Linear programming
From DDWiki
(Redirected from LP)
Linear programming refers to the class of optimization problems of the form:
| minimize |
|
| with respect to |
|
| subject to |
|
|
where
is a matrix,
and
are vectors, and n is a positive integer.
Contents |
Theory
Methods
Software
- CPLEX
- Author: ILOG
- Method: Simplex + barrier methods
- XPRESS-MP
- Author: Dash
- Method: Simplex + barrier methods

