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Linear programming: the ultimate practical problem‐solving model What is Linear programming? • The process of minimizing a linear objective function subject to a finite number of linear equality and inequality constraints. • The word “programming” is historical and predates computer programming. • Quintessential tool for optimal allocation of scarce resources, among a number of competing activities. • Why significant? – Widely applicable problem‐solving model – Dominates world of industry. – Fast commercial solvers available: CPLEX, OSL – Ranked among most important scientific advances of 20th century An Example: the Diet Problem • Design a lowest cost diet that provides sufficient protein, with two choices: – steak: 2 units of protein/pound, $3/pound – peanut butter: 1 unit of protein/pound, $2/pound • Proper diet needs 4 units protein/day. Let ݔ = # pounds steak/day in the diet. Let ݕ = # pounds peanut butter/day in the diet. Goal: minimize 3ݔ 2ݕ Subject to the constraint: 2ݔ ݕ 4 ݔ0,ݕ0 Solving this problem geometrically
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