming_relaxation

    The linear programming relaxation of an integer program may be solved using any standard linear programming technique. If it happens that, in the optimal solution, all variables have integer values, then it will also be an optimal solution to the original integer program.

  9. Cutting-plane method - Wikipedia

    en.wikipedia.org/wiki/Cutting-plane_method

    Cutting plane methods for MILP work by solving a non-integer linear program, the linear relaxation of the given integer program. The theory of Linear Programming dictates that under mild assumptions (if the linear program has an optimal solution, and if the feasible region does not contain a line), one can always find an extreme point or a ...