OPTIMIZATION

Moez
 CONSTRAINT OPTIMIZATION
• This chapter deals with optimization problems
where constraints come into play.
• For such cases, special methods are available that
exploit the linearity of the underlying functions.
• Called linear programming methods, the resulting
algorithms solve very large problems with
thousands of variables and constraints with great
efficiency.
• They are used in a wide range of problems in
engineering and management
 LINEAR PROGRAMMING
Linear programming (LP) is an optimization
approach that deals with meeting a desired
objective such as maximizing profit or minimizing
cost in the presence of constraints such as limited
resources. The term linear connotes that the
mathematical functions representing both the
objective and the constraints are linear. The term
programming does not mean “computer
programming,” but rather, connotes “scheduling”
or “setting an agenda”
 STANDARD FORM
• The basic linear programming problem
consists of two major parts: the objective
function and a set of constraints. For a
maximization problem, the objective function
is generally expressed as

The constraints can be represented generally

as
 STANDARD FORM
• The second general type of constraint specifies
that all activities must have a positive value,

• Together, the objective function and the

constraints specify the linear programming
problem. They say that we are trying to maximize
the payoff for a number of activities under the
constraint that these activities utilize finite
amounts of resources. Before showing how this
result can be obtained, we will first develop an
example.
Setting Up the LP Problem