CS261 Lecture 5: Linear Programming | in theory

In which we introduce linear programming. 1. Linear Programming A linear program is an optimization problem in which we have a collection of variables, which can take real values, and we want to fi…

In which we introduce linear programming. 1. Linear Programming A linear program is an optimization problem in which we have a collection of variables, which can take real values, and we want to find an assignment of values to the variables that satisfies a given collection of linear inequalities and that maximizes or minimizes a given linear function. (The term programming in linear programming , is not used as in computer programming , but as in, e.g., tv programming , to mean planning. ) For example, the following is a linear program. The linear function that we want to optimize ( in the ab

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