Linear Programming - Basics

Table of Contents

• LP canonical form
• LP standard form
• Real life application
• Solving it numerically

LP canonical form

\begin{equation} \begin{array}{l} \begin{split} \max \;\;\; {{\bf{c}}^T}{\bf{x}} & \\ s.t. \;\;\; {\bf{Ax}} & \le {\bf{b}} \\ {\bf{x}} & \ge {\bf{0}} \end{split} \end{array} \end{equation}

LP standard form

\begin{equation} \begin{array}{l} \begin{split} \max \;\;\; {{\bf{c}}^T}{\bf{x}} & \\ s.t. \;\;\; {\bf{Ax}} & = {\bf{b}} \\ {\bf{x}} & \ge {\bf{0}} \end{split} \end{array} \end{equation}

Real life application

TODO

Solving it numerically

TODO