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Faculty of Science
Department of Mathematics
Linear programming simplex.png
Course Archive 2010-2011
MATH 340 / 921
Introduction to Linear Programming
Instructor: Tom Meyerovitch
Office: West Mall Annex, Room 107
Class schedule: Tue Thu Fri<br\>14:00 - 16:00
Classroom: LSK 201
Office hours: Mon 14:00 - 16:00
Fri 16:00 - 17:00
Course pages


linear function

linear inequality

linear equation

standard form of LP problem


subject to

objective function of LP is

feasible solutions of LP are

optimal solution maximizing or minimizing the objective function and the value of the objective function at an optimal solution is an optimal value

infeasible LP is the one without a feasible solution, i.e. the polytope defined by the equalities and inequalities is the empty set.

unbounded LP is the one that it's corresponding polytope is unbounded.

Note: optimal values occur at the vertices of the polytope, i.e. at the extremal points or at points at infinity.

slack variables of the inequality is and the old variables are called decision variables.