Linear programming

tags
Optimization

Linear programs are problems that can be expressed as \[\begin{align} & \text{Find a vector} && \mathbf{x} \\ & \text{that maximizes} && \mathbf{c}^T \mathbf{x}\\ & \text{subject to} && A \mathbf{x} \leq \mathbf{b} \\ & \text{and} && \mathbf{x} \ge \mathbf{0}. \end{align} \]

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