Linear Optimization Lecture 1: Introduction Instructor: Tsvetan Asamov
Elementary Linear Programming with Applications, 2 nd edition by Bernard Kolman and Robert E. Beck
Example Need: Energy (2000 kcal), Protein (55 g), Calcium (800 mg)
Example
Diet Problem Formulation
Linear Programming Examples
Linear Programming Objective function Linear equations (equalities) Linear inequalities Linear equations and linear inequalities are referred to as linear constraints
Standard Form
Diet Problem Objective function Feasible solution Optimal solution Optimal value: 92.5
Linear programming problems Unique optimal solution Many optimal solutions No optimal solutions – Infeasible problems
Linear programming problems Unique optimal solution Many optimal solutions No optimal solutions – Infeasible problems – Unbounded problems
Problems
Reading Assignment Review linear algebra – Vectors – Matrices – Matrix multiplication – Matrix inversion – Gauss-Jordan reduction – Linear independence and basis – Subspaces