linear-programming on CuriousCodinghttps://curiouscoding.nl/tags/linear-programming/Recent content in linear-programming on CuriousCodingHugo -- gohugo.ioenFri, 04 Nov 2022 00:00:00 +0100Thoughts on linear programminghttps://curiouscoding.nl/notes/linear-programming/Fri, 04 Nov 2022 00:00:00 +0100https://curiouscoding.nl/notes/linear-programming/Table of Contents Linear programming Assumptions Idea for an algorithm This note contains some ideas about linear programming and most-orthogonal faces. They’re mostly on an intuitive level and not very formal.
Linear programming \begin{equation*} \newcommand{\v}[1]{\textbf{#1}} \newcommand{\x}{\v x} \newcommand{\t}{\v t} \newcommand{\b}{\v b} \end{equation*}
Maximize \(\t\x\) subject to \(A\x \leq \b\).
\(\x\) is a vector of \(n\) variables \(x_i\). \(A\) is a \(m\times n\) matrix: there are \(m\) constraints \(A_j \x \leq b_j\).