ABSTRACT
In Chapter 8, we considered systems of linear inequalities and we discussed how to find the feasible region of such systems. In this chapter, any feasible solution of such a system is evaluated by the value of a linear objective function, and we are looking for a ‘best’ solution among the feasible ones. After introducing some basic notions, we discuss the simplex algorithm as a general method of solving such problems. Then we introduce a so-called dual problem, which is closely related to the problem originally given, and we present a modification of the simplex method based on the solution of this dual problem.
