Linear programming

Defines linear programming and describes a simple production planning problem, a multiperiod production planning problem, a blending problem, and sensitivity analysis.

What is linear programming?
Linear programming (LP) consists in optimizing a linear function subject to linear constraints over real variables.
A production problem
Uses again the model production.mod.
A multi-period production planning problem
Extends the production planning problem to several production periods.
A blending problem
Presents the problem of calculating different blends of gasoline according to specific quality criteria.
Exploiting sparsity
Discusses how to exploit the sparsity of large-scale problems, beyond the classical transportation problem exposed in the transp1.mod sample.
Sensitivity analysis
Explains how to obtain sensitivity information on variables and constraints.

Parent topic: Applications of linear and integer programming