Linear Programming线性规划(Introduction to Algorithms, 算法导论，CLRS)学习笔记

Linear Programming

1. Fundamentals

• objective function and constraints:

  $$\begin{gathered} min/max3x_1+24x_2+13x_3+9x_4... \\ s.tlinearconstraints \end{gathered}$$

• optimal solution: a feasible solution that has the min(or max) objective value

• convex property: the optimal solution must fall in the corner of the feasible region(decided by constraints)

• geometric interpretation:

  • each constraint defines a half-space, the solutions are the intersection of half-spaces and are called simplex;

  • objective functions form a hyperplane.

2. Standard and Slack forms

• LP to standard form:

  • convert a minimization into a maximization;

  • add nonnegative constraints: all $x$ variables are greater than zero;

    • convert some variables that do not have nonnegative constraints;

    • replace $x_{}$