Linear programming

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Linear programming refers to the class of optimization problems of the form:

minimize \mathbf{c}^T\mathbf{x}
with respect to \mathbf{x}
subject to \mathbf{Ax \leq b}
\mathbf{x}\in\mathbb{R}^n

where \mathbf{A} is a matrix, \mathbf{b} and \mathbf{c} are vectors, and n is a positive integer.

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