ABSTRACT

The term linear programming defines a particular class of optimization problems in which the constraints of the system can be expressed as linear equations or inequalities and the function is linear with respect to the independent design variables. This chapter contains the various key definitions – as they apply to optimization and linear programming is algebra, constraint, dynamic programming, linear algebra, linear programming, Operations research and Optimization. When constraints are present, the function being optimized is usually referred to as the objective function to distinguish it from any other functions that may be used to define the constraints or the problem. Although the emphasis to follow is on linear constraints, many real-world applications also involve nonlinear constraints and nonlinear objective functions. As noted earlier, linear programming deals with the determination of an optimum solution of a problem expressed in linear relationships where there may be a large number of possible solutions.