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    Definition of A Linear Program

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    Harsha Vardhan
    The document defines key concepts related to linear programs (LPs) including: 1) A linear function and linear inequalities/equalities that define the constraints of an LP. 2) A linear programming problem involves maximizing/minimizing a linear objective function subject to linear constraints. 3) A feasible solution satisfies all constraints, and the feasible region includes all feasible solutions. 4) An optimal solution is the feasible solution that maximizes the objective function.

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    Definition of A Linear Program

    Uploaded by

    Harsha Vardhan
    61 views6 pages
    The document defines key concepts related to linear programs (LPs) including: 1) A linear function and linear inequalities/equalities that define the constraints of an LP. 2) A linear programming problem involves maximizing/minimizing a linear objective function subject to linear constraints. 3) A feasible solution satisfies all constraints, and the feasible region includes all feasible solutions. 4) An optimal solution is the feasible solution that maximizes the objective function.

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    Programming

    Original Title

    lpdef

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    The document defines key concepts related to linear programs (LPs) including: 1) A linear function and linear inequalities/equalities that define the constraints of an LP. 2) A linear programming problem involves maximizing/minimizing a linear objective function subject to linear constraints. 3) A feasible solution satisfies all constraints, and the feasible region includes all feasible solutions. 4) An optimal solution is the feasible solution that maximizes the objective function.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    61 views6 pages

    Definition of A Linear Program

    Uploaded by

    Harsha Vardhan
    The document defines key concepts related to linear programs (LPs) including: 1) A linear function and linear inequalities/equalities that define the constraints of an LP. 2) A linear programming problem involves maximizing/minimizing a linear objective function subject to linear constraints. 3) A feasible solution satisfies all constraints, and the feasible region includes all feasible solutions. 4) An optimal solution is the feasible solution that maximizes the objective function.

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    of 6

    Definition of a Linear Program

    Definition: A function f (x1, x2, . . . , xn) of x1, x2, . . . , xn is a linear function if


    and only if for some set of constants c1, c2, . . . , cn,
    f (x1, x2, . . . , xn) = c1x1 + c2x2 + · · · + cnxn .

    Examples:
    • x1
    • 5x1 + 6x4 − 2x2 + 1
    •3

    Non-examples:
    • x21
    • x1 + 3x2 − 4x43
    • x1 x2
    Linear Inequalities

    Definition: For any linear function f (x1, x2, . . . , xn) and any number b, the
    inequalities
    f (x1, x2, . . . , xn) ≤ b
    and
    f (x1, x2, . . . , xn) ≥ b
    are linear inequalities.

    Examples:
    • x1 + x2 ≤ 4
    • 5x1 − 4 ≥ 0

    Note: If an inequality can be rewritten as a linear inequality then it is


    one. Thus x1 + x2 ≤ 3x3 is a linear inequality because it can be rewritten
    as x1 + x2 − 3x3 ≤ 0. Even x1/x2 ≤ 4 is a linear inequality because it can be
    rewritten as x1 − 4x2 ≤ 0. Note that x1/x2 + x3 ≤ 4 is not a linear inequality,
    however.

    Definition: For any linear function f (x1, x2, . . . , xn) and any number b, the
    equality
    f (x1, x2, . . . , xn) = b
    is a linear equality.
    LPs

    Definition: A linear programming problem (LP) is an optimization prob-


    lem for which:
    1. We attempt to maximize (or minimize) a linear function of the decision
    variables. (objective function)
    2. The values of the decision variables must satisfy a set of constraints,
    each of which must be a linear inequality or linear equality.
    3. A sign restriction on each variable. For each variable xi the sign restric-
    tion can either say
    (a) xi ≥ 0,
    (b) xi ≤ 0,
    (c) xi unrestricted (urs).

    Definition: A solution to a linear program is a setting of the variables.

    Definition: A feasible solution to a linear program is a solution that


    satisfies all constraints.

    Definition: The feasible region in a linear program is the set of all possible
    feasible solutions.

    Definition: An optimal solution to a linear program is the feasible solution


    with the largest objective function value (for a maximization problem).
    Modeling Assumptions for Linear Programming

    • Prportionality. If one item brings in a profit of x, then k items bring


    in a profit of kx. If one item use y units of resource R then k items use
    ky units of resource R.
    • Additivity. The decisions made are independent, except as noted in
    the constraints. So, if we sell more trains, this does not decrease the
    demand for soldiers, in the Giapeto model.
    • Divisibility. Decision variables can take on fractional values.
    • Certainty. The values of various parameters are known with certainty.

    Comments:
    • Whether these assumptions hold is a feature of the model, not of linear
    programming itself.
    • They often do not hold.
    • They may be close to holding, or may hold in the region we are about:
    e.g.
    – proportionally and additivity may hold in the feasible region
    – divisibility may not hold, but the conclusions of the model will be
    approximately sound anyway
    – certainty may not hold, but we may have good estimates
    Whenever we solve a model using linear programming, we should be
    aware of these assumptions, and ask ourselves whether they hold, and
    whether the solution makes sense.
    Geometry Definitions

    Definition: A set of points S is a convex set if the line segment joining


    any 2 points in S is wholly contained in S.

    Fact: The set of feasible solutions to an LP (feasible region) forms a


    (possibly unbounded) convex set.

    Definition: A point p of a contex set S is an extreme point if each line


    segment that lies completely in S and contains p has p as an endpoint. An
    extreme point is also called a corner point.

    Fact: Every linear program has an extreme point that is an optimal


    solution.

    Corrolary: An algorithm to solve a linear program only needs to consider


    extreme points.

    Definition: A constraint of a linear program is binding at a point p if the


    inequality is met with equality at p. It is nonbinding otherwise. (Recall
    that a point is the same as a solution.)

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