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Linear Program MAX C B X B + C NB X NB s.t. BX B + A NB X NB = b X B, X NB ≥ 0.

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Presentation on theme: "Linear Program MAX C B X B + C NB X NB s.t. BX B + A NB X NB = b X B, X NB ≥ 0."— Presentation transcript:

1 Linear Program MAX C B X B + C NB X NB s.t. BX B + A NB X NB = b X B, X NB ≥ 0

2 Important LP Equations

3 Important LP Derivatives

4 Duality

5

6 Unbounded Solution

7 Infeasible Solution

8 Multiple Optima

9 Degeneracy

10 Complementary Slackness derived from duality

11 Reduced Cost Negative derivative of objective function with respect to a variable At optimality: –Zero for all basic variables –Non-negative for all non-basic variables (max) –Non-positive for all non-basic variables (max)

12 Multi-input, Multi-output

13 Mixing / Blending

14 Spatial Equilibrium (GAMS Ex.)

15 Sequencing

16

17 Storage

18 Lexicographic preferences

19 Weighted Preferences

20 Well behaved, Separable Function

21

22

23 Disequilibrium – Known Life

24 Disequilibrium – Unknown Life

25 Equilibrium ‑ Unknown Life

26 Fixed Costs

27 Fixed Capacity

28 Minimum Habitat Size

29

30 Warehouse

31 Mutual exclusive products

32 Either-Or-Active constraints

33 Distinct Variable Values

34 Badly behaved non-linear functions

35

36 Non-linear Programming Specification often straightforward Solving more difficult –scaling (manual vs. computer) –lower bounds to avoid division by zero and other illegal operations –local versus global extremes


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